UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-08895
Voya Funds Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 | |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Company, 1209 Orange Street, Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: March 31
Date of reporting period: April 1, 2020 to September 30, 2020
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Fund’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on the Voya funds’ website (www.voyainvestments.com/literature), and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from each Fund electronically anytime by contacting your financial intermediary (such as a broker-dealer or bank) or, if you are a direct investor, by calling 1-800-992-0180 or by sending an e-mail request to Voyaim_literature@voya.com. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions to elect to continue receiving paper copies of your shareholder reports. If you received this document through a financial intermediary, you can contact your financial intermediary to request that you continue to receive paper copies of your shareholder reports. If you invest directly with us, you can call 1-800-992-0180 or send an email request to Voyaim_literature@voya.com to let each Fund know you wish to continue receiving paper copies of your shareholder reports. Your election to receive reports in paper will apply to all funds held in your account if you invest through your financial intermediary or all funds held with the Voya funds complex if you invest directly with the funds. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
| | | E-Delivery Sign-up – details inside | |
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| | | | Go Paperless with E-Delivery! | | | | | ||
| | Sign up now for on-line prospectuses, fund reports, and proxy statements. In less than five minutes, you can help reduce paper mail and lower fund costs. | | | ||||||
| | Just go to www.individuals.voya.com/page/e-delivery, follow the directions and complete the quick 5 Steps to Enroll. | | | ||||||
| | You will be notified by e-mail when these communications become available on the internet. Documents that are not available on the internet will continue to be sent by mail. | | |
President
Voya Family of Funds
October 26, 2020
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2020 | | | Ending Account Value September 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2020* | | | Beginning Account Value April 1, 2020 | | | Ending Account Value September 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2020* | | ||||||||||||||||||||||||
Voya GNMA Income Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,009.20 | | | | | | 0.84% | | | | | $ | 4.23 | | | | | $ | 1,000.00 | | | | | $ | 1,020.86 | | | | | | 0.84% | | | | | $ | 4.26 | | |
Class C | | | | | 1,000.00 | | | | | | 1,005.40 | | | | | | 1.59 | | | | | | 7.99 | | | | | | 1,000.00 | | | | | | 1,017.10 | | | | | | 1.59 | | | | | | 8.04 | | |
Class I | | | | | 1,000.00 | | | | | | 1,010.40 | | | | | | 0.54 | | | | | | 2.72 | | | | | | 1,000.00 | | | | | | 1,022.36 | | | | | | 0.54 | | | | | | 2.74 | | |
Class P(1) | | | | | 1,000.00 | | | | | | 1,004.40 | | | | | | 0.15 | | | | | | 0.54 | | | | | | 1,000.00 | | | | | | 1,017.41 | | | | | | 0.15 | | | | | | 0.54 | | |
Class R6(2) | | | | | 1,000.00 | | | | | | 1,001.90 | | | | | | 0.48 | | | | | | 0.80 | | | | | | 1,000.00 | | | | | | 1,007.55 | | | | | | 0.48 | | | | | | 0.81 | | |
Class W | | | | | 1,000.00 | | | | | | 1,011.40 | | | | | | 0.59 | | | | | | 2.97 | | | | | | 1,000.00 | | | | | | 1,022.11 | | | | | | 0.59 | | | | | | 2.99 | | |
Voya High Yield Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,128.70 | | | | | | 1.06% | | | | | $ | 5.66 | | | | | $ | 1,000.00 | | | | | $ | 1,019.75 | | | | | | 1.06% | | | | | $ | 5.37 | | |
Class C | | | | | 1,000.00 | | | | | | 1,124.50 | | | | | | 1.81 | | | | | | 9.64 | | | | | | 1,000.00 | | | | | | 1,015.99 | | | | | | 1.81 | | | | | | 9.15 | | |
Class I | | | | | 1,000.00 | | | | | | 1,130.80 | | | | | | 0.71 | | | | | | 3.79 | | | | | | 1,000.00 | | | | | | 1,021.51 | | | | | | 0.71 | | | | | | 3.60 | | |
Class P | | | | | 1,000.00 | | | | | | 1,134.30 | | | | | | 0.06 | | | | | | 0.32 | | | | | | 1,000.00 | | | | | | 1,024.77 | | | | | | 0.06 | | | | | | 0.30 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,136.10 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,025.07 | | | | | | 0.00 | | | | | | 0.00 | | |
Class R | | | | | 1,000.00 | | | | | | 1,127.10 | | | | | | 1.31 | | | | | | 6.99 | | | | | | 1,000.00 | | | | | | 1,018.50 | | | | | | 1.31 | | | | | | 6.63 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,132.40 | | | | | | 0.65 | | | | | | 3.47 | | | | | | 1,000.00 | | | | | | 1,021.81 | | | | | | 0.65 | | | | | | 3.29 | | |
Class W | | | | | 1,000.00 | | | | | | 1,131.40 | | | | | | 0.81 | | | | | | 4.33 | | | | | | 1,000.00 | | | | | | 1,021.01 | | | | | | 0.81 | | | | | | 4.10 | | |
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2020 | | | Ending Account Value September 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2020* | | | Beginning Account Value April 1, 2020 | | | Ending Account Value September 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended September 30, 2020* | | ||||||||||||||||||||||||
Voya Intermediate Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,077.30 | | | | | | 0.71% | | | | | $ | 3.70 | | | | | $ | 1,000.00 | | | | | $ | 1,021.51 | | | | | | 0.71% | | | | | $ | 3.60 | | |
Class C | | | | | 1,000.00 | | | | | | 1,073.50 | | | | | | 1.46 | | | | | | 7.59 | | | | | | 1,000.00 | | | | | | 1,017.75 | | | | | | 1.46 | | | | | | 7.38 | | |
Class I | | | | | 1,000.00 | | | | | | 1,080.10 | | | | | | 0.35 | | | | | | 1.83 | | | | | | 1,000.00 | | | | | | 1,023.31 | | | | | | 0.35 | | | | | | 1.78 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,080.90 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,025.07 | | | | | | 0.00 | | | | | | 0.00 | | |
Class R | | | | | 1,000.00 | | | | | | 1,075.90 | | | | | | 0.96 | | | | | | 5.00 | | | | | | 1,000.00 | | | | | | 1,020.26 | | | | | | 0.96 | | | | | | 4.86 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,079.20 | | | | | | 0.30 | | | | | | 1.56 | | | | | | 1,000.00 | | | | | | 1,023.56 | | | | | | 0.30 | | | | | | 1.52 | | |
Class W | | | | | 1,000.00 | | | | | | 1,078.70 | | | | | | 0.46 | | | | | | 2.40 | | | | | | 1,000.00 | | | | | | 1,022.76 | | | | | | 0.46 | | | | | | 2.33 | | |
Voya Short Term Bond Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,051.70 | | | | | | 0.61% | | | | | $ | 3.14 | | | | | $ | 1,000.00 | | | | | $ | 1,022.01 | | | | | | 0.61% | | | | | $ | 3.09 | | |
Class C | | | | | 1,000.00 | | | | | | 1,047.80 | | | | | | 1.36 | | | | | | 6.98 | | | | | | 1,000.00 | | | | | | 1,018.25 | | | | | | 1.36 | | | | | | 6.88 | | |
Class I | | | | | 1,000.00 | | | | | | 1,054.40 | | | | | | 0.36 | | | | | | 1.85 | | | | | | 1,000.00 | | | | | | 1,023.26 | | | | | | 0.36 | | | | | | 1.83 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,055.00 | | | | | | 0.16 | | | | | | 0.82 | | | | | | 1,000.00 | | | | | | 1,024.27 | | | | | | 0.16 | | | | | | 0.81 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,056.00 | | | | | | 0.01 | | | | | | 0.05 | | | | | | 1,000.00 | | | | | | 1,025.02 | | | | | | 0.01 | | | | | | 0.05 | | |
Class R | | | | | 1,000.00 | | | | | | 1,051.30 | | | | | | 0.86 | | | | | | 4.42 | | | | | | 1,000.00 | | | | | | 1,020.76 | | | | | | 0.86 | | | | | | 4.36 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,053.40 | | | | | | 0.31 | | | | | | 1.60 | | | | | | 1,000.00 | | | | | | 1,023.51 | | | | | | 0.31 | | | | | | 1.57 | | |
Class W | | | | | 1,000.00 | | | | | | 1,054.00 | | | | | | 0.36 | | | | | | 1.85 | | | | | | 1,000.00 | | | | | | 1,023.26 | | | | | | 0.36 | | | | | | 1.83 | | |
Voya Strategic Income Opportunities Fund | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,096.00 | | | | | | 0.88% | | | | | $ | 4.62 | | | | | $ | 1,000.00 | | | | | $ | 1,020.66 | | | | | | 0.88% | | | | | $ | 4.46 | | |
Class C | | | | | 1,000.00 | | | | | | 1,093.20 | | | | | | 1.63 | | | | | | 8.55 | | | | | | 1,000.00 | | | | | | 1,016.90 | | | | | | 1.63 | | | | | | 8.24 | | |
Class I | | | | | 1,000.00 | | | | | | 1,098.80 | | | | | | 0.63 | | | | | | 3.31 | | | | | | 1,000.00 | | | �� | | | 1,021.91 | | | | | | 0.63 | | | | | | 3.19 | | |
Class P | | | | | 1,000.00 | | | | | | 1,101.10 | | | | | | 0.07 | | | | | | 0.37 | | | | | | 1,000.00 | | | | | | 1,024.72 | | | | | | 0.07 | | | | | | 0.36 | | |
Class P3 | | | | | 1,000.00 | | | | | | 1,101.20 | | | | | | 0.00 | | | | | | 0.00 | | | | | | 1,000.00 | | | | | | 1,025.07 | | | | | | 0.00 | | | | | | 0.00 | | |
Class R | | | | | 1,000.00 | | | | | | 1,095.40 | | | | | | 1.13 | | | | | | 5.94 | | | | | | 1,000.00 | | | | | | 1,019.40 | | | | | | 1.13 | | | | | | 5.72 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,099.40 | | | | | | 0.57 | | | | | | 3.00 | | | | | | 1,000.00 | | | | | | 1,022.21 | | | | | | 0.57 | | | | | | 2.89 | | |
Class W | | | | | 1,000.00 | | | | | | 1,098.70 | | | | | | 0.63 | | | | | | 3.31 | | | | | | 1,000.00 | | | | | | 1,021.91 | | | | | | 0.63 | | | | | | 3.19 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 1,870,845,733 | | | | | $ | 838,392,473 | | | | | $ | 9,649,268,328 | | |
Short-term investments at fair value† | | | | | 325,790,894 | | | | | | 80,459,616 | | | | | | 421,948,159 | | |
Cash | | | | | 25,468 | | | | | | 215,320 | | | | | | 1,671,039 | | |
Cash collateral for futures | | | | | 6,418,569 | | | | | | — | | | | | | 20,137,433 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | — | | | | | | 3,500,000 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 460,000 | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | — | | | | | | 27,000 | | |
Foreign currencies at value‡ | | | | | — | | | | | | — | | | | | | 4,876,559 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 1,788,275 | | | | | | 16,122,295 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 263,727,396 | | | | | | — | | | | | | 164,989,355 | | |
Fund shares sold | | | | | 6,416,391 | | | | | | 775,794 | | | | | | 44,839,242 | | |
Dividends | | | | | — | | | | | | 353 | | | | | | 450 | | |
Interest | | | | | 3,515,938 | | | | | | 12,444,055 | | | | | | 53,287,987 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 97,295 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 2,297,958 | | |
Prepaid expenses | | | | | 105,554 | | | | | | 54,850 | | | | | | 166,179 | | |
Reimbursement due from Investment Adviser | | | | | 23,090 | | | | | | 5,983 | | | | | | 7,585 | | |
Other assets | | | | | 44,643 | | | | | | 18,484 | | | | | | 156,240 | | |
Total assets | | | | | 2,476,913,676 | | | | | | 934,155,203 | | | | | | 10,383,853,104 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | 510,709 | | | | | | 45,073 | | | | | | 2,548,389 | | |
Payable for investment securities purchased | | | | | 1,946,414 | | | | | | 29,724,956 | | | | | | 169,522,316 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 815,890,277 | | | | | | — | | | | | | 246,824,973 | | |
Payable for fund shares redeemed | | | | | 11,995,707 | | | | | | 1,748,629 | | | | | | 9,894,552 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 33,672,024 | | | | | | 161,465,675 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 941,977 | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | — | | | | | | 136,887 | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | — | | | | | | 4,390,000 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 953,080 | | | | | | — | | | | | | 104,021 | | |
Payable for investment management fees | | | | | 587,256 | | | | | | 269,999 | | | | | | 2,162,601 | | |
Payable for distribution and shareholder service fees | | | | | 159,636 | | | | | | 19,201 | | | | | | 199,505 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 44,643 | | | | | | 18,484 | | | | | | 156,240 | | |
Payable for trustee fees | | | | | 7,183 | | | | | | 3,574 | | | | | | 45,301 | | |
Other accrued expenses and liabilities | | | | | 588,587 | | | | | | 237,382 | | | | | | 1,847,735 | | |
Total liabilities | | | | | 832,683,492 | | | | | | 65,739,322 | | | | | | 600,240,172 | | |
NET ASSETS | | | | $ | 1,644,230,184 | | | | | $ | 868,415,881 | | | | | $ | 9,783,612,932 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 1,645,579,768 | | | | | $ | 868,660,365 | | | | | $ | 9,297,509,830 | | |
Total distributable earnings (loss) | | | | | (1,349,584) | | | | | | (244,484) | | | | | | 486,103,102 | | |
NET ASSETS | | | | $ | 1,644,230,184 | | | | | $ | 868,415,881 | | | | | $ | 9,783,612,932 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 32,870,038 | | | | | $ | 157,735,074 | | |
* Cost of investments in securities | | | | $ | 1,827,387,960 | | | | | $ | 805,603,478 | | | | | $ | 9,326,772,841 | | |
† Cost of short-term investments | | | | $ | 325,787,500 | | | | | $ | 80,459,182 | | | | | $ | 421,948,974 | | |
‡ Cost of foreign currencies | | | | $ | — | | | | | $ | — | | | | | $ | 4,988,053 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
Class A | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 585,665,348 | | | | | $ | 48,875,892 | | | | | $ | 483,169,906 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 68,449,527 | | | | | | 6,330,794 | | | | | | 45,082,373 | | |
Net asset value and redemption price per share† | | | | $ | 8.56 | | | | | $ | 7.72 | | | | | $ | 10.72 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 8.78 | | | | | $ | 7.92 | | | | | $ | 10.99 | | |
Class C | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 48,520,427 | | | | | $ | 10,475,740 | | | | | $ | 24,924,784 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 5,700,004 | | | | | | 1,357,334 | | | | | | 2,328,956 | | |
Net asset value and redemption price per share† | | | | $ | 8.51 | | | | | $ | 7.72 | | | | | $ | 10.70 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 808,111,679 | | | | | $ | 95,819,016 | | | | | $ | 5,997,728,260 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 94,359,209 | | | | | | 12,429,210 | | | | | | 559,709,942 | | |
Net asset value and redemption price per share | | | | $ | 8.56 | | | | | $ | 7.71 | | | | | $ | 10.72 | | |
Class P | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 33,133 | | | | | $ | 308,756,818 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 3,872 | | | | | | 39,980,932 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 8.56 | | | | | $ | 7.72 | | | | | | n/a | | |
Class P3 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 7,285,254 | | | | | $ | 30,523,214 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 942,364 | | | | | | 2,846,981 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.73 | | | | | $ | 10.72 | | |
Class R | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 731,984 | | | | | $ | 190,258,546 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 94,696 | | | | | | 17,729,489 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 7.73 | | | | | $ | 10.73 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 35,395,146 | | | | | $ | 239,721,514 | | | | | $ | 2,802,175,181 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,133,517 | | | | | | 31,015,787 | | | | | | 261,392,256 | | |
Net asset value and redemption price per share | | | | $ | 8.56 | | | | | $ | 7.73 | | | | | $ | 10.72 | | |
Class W | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 166,504,451 | | | | | $ | 156,749,663 | | | | | $ | 254,833,041 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 19,416,408 | | | | | | 20,264,465 | | | | | | 23,791,425 | | |
Net asset value and redemption price per share | | | | $ | 8.58 | | | | | $ | 7.74 | | | | | $ | 10.71 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 199,701,608 | | | | | $ | 2,448,060,091 | | |
Short-term investments at fair value† | | | | | 5,064,727 | | | | | | 41,502,507 | | |
Cash | | | | | 4,188 | | | | | | 236,814 | | |
Cash collateral for futures | | | | | 132,166 | | | | | | 7,191,887 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 1,311,846 | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 5,380,000 | | |
Foreign currencies at value‡ | | | | | — | | | | | | 3,279,489 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 279,759 | | | | | | 11,532,952 | | |
Fund shares sold | | | | | 59,267 | | | | | | 9,884,979 | | |
Dividends | | | | | 163 | | | | | | 935 | | |
Interest | | | | | 1,008,844 | | | | | | 15,426,058 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 16,118,840 | | |
Prepaid expenses | | | | | 44,434 | | | | | | 294,856 | | |
Reimbursement due from Investment Adviser | | | | | 25,336 | | | | | | 566 | | |
Other assets | | | | | 4,375 | | | | | | 21,076 | | |
Total assets | | | | | 206,324,867 | | | | | | 2,560,242,896 | | |
LIABILITIES: | | | | | | | | | | | | | |
Income distribution payable | | | | | 702 | | | | | | 851,554 | | |
Payable for investment securities purchased | | | | | 2,778,711 | | | | | | 9,207,532 | | |
Payable for fund shares redeemed | | | | | 40,213 | | | | | | 17,592,014 | | |
Payable upon receipt of securities loaned | | | | | 370,727 | | | | | | 6,463,291 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 16,340,216 | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 40,074 | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 3,140,000 | | |
Payable for investment management fees | | | | | 41,960 | | | | | | 1,038,472 | | |
Payable for distribution and shareholder service fees | | | | | 4,486 | | | | | | 86,842 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 4,375 | | | | | | 21,076 | | |
Payable for trustee fees | | | | | 930 | | | | | | 12,935 | | |
Unfunded loan commitments (Note 10) | | | | | — | | | | | | 25,932 | | |
Other accrued expenses and liabilities | | | | | 27,812 | | | | | | 48,509 | | |
Written options, at fair value^ | | | | | — | | | | | | 348,402 | | |
Total liabilities | | | | | 3,269,916 | | | | | | 55,216,849 | | |
NET ASSETS | | | | $ | 203,054,951 | | | | | $ | 2,505,026,047 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 204,961,879 | | | | | $ | 2,640,645,823 | | |
Total distributable loss | | | | | (1,906,928) | | | | | | (135,619,776) | | |
NET ASSETS | | | | $ | 203,054,951 | | | | | $ | 2,505,026,047 | | |
+ Including securities loaned at value | | | | $ | 360,957 | | | | | $ | 6,266,988 | | |
* Cost of investments in securities | | | | $ | 198,453,684 | | | | | $ | 2,484,108,209 | | |
† Cost of short-term investments | | | | $ | 5,064,727 | | | | | $ | 41,502,507 | | |
‡ Cost of foreign currencies | | | | $ | — | | | | | $ | 3,307,368 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 431,580 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
Class A | | | | | | | | | | | | | |
Net assets | | | | $ | 20,327,333 | | | | | $ | 151,539,077 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,044,773 | | | | | | 15,440,414 | | |
Net asset value and redemption price per share† | | | | $ | 9.94 | | | | | $ | 9.81 | | |
Maximum offering price per share (2.50%)(1) | | | | $ | 10.19 | | | | | $ | 10.06 | | |
Class C | | | | | | | | | | | | | |
Net assets | | | | $ | 673,753 | | | | | $ | 56,844,463 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 67,748 | | | | | | 5,879,586 | | |
Net asset value and redemption price per share† | | | | $ | 9.94 | | | | | $ | 9.67 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 16,073,126 | | | | | $ | 2,016,864,440 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,617,530 | | | | | | 204,822,409 | | |
Net asset value and redemption price per share | | | | $ | 9.94 | | | | | $ | 9.85 | | |
Class P | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 17,187,255 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 1,753,109 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.80 | | |
Class P2 | | | | | | | | | | | | | |
Net assets | | | | $ | 90,582,832 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 9,122,839 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.93 | | | | | | n/a | | |
Class P3 | | | | | | | | | | | | | |
Net assets | | | | $ | 3,067,781 | | | | | $ | 1,190,943 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 309,083 | | | | | | 120,505 | | |
Net asset value and redemption price per share | | | | $ | 9.93 | | | | | $ | 9.88 | | |
Class R | | | | | | | | | | | | | |
Net assets | | | | $ | 4,109 | | | | | $ | 20,647,106 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 412 | | | | | | 2,121,184 | | |
Net asset value and redemption price per share | | | | $ | 9.97 | | | | | $ | 9.73 | | |
Class R6 | | | | | | | | | | | | | |
Net assets | | | | $ | 51,875,673 | | | | | $ | 191,346,119 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 5,218,240 | | | | | | 19,492,162 | | |
Net asset value and redemption price per share | | | | $ | 9.94 | | | | | $ | 9.82 | | |
Class W | | | | | | | | | | | | | |
Net assets | | | | $ | 20,450,344 | | | | | $ | 49,406,644 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,051,621 | | | | | | 5,047,018 | | |
Net asset value and redemption price per share | | | | $ | 9.97 | | | | | $ | 9.79 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | | Voya Intermediate Bond Fund | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends | | | | $ | — | | | | | $ | 13,384 | | | | | $ | 32,696 | | |
Interest, net of foreign taxes withheld* | | | | | 13,929,865 | | | | | | 21,540,332 | | | | | | 148,505,118 | | |
Securities lending income, net | | | | | — | | | | | | 98,034 | | | | | | 583,616 | | |
Total investment income | | | | | 13,929,865 | | | | | | 21,651,750 | | | | | | 149,121,430 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 3,193,905 | | | | | | 2,121,088 | | | | | | 12,265,099 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 679,256 | | | | | | 58,774 | | | | | | 586,372 | | |
Class C | | | | | 242,582 | | | | | | 56,516 | | | | | | 131,990 | | |
Class R | | | | | — | | | | | | 1,808 | | | | | | 478,873 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class A | | | | | 358,779 | | | | | | 38,108 | | | | | | 375,331 | | |
Class C | | | | | 32,032 | | | | | | 9,161 | | | | | | 21,137 | | |
Class I | | | | | 333,331 | | | | | | 25,786 | | | | | | 1,350,910 | | |
Class P | | | | | 135 | | | | | | 3,568 | | | | | | — | | |
Class P3 | | | | | — | | | | | | 63 | | | | | | 279 | | |
Class R | | | | | — | | | | | | 586 | | | | | | 153,338 | | |
Class R6 | | | | | 115 | | | | | | 2,228 | | | | | | 13,858 | | |
Class W | | | | | 87,959 | | | | | | 105,207 | | | | | | 186,414 | | |
Shareholder reporting expense | | | | | 18,640 | | | | | | 24,888 | | | | | | 125,025 | | |
Registration fees | | | | | 113,370 | | | | | | 81,618 | | | | | | 359,392 | | |
Professional fees | | | | | 23,340 | | | | | | 19,398 | | | | | | 131,690 | | |
Custody and accounting expense | | | | | 53,910 | | | | | | 24,522 | | | | | | 381,882 | | |
Trustee fees | | | | | 28,733 | | | | | | 14,295 | | | | | | 181,208 | | |
Miscellaneous expense | | | | | 38,579 | | | | | | 16,396 | | | | | | 116,588 | | |
Interest expense | | | | | 632 | | | | | | 2,213 | | | | | | 139 | | |
Total expenses | | | | | 5,205,298 | | | | | | 2,606,223 | | | | | | 16,859,525 | | |
Waived and reimbursed fees | | | | | (192,207) | | | | | | (694,083) | | | | | | (41,671) | | |
Net expenses | | | | | 5,013,091 | | | | | | 1,912,140 | | | | | | 16,817,854 | | |
Net investment income | | | | | 8,916,774 | | | | | | 19,739,610 | | | | | | 132,303,576 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 15,863,699 | | | | | | (7,000,310) | | | | | | 30,310,472 | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | (5,677,121) | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | 13,009,882 | | |
Futures | | | | | (11,942,065) | | | | | | — | | | | | | 31,881,685 | | |
Swaps | | | | | — | | | | | | — | | | | | | 16,027,123 | | |
Written options | | | | | — | | | | | | — | | | | | | 1,295,385 | | |
Net realized gain (loss) | | | | | 3,921,634 | | | | | | (7,000,310) | | | | | | 86,847,426 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (10,900,703) | | | | | | 68,103,626 | | | | | | 495,872,834 | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | (13,387,346) | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | 1,242,437 | | |
Futures | | | | | 10,655,083 | | | | | | — | | | | | | (35,390,454) | | |
Swaps | | | | | — | | | | | | — | | | | | | (15,665,424) | | |
Written options | | | | | — | | | | | | — | | | | | | 11,124,366 | | |
Net change in unrealized appreciation (depreciation) | | | | | (245,620) | | | | | | 68,103,626 | | | | | | 443,796,413 | | |
Net realized and unrealized gain | | | | | 3,676,014 | | | | | | 61,103,316 | | | | | | 530,643,839 | | |
Increase in net assets resulting from operations | | | | $ | 12,592,788 | | | | | $ | 80,842,926 | | | | | $ | 662,947,415 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 109,827 | | |
| | | Voya Short Term Bond Fund | | | Voya Strategic Income Opportunities Fund | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends | | | | $ | 2,820 | | | | | $ | 57,514 | | |
Interest, net of foreign taxes withheld* | | | | | 2,275,468 | | | | | | 54,871,262 | | |
Securities lending income, net | | | | | 1,999 | | | | | | 28,230 | | |
Total investment income | | | | | 2,280,287 | | | | | | 54,957,006 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 233,143 | | | | | | 6,484,903 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class A | | | | | 17,961 | | | | | | 189,386 | | |
Class C | | | | | 1,777 | | | | | | 279,665 | | |
Class R | | | | | 8 | | | | | | 49,961 | | |
Transfer agent fees: | | | | | | | | | | | | | |
Class A | | | | | 3,596 | | | | | | 46,752 | | |
Class C | | | | | 89 | | | | | | 17,259 | | |
Class I | | | | | 8,320 | | | | | | 577,494 | | |
Class P | | | | | — | | | | | | 55 | | |
Class P2 | | | | | 901 | | | | | | — | | |
Class P3 | | | | | 37 | | | | | | 7 | | |
Class R | | | | | — | | | | | | 6,166 | | |
Class R6 | | | | | 179 | | | | | | 698 | | |
Class W | | | | | 3,791 | | | | | | 19,069 | | |
Shareholder reporting expense | | | | | 2,917 | | | | | | 82,350 | | |
Registration fees | | | | | 73,600 | | | | | | 432,880 | | |
Professional fees | | | | | 7,955 | | | | | | 54,900 | | |
Custody and accounting expense | | | | | 26,050 | | | | | | 219,600 | | |
Trustee fees | | | | | 3,720 | | | | | | 51,738 | | |
Miscellaneous expense | | | | | 12,890 | | | | | | 95,180 | | |
Interest expense | | | | | 109 | | | | | | — | | |
Total expenses | | | | | 397,043 | | | | | | 8,608,063 | | |
Waived and reimbursed fees | | | | | (148,132) | | | | | | (46,971) | | |
Net expenses | | | | | 248,911 | | | | | | 8,561,092 | | |
Net investment income | | | | | 2,031,376 | | | | | | 46,395,914 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 41,984 | | | | | | (47,276,145) | | |
Forward foreign currency contracts | | | | | — | | | | | | 6,305,030 | | |
Foreign currency related transactions | | | | | 398 | | | | | | (250,721) | | |
Futures | | | | | 169,693 | | | | | | 2,004,062 | | |
Swaps | | | | | 157,266 | | | | | | 5,342,665 | | |
Written options | | | | | — | | | | | | 2,241,105 | | |
Net realized gain (loss) | | | | | 369,341 | | | | | | (31,634,004) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 7,235,943 | | | | | | 241,789,704 | | |
Forward foreign currency contracts | | | | | — | | | | | | (7,685,085) | | |
Foreign currency related transactions | | | | | 19,956 | | | | | | 754,372 | | |
Futures | | | | | (261,042) | | | | | | 538,797 | | |
Swaps | | | | | (174,506) | | | | | | (11,962,098) | | |
Written options | | | | | — | | | | | | 4,076,987 | | |
Net change in unrealized appreciation (depreciation) | | | | | 6,820,351 | | | | | | 227,512,677 | | |
Net realized and unrealized gain | | | | | 7,189,692 | | | | | | 195,878,673 | | |
Increase in net assets resulting from operations | | | | $ | 9,221,068 | | | | | $ | 242,274,587 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 31,214 | | |
| | | Voya GNMA Income Fund | | | Voya High Yield Bond Fund | | ||||||||||||||||||
| | | Six Months Ended September 30, 2020 (Unaudited) | | | Year Ended March 31, 2020 | | | Six Months Ended September 30, 2020 (Unaudited) | | | Year Ended March 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,916,774 | | | | | $ | 24,042,399 | | | | | $ | 19,739,610 | | | | | $ | 22,831,850 | | |
Net realized gain (loss) | | | | | 3,921,634 | | | | | | (8,276,034) | | | | | | (7,000,310) | | | | | | (7,355,188) | | |
Net change in unrealized appreciation (depreciation) | | | | | (245,620) | | | | | | 43,402,003 | | | | | | 68,103,626 | | | | | | (36,492,863) | | |
Increase (decrease) in net assets resulting from operations | | | | | 12,592,788 | | | | | | 59,168,368 | | | | | | 80,842,926 | | | | | | (21,016,201) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (6,170,503) | | | | | | (11,550,826) | | | | | | (1,228,775) | | | | | | (2,809,390) | | |
Class C | | | | | (373,083) | | | | | | (1,094,068) | | | | | | (253,489) | | | | | | (672,337) | | |
Class I | | | | | (9,706,692) | | | | | | (14,382,786) | | | | | | (2,167,940) | | | | | | (4,782,685) | | |
Class P | | | | | (372) | | | | | | — | | | | | | (7,223,116) | | | | | | (5,968,215) | | |
Class P3 | | | | | — | | | | | | — | | | | | | (190,043) | | | | | | (2,446) | | |
Class R | | | | | — | | | | | | — | | | | | | (18,003) | | | | | | (67,635) | | |
Class R6 | | | | | (147,940) | | | | | | — | | | | | | (6,002,704) | | | | | | (3,873,671) | | |
Class W | | | | | (1,785,634) | | | | | | (3,203,430) | | | | | | (3,523,804) | | | | | | (6,214,047) | | |
Total distributions | | | | | (18,184,224) | | | | | | (30,231,110) | | | | | | (20,607,874) | | | | | | (24,390,426) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 655,249,997 | | | | | | 674,186,979 | | | | | | 496,465,700 | | | | | | 304,226,952 | | |
Reinvestment of distributions | | | | | 15,277,858 | | | | | | 26,105,948 | | | | | | 20,093,978 | | | | | | 23,799,386 | | |
| | | | | 670,527,855 | | | | | | 700,292,927 | | | | | | 516,559,678 | | | | | | 328,026,338 | | |
Cost of shares redeemed | | | | | (322,129,278) | | | | | | (364,328,264) | | | | | | (196,701,954) | | | | | | (181,600,824) | | |
Net increase in net assets resulting from capital share transactions | | | | | 348,398,577 | | | | | | 335,964,663 | | | | | | 319,857,724 | | | | | | 146,425,514 | | |
Net increase in net assets | | | | | 342,807,141 | | | | | | 364,901,921 | | | | | | 380,092,776 | | | | | | 101,018,887 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,301,423,043 | | | | | | 936,521,122 | | | | | | 488,323,105 | | | | | | 387,304,218 | | |
End of year or period | | | | $ | 1,644,230,184 | | | | | $ | 1,301,423,043 | | | | | $ | 868,415,881 | | | | | $ | 488,323,105 | | |
| | | Voya Intermediate Bond Fund | | | Voya Short Term Bond Fund | | ||||||||||||||||||
| | | Six Months Ended September 30, 2020 (Unaudited) | | | Year Ended March 31, 2020 | | | Six Months Ended September 30, 2020 (Unaudited) | | | Year Ended March 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | �� | | | | | | |
Net investment income | | | | $ | 132,303,576 | | | | | $ | 236,828,968 | | | | | $ | 2,031,376 | | | | | $ | 4,766,421 | | |
Net realized gain (loss) | | | | | 86,847,426 | | | | | | 251,736,083 | | | | | | 369,341 | | | | | | (70,165) | | |
Net change in unrealized appreciation (depreciation) | | | | | 443,796,413 | | | | | | (214,426,317) | | | | | | 6,820,351 | | | | | | (5,619,593) | | |
Increase (decrease) in net assets resulting from operations | | | | | 662,947,415 | | | | | | 274,138,734 | | | | | | 9,221,068 | | | | | | (923,337) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | (7,473,375) | | | | | | (15,303,664) | | | | | | (146,448) | | | | | | (163,981) | | |
Class C | | | | | (321,935) | | | | | | (737,285) | | | | | | (2,326) | | | | | | (8,799) | | |
Class I | | | | | (96,893,988) | | | | | | (170,342,310) | | | | | | (158,705) | | | | | | (280,703) | | |
Class O(1) | | | | | — | | | | | | (51,556) | | | | | | — | | | | | | — | | |
Class P2 | | | | | — | | | | | | — | | | | | | (1,122,208) | | | | | | (660,465) | | |
Class P3 | | | | | (538,301) | | | | | | (785,587) | | | | | | (47,570) | | | | | | (168,320) | | |
Class R | | | | | (2,815,989) | | | | | | (5,667,590) | | | | | | (31) | | | | | | (61) | | |
Class R6 | | | | | (46,032,597) | | | | | | (75,467,807) | | | | | | (676,069) | | | | | | (3,538,580) | | |
Class W | | | | | (3,977,218) | | | | | | (7,387,108) | | | | | | (175,576) | | | | | | (11,347) | | |
Total distributions | | | | | (158,053,403) | | | | | | (275,742,907) | | | | | | (2,328,933) | | | | | | (4,832,256) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 2,125,506,893 | | | | | | 3,992,382,313 | | | | | | 95,797,450 | | | | | | 223,489,488 | | |
Reinvestment of distributions | | | | | 141,490,994 | | | | | | 247,954,219 | | | | | | 2,254,078 | | | | | | 4,734,147 | | |
| | | | | 2,266,997,887 | | | | | | 4,240,336,532 | | | | | | 98,051,528 | | | | | | 228,223,635 | | |
Cost of shares redeemed | | | | | (1,217,257,666) | | | | | | (2,827,431,133) | | | | | | (74,119,302) | | | | | | (165,300,289) | | |
Net increase in net assets resulting from capital share transactions | | | | | 1,049,740,221 | | | | | | 1,412,905,399 | | | | | | 23,932,226 | | | | | | 62,923,346 | | |
Net increase in net assets | | | | | 1,554,634,233 | | | | | | 1,411,301,226 | | | | | | 30,824,361 | | | | | | 57,167,753 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 8,228,978,699 | | | | | | 6,817,677,473 | | | | | | 172,230,590 | | | | | | 115,062,837 | | |
End of year or period | | | | $ | 9,783,612,932 | | | | | $ | 8,228,978,699 | | | | | $ | 203,054,951 | | | | | $ | 172,230,590 | | |
| | | Voya Strategic Income Opportunities Fund | | |||||||||
| | | Six Months Ended September 30, 2020 (Unaudited) | | | Year Ended March 31, 2020 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 46,395,914 | | | | | $ | 88,352,883 | | |
Net realized loss | | | | | (31,634,004) | | | | | | (40,985,272) | | |
Net change in unrealized appreciation (depreciation) | | | | | 227,512,677 | | | | | | (276,356,200) | | |
Increase (decrease) in net assets resulting from operations | | | | | 242,274,587 | | | | | | (228,988,589) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class A | | | | | (2,855,502) | | | | | | (7,268,307) | | |
Class C | | | | | (845,052) | | | | | | (1,334,631) | | |
Class I | | | | | (43,049,453) | | | | | | (78,896,166) | | |
Class P | | | | | (369,416) | | | | | | (502,612) | | |
Class P3 | | | | | (57,527) | | | | | | (139,449) | | |
Class R | | | | | (352,523) | | | | | | (599,353) | | |
Class R6 | | | | | (4,075,157) | | | | | | (9,781,658) | | |
Class W | | | | | (1,239,300) | | | | | | (2,688,325) | | |
Total distributions | | | | | (52,843,930) | | | | | | (101,210,501) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 503,074,670 | | | | | | 2,687,928,062 | | |
Reinvestment of distributions | | | | | 47,272,988 | | | | | | 95,332,067 | | |
| | | | | 550,347,658 | | | | | | 2,783,260,129 | | |
Cost of shares redeemed | | | | | (811,647,057) | | | | | | (1,289,308,114) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (261,299,399) | | | | | | 1,493,952,015 | | |
Net increase (decrease) in net assets | | | | | (71,868,742) | | | | | | 1,163,752,925 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 2,576,894,789 | | | | | | 1,413,141,864 | | |
End of year or period | | | | $ | 2,505,026,047 | | | | | $ | 2,576,894,789 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya GNMA Income Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 8.58 | | | | | | 0.05• | | | | | | (0.17) | | | | | | (0.12) | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 8.56 | | | | | | 0.92 | | | | | | 0.86 | | | | 0.84 | | | 0.84 | | | 1.12 | | | | | 585,665 | | | | | | 204 | | |
03-31-20 | | | | | 8.36 | | | | | | 0.18• | | | | | | 0.27 | | | | | | 0.45 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.58 | | | | | | 5.43 | | | | | | 0.93 | | | | 0.92 | | | 0.92 | | | 2.12 | | | | | 493,737 | | | | | | 421 | | |
03-31-19 | | | | | 8.25 | | | | | | 0.18 | | | | | | 0.13 | | | | | | 0.31 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.36 | | | | | | 3.85 | | | | | | 0.97 | | | | 0.95 | | | 0.95 | | | 2.25 | | | | | 394,763 | | | | | | 398 | | |
03-31-18 | | | | | 8.44 | | | | | | 0.14• | | | | | | (0.13) | | | | | | 0.01 | | | | | | 0.18 | | | | | | — | | | | | | 0.02 | | | | | | 0.20 | | | | | | — | | | | | | 8.25 | | | | | | 0.08 | | | | | | 0.95 | | | | 0.95 | | | 0.95 | | | 1.66 | | | | | 435,118 | | | | | | 367 | | |
03-31-17 | | | | | 8.63 | | | | | | 0.08 | | | | | | (0.04) | | | | | | 0.04 | | | | | | 0.13 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.23 | | | | | | — | | | | | | 8.44 | | | | | | 0.44 | | | | | | 0.93 | | | | 0.93 | | | 0.93 | | | 1.02 | | | | | 513,223 | | | | | | 580 | | |
03-31-16 | | | | | 8.70 | | | | | | 0.13 | | | | | | 0.06 | | | | | | 0.19 | | | | | | 0.17 | | | | | | — | | | | | | 0.09 | | | | | | 0.26 | | | | | | — | | | | | | 8.63 | | | | | | 2.21 | | | | | | 0.93 | | | | 0.93 | | | 0.93 | | | 1.39 | | | | | 630,448 | | | | | | 508 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 8.53 | | | | | | 0.02• | | | | | | (0.11) | | | | | | (0.09) | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 8.51 | | | | | | 0.54 | | | | | | 1.61 | | | | 1.59 | | | 1.59 | | | 0.39 | | | | | 48,520 | | | | | | 204 | | |
03-31-20 | | | | | 8.31 | | | | | | 0.12• | | | | | | 0.26 | | | | | | 0.38 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 8.53 | | | | | | 4.66 | | | | | | 1.68 | | | | 1.67 | | | 1.67 | | | 1.37 | | | | | 47,577 | | | | | | 421 | | |
03-31-19 | | | | | 8.21 | | | | | | 0.12 | | | | | | 0.12 | | | | | | 0.24 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 8.31 | | | | | | 2.96 | | | | | | 1.72 | | | | 1.70 | | | 1.70 | | | 1.49 | | | | | 62,769 | | | | | | 398 | | |
03-31-18 | | | | | 8.39 | | | | | | 0.06 | | | | | | (0.10) | | | | | | (0.04) | | | | | | 0.12 | | | | | | — | | | | | | 0.02 | | | | | | 0.14 | | | | | | — | | | | | | 8.21 | | | | | | (0.56) | | | | | | 1.70 | | | | 1.70 | | | 1.70 | | | 0.90 | | | | | 76,535 | | | | | | 367 | | |
03-31-17 | | | | | 8.58 | | | | | | 0.02 | | | | | | (0.05) | | | | | | (0.03) | | | | | | 0.06 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | 8.39 | | | | | | (0.37) | | | | | | 1.68 | | | | 1.68 | | | 1.68 | | | 0.27 | | | | | 111,103 | | | | | | 580 | | |
03-31-16 | | | | | 8.65 | | | | | | 0.05• | | | | | | 0.07 | | | | | | 0.12 | | | | | | 0.10 | | | | | | — | | | | | | 0.09 | | | | | | 0.19 | | | | | | — | | | | | | 8.58 | | | | | | 1.46 | | | | | | 1.68 | | | | 1.68 | | | 1.68 | | | 0.64 | | | | | 108,278 | | | | | | 508 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 8.59 | | | | | | 0.06• | | | | | | (0.21) | | | | | | (0.15) | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 8.56 | | | | | | 1.04 | | | | | | 0.58 | | | | 0.54 | | | 0.54 | | | 1.40 | | | | | 808,112 | | | | | | 204 | | |
03-31-20 | | | | | 8.37 | | | | | | 0.21• | | | | | | 0.26 | | | | | | 0.47 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.59 | | | | | | 5.75 | | | | | | 0.67 | | | | 0.62 | | | 0.62 | | | 2.42 | | | | | 604,194 | | | | | | 421 | | |
03-31-19 | | | | | 8.26 | | | | | | 0.21 | | | | | | 0.13 | | | | | | 0.34 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.37 | | | | | | 4.16 | | | | | | 0.71 | | | | 0.65 | | | 0.65 | | | 2.55 | | | | | 387,607 | | | | | | 398 | | |
03-31-18 | | | | | 8.45 | | | | | | 0.16• | | | | | | (0.13) | | | | | | 0.03 | | | | | | 0.20 | | | | | | — | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | 8.26 | | | | | | 0.37 | | | | | | 0.70 | | | | 0.65 | | | 0.65 | | | 1.95 | | | | | 350,326 | | | | | | 367 | | |
03-31-17 | | | | | 8.64 | | | | | | 0.10 | | | | | | (0.03) | | | | | | 0.07 | | | | | | 0.16 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.26 | | | | | | — | | | | | | 8.45 | | | | | | 0.76 | | | | | | 0.64 | | | | 0.64 | | | 0.64 | | | 1.29 | | | | | 461,076 | | | | | | 580 | | |
03-31-16 | | | | | 8.71 | | | | | | 0.14• | | | | | | 0.07 | | | | | | 0.21 | | | | | | 0.19 | | | | | | — | | | | | | 0.09 | | | | | | 0.28 | | | | | | — | | | | | | 8.64 | | | | | | 2.50 | | | | | | 0.64 | | | | 0.64 | | | 0.64 | | | 1.65 | | | | | 506,384 | | | | | | 508 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-22-20(4) - 09-30-20+ | | | | | 8.62 | | | | | | 0.04• | | | | | | (0.20) | | | | | | (0.16) | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 8.56 | | | | | | 0.44 | | | | | | 1.68 | | | | 0.15 | | | 0.15 | | | 1.34 | | | | | 33 | | | | | | 204 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
07-31-20(4) - 09-30-20+ | | | | | 8.58 | | | | | | (0.00)*• | | | | | | (0.06) | | | | | | (0.06) | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 8.56 | | | | | | 0.19 | | | | | | 0.48 | | | | 0.48 | | | 0.48 | | | (0.25) | | | | | 35,395 | | | | | | 204 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 8.60 | | | | | | 0.06• | | | | | | (0.20) | | | | | | (0.14) | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 8.58 | | | | | | 1.14 | | | | | | 0.61 | | | | 0.59 | | | 0.59 | | | 1.30 | | | | | 166,504 | | | | | | 204 | | |
03-31-20 | | | | | 8.38 | | | | | | 0.20• | | | | | | 0.27 | | | | | | 0.47 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.60 | | | | | | 5.69 | | | | | | 0.68 | | | | 0.67 | | | 0.67 | | | 2.38 | | | | | 155,915 | | | | | | 421 | | |
03-31-19 | | | | | 8.27 | | | | | | 0.20• | | | | | | 0.13 | | | | | | 0.33 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.38 | | | | | | 4.11 | | | | | | 0.72 | | | | 0.70 | | | 0.70 | | | 2.47 | | | | | 91,383 | | | | | | 398 | | |
03-31-18 | | | | | 8.46 | | | | | | 0.16• | | | | | | (0.13) | | | | | | 0.03 | | | | | | 0.20 | | | | | | — | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | 8.27 | | | | | | 0.33 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 1.92 | | | | | 156,625 | | | | | | 367 | | |
03-31-17 | | | | | 8.65 | | | | | | 0.12 | | | | | | (0.05) | | | | | | 0.07 | | | | | | 0.16 | | | | | | 0.01 | | | | | | 0.09 | | | | | | 0.26 | | | | | | — | | | | | | 8.46 | | | | | | 0.72 | | | | | | 0.68 | | | | 0.68 | | | 0.68 | | | 1.26 | | | | | 141,853 | | | | | | 580 | | |
03-31-16 | | | | | 8.72 | | | | | | 0.14• | | | | | | 0.07 | | | | | | 0.21 | | | | | | 0.19 | | | | | | — | | | | | | 0.09 | | | | | | 0.28 | | | | | | — | | | | | | 8.65 | | | | | | 2.46 | | | | | | 0.68 | | | | 0.68 | | | 0.68 | | | 1.60 | | | | | 118,638 | | | | | | 508 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 7.02 | | | | | | 0.19• | | | | | | 0.71 | | | | | | 0.90 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 7.72 | | | | | | 12.87 | | | | | | 1.06 | | | | 1.06 | | | 1.06 | | | 4.98 | | | | | 48,876 | | | | | | 37 | | |
03-31-20 | | | | | 7.86 | | | | | | 0.39• | | | | | | (0.81) | | | | | | (0.42) | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 7.02 | | | | | | (5.76) | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 4.97 | | | | | 44,060 | | | | | | 57 | | |
03-31-19 | | | | | 7.89 | | | | | | 0.43 | | | | | | (0.05) | | | | | | 0.38 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 7.86 | | | | | | 5.03 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 5.49 | | | | | 60,390 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.43 | | | | | | (0.22) | | | | | | 0.21 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 7.89 | | | | | | 2.52 | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 5.27 | | | | | 52,994 | | | | | | 40 | | |
03-31-17 | | | | | 7.62 | | | | | | 0.41 | | | | | | 0.50 | | | | | | 0.91 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 8.11 | | | | | | 12.13 | | | | | | 1.06 | | | | 1.06 | | | 1.06 | | | 5.23 | | | | | 60,927 | | | | | | 41 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.41 | | | | | | (0.52) | | | | | | (0.11) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 7.62 | | | | | | (1.36) | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 5.23 | | | | | 78,352 | | | | | | 22 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 7.02 | | | | | | 0.16• | | | | | | 0.71 | | | | | | 0.87 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 7.72 | | | | | | 12.45 | | | | | | 1.81 | | | | 1.81 | | | 1.81 | | | 4.24 | | | | | 10,476 | | | | | | 37 | | |
03-31-20 | | | | | 7.86 | | | | | | 0.34• | | | | | | (0.82) | | | | | | (0.48) | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 7.02 | | | | | | (6.47) | | | | | | 1.85 | | | | 1.85 | | | 1.85 | | | 4.23 | | | | | 11,215 | | | | | | 57 | | |
03-31-19 | | | | | 7.89 | | | | | | 0.37 | | | | | | (0.05) | | | | | | 0.32 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 7.86 | | | | | | 4.24 | | | | | | 1.85 | | | | 1.85 | | | 1.85 | | | 4.77 | | | | | 15,945 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.37 | | | | | | (0.23) | | | | | | 0.14 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 7.89 | | | | | | 1.75 | | | | | | 1.82 | | | | 1.82 | | | 1.82 | | | 4.52 | | | | | 10,513 | | | | | | 40 | | |
03-31-17 | | | | | 7.61 | | | | | | 0.36 | | | | | | 0.50 | | | | | | 0.86 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 8.11 | | | | | | 11.45 | | | | | | 1.81 | | | | 1.81 | | | 1.81 | | | 4.49 | | | | | 13,113 | | | | | | 41 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.35 | | | | | | (0.53) | | | | | | (0.18) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 7.61 | | | | | | (2.24) | | | | | | 1.82 | | | | 1.82 | | | 1.82 | | | 4.48 | | | | | 12,677 | | | | | | 22 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 7.01 | | | | | | 0.20• | | | | | | 0.71 | | | | | | 0.91 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 7.71 | | | | | | 13.08 | | | | | | 0.71 | | | | 0.71 | | | 0.71 | | | 5.33 | | | | | 95,819 | | | | | | 37 | | |
03-31-20 | | | | | 7.85 | | | | | | 0.42• | | | | | | (0.81) | | | | | | (0.39) | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.01 | | | | | | (5.45) | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 5.32 | | | | | 68,214 | | | | | | 57 | | |
03-31-19 | | | | | 7.88 | | | | | | 0.47 | | | | | | (0.06) | | | | | | 0.41 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.85 | | | | | | 5.39 | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 5.82 | | | | | 81,121 | | | | | | 33 | | |
03-31-18 | | | | | 8.10 | | | | | | 0.46 | | | | | | (0.23) | | | | | | 0.23 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.88 | | | | | | 2.87 | | | | | | 0.72 | | | | 0.72 | | | 0.72 | | | 5.62 | | | | | 149,279 | | | | | | 40 | | |
03-31-17 | | | | | 7.61 | | | | | | 0.44 | | | | | | 0.49 | | | | | | 0.93 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 8.10 | | | | | | 12.54 | | | | | | 0.71 | | | | 0.71 | | | 0.71 | | | 5.56 | | | | | 204,818 | | | | | | 41 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.44 | | | | | | (0.53) | | | | | | (0.09) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.61 | | | | | | (1.12) | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 5.63 | | | | | 352,052 | | | | | | 22 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 7.02 | | | | | | 0.23• | | | | | | 0.71 | | | | | | 0.94 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 7.72 | | | | | | 13.43 | | | | | | 0.65 | | | | 0.06 | | | 0.06 | | | 5.99 | | | | | 308,757 | | | | | | 37 | | |
03-31-20 | | | | | 7.87 | | | | | | 0.47• | | | | | | (0.82) | | | | | | (0.35) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 7.02 | | | | | | (4.92) | | | | | | 0.69 | | | | 0.08 | | | 0.08 | | | 5.98 | | | | | 99,000 | | | | | | 57 | | |
03-31-19 | | | | | 7.90 | | | | | | 0.51 | | | | | | (0.05) | | | | | | 0.46 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 7.87 | | | | | | 6.05 | | | | | | 0.69 | | | | 0.08 | | | 0.08 | | | 6.51 | | | | | 120,464 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.51 | | | | | | (0.22) | | | | | | 0.29 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 7.90 | | | | | | 3.63 | | | | | | 0.66 | | | | 0.06 | | | 0.06 | | | 6.28 | | | | | 132,713 | | | | | | 40 | | |
03-31-17 | | | | | 7.61 | | | | | | 0.50 | | | | | | 0.49 | | | | | | 0.99 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 8.11 | | | | | | 13.36 | | | | | | 0.66 | | | | 0.07 | | | 0.07 | | | 6.25 | | | | | 149,606 | | | | | | 41 | | |
03-31-16 | | | | | 8.14 | | | | | | 0.49 | | | | | | (0.53) | | | | | | (0.04) | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 7.61 | | | | | | (0.51) | | | | | | 0.67 | | | | 0.06 | | | 0.06 | | | 6.23 | | | | | 104,009 | | | | | | 22 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 7.02 | | | | | | 0.23• | | | | | | 0.72 | | | | | | 0.95 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 7.73 | | | | | | 13.61 | | | | | | 0.65 | | | | 0.00* | | | 0.00* | | | 6.05 | | | | | 7,285 | | | | | | 37 | | |
03-31-20 | | | | | 7.86 | | | | | | 0.46• | | | | | | (0.79) | | | | | | (0.33) | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 7.02 | | | | | | (4.74) | | | | | | 0.74 | | | | 0.00* | | | 0.00* | | | 7.32 | | | | | 1,143 | | | | | | 57 | | |
06-01-18(4) - 03-31-19 | | | | | 7.85 | | | | | | 0.41• | | | | | | 0.00* | | | | | | 0.41 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 7.86 | | | | | | 5.36 | | | | | | 0.69 | | | | 0.00* | | | 0.00* | | | 6.25 | | | | | 3 | | | | | | 33 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 7.03 | | | | | | 0.18• | | | | | | 0.71 | | | | | | 0.89 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 7.73 | | | | | | 12.71 | | | | | | 1.31 | | | | 1.31 | | | 1.31 | | | 4.73 | | | | | 732 | | | | | | 37 | | |
03-31-20 | | | | | 7.87 | | | | | | 0.37• | | | | | | (0.81) | | | | | | (0.44) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 7.03 | | | | | | (5.99) | | | | | | 1.35 | | | | 1.35 | | | 1.35 | | | 4.72 | | | | | 684 | | | | | | 57 | | |
03-31-19 | | | | | 7.90 | | | | | | 0.41 | | | | | | (0.05) | | | | | | 0.36 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 7.87 | | | | | | 4.76 | | | | | | 1.35 | | | | 1.35 | | | 1.35 | | | 5.25 | | | | | 1,185 | | | | | | 33 | | |
03-31-18 | | | | | 8.11 | | | | | | 0.41 | | | | | | (0.21) | | | | | | 0.20 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 7.90 | | | | | | 2.39 | | | | | | 1.32 | | | | 1.32 | | | 1.32 | | | 5.00 | | | | | 791 | | | | | | 40 | | |
03-31-17 | | | | | 7.62 | | | | | | 0.40 | | | | | | 0.49 | | | | | | 0.89 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 8.11 | | | | | | 11.85 | | | | | | 1.31 | | | | 1.31 | | | 1.31 | | | 4.99 | | | | | 267 | | | | | | 41 | | |
03-31-16 | | | | | 8.15 | | | | | | 0.39 | | | | | | (0.53) | | | | | | (0.14) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 7.62 | | | | | | (1.71) | | | | | | 1.32 | | | | 1.32 | | | 1.32 | | | 5.00 | | | | | 323 | | | | | | 22 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 7.02 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 7.73 | | | | | | 13.24 | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 5.39 | | | | | 239,722 | | | | | | 37 | | |
03-31-20 | | | | | 7.87 | | | | | | 0.43• | | | | | | (0.82) | | | | | | (0.39) | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 7.02 | | | | | | (5.49) | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 5.44 | | | | | 125,036 | | | | | | 57 | | |
03-31-19 | | | | | 7.89 | | | | | | 0.45• | | | | | | (0.03) | | | | | | 0.42 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.87 | | | | | | 5.52 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 5.72 | | | | | 10,002 | | | | | | 33 | | |
03-31-18 | | | | | 8.10 | | | | | | 0.46 | | | | | | (0.22) | | | | | | 0.24 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.89 | | | | | | 2.97 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 5.67 | | | | | 117,343 | | | | | | 40 | | |
08-03-16(4) - 03-31-17 | | | | | 7.89 | | | | | | 0.30• | | | | | | 0.20 | | | | | | 0.50 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.10 | | | | | | 6.39 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 5.74 | | | | | 120,605 | | | | | | 41 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 7.03 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 7.74 | | | | | | 13.14 | | | | | | 0.81 | | | | 0.81 | | | 0.81 | | | 5.22 | | | | | 156,750 | | | | | | 37 | | |
03-31-20 | | | | | 7.87 | | | | | | 0.41• | | | | | | (0.81) | | | | | | (0.40) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 7.03 | | | | | | (5.51) | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 5.22 | | | | | 138,971 | | | | | | 57 | | |
03-31-19 | | | | | 7.90 | | | | | | 0.45 | | | | | | (0.05) | | | | | | 0.40 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 7.87 | | | | | | 5.29 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 5.74 | | | | | 98,192 | | | | | | 33 | | |
03-31-18 | | | | | 8.12 | | | | | | 0.45 | | | | | | (0.22) | | | | | | 0.23 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 7.90 | | | | | | 2.78 | | | | | | 0.82 | | | | 0.82 | | | 0.82 | | | 5.51 | | | | | 98,970 | | | | | | 40 | | |
03-31-17 | | | | | 7.63 | | | | | | 0.44 | | | | | | 0.49 | | | | | | 0.93 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 8.12 | | | | | | 12.40 | | | | | | 0.81 | | | | 0.81 | | | 0.81 | | | 5.49 | | | | | 90,878 | | | | | | 41 | | |
03-31-16 | | | | | 8.15 | | | | | | 0.43 | | | | | | (0.52) | | | | | | (0.09) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 7.63 | | | | | | (1.08) | | | | | | 0.82 | | | | 0.82 | | | 0.82 | | | 5.51 | | | | | 82,981 | | | | | | 22 | | |
Voya Intermediate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 10.11 | | | | | | 0.14• | | | | | | 0.64 | | | | | | 0.78 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.72 | | | | | | 7.73 | | | | | | 0.71 | | | | 0.71 | | | 0.71 | | | 2.58 | | | | | 483,170 | | | | | | 82†† | | |
03-31-20 | | | | | 10.02 | | | | | | 0.30 | | | | | | 0.13 | | | | | | 0.43 | | | | | | 0.33 | | | | | | 0.01 | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 10.11 | | | | | | 4.29 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 2.88 | | | | | 451,338 | | | | | | 253†† | | |
03-31-19 | | | | | 9.90 | | | | | | 0.30 | | | | | | 0.11 | | | | | | 0.41 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 10.02 | | | | | | 4.28 | | | | | | 0.70 | | | | 0.70 | | | 0.70 | | | 3.06 | | | | | 431,210 | | | | | | 329†† | | |
03-31-18 | | | | | 10.01 | | | | | | 0.27 | | | | | | (0.09) | | | | | | 0.18 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.90 | | | | | | 1.75 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 2.63 | | | | | 444,865 | | | | | | 482†† | | |
03-31-17 | | | | | 10.09 | | | | | | 0.27 | | | | | | (0.05) | | | | | | 0.22 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.01 | | | | | | 2.19 | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 2.65 | | | | | 436,938 | | | | | | 403†† | | |
03-31-16 | | | | | 10.23 | | | | | | 0.26 | | | | | | (0.15) | | | | | | 0.11 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.09 | | | | | | 1.12 | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 2.57 | | | | | 490,902 | | | | | | 465†† | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 10.09 | | | | | | 0.10• | | | | | | 0.64 | | | | | | 0.74 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 10.70 | | | | | | 7.35 | | | | | | 1.46 | | | | 1.46 | | | 1.46 | | | 1.83 | | | | | 24,925 | | | | | | 82†† | | |
03-31-20 | | | | | 10.01 | | | | | | 0.21 | | | | | | 0.14 | | | | | | 0.35 | | | | | | 0.26 | | | | | | 0.01 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.09 | | | | | | 3.41 | | | | | | 1.44 | | | | 1.44 | | | 1.44 | | | 2.06 | | | | | 25,556 | | | | | | 253†† | | |
03-31-19 | | | | | 9.89 | | | | | | 0.23 | | | | | | 0.11 | | | | | | 0.34 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.01 | | | | | | 3.51 | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | 2.31 | | | | | 28,657 | | | | | | 329†† | | |
03-31-18 | | | | | 10.00 | | | | | | 0.19 | | | | | | (0.09) | | | | | | 0.10 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.89 | | | | | | 0.99 | | | | | | 1.42 | | | | 1.42 | | | 1.42 | | | 1.89 | | | | | 30,922 | | | | | | 482†† | | |
03-31-17 | | | | | 10.07 | | | | | | 0.19 | | | | | | (0.04) | | | | | | 0.15 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.00 | | | | | | 1.53 | | | | | | 1.40 | | | | 1.40 | | | 1.40 | | | 1.91 | | | | | 28,270 | | | | | | 403†† | | |
03-31-16 | | | | | 10.21 | | | | | | 0.18 | | | | | | (0.14) | | | | | | 0.04 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 10.07 | | | | | | 0.37 | | | | | | 1.40 | | | | 1.40 | | | 1.40 | | | 1.85 | | | | | 31,945 | | | | | | 465†† | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 10.10 | | | | | | 0.16• | | | | | | 0.65 | | | | | | 0.81 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.72 | | | | | | 8.01 | | | | | | 0.35 | | | | 0.35 | | | 0.35 | | | 2.94 | | | | | 5,997,728 | | | | | | 82†† | | |
03-31-20 | | | | | 10.02 | | | | | | 0.32 | | | | | | 0.14 | | | | | | 0.46 | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 10.10 | | | | | | 4.53 | | | | | | 0.36 | | | | 0.36 | | | 0.36 | | | 3.13 | | | | | 4,988,317 | | | | | | 253†† | | |
03-31-19 | | | | | 9.90 | | | | | | 0.33 | | | | | | 0.12 | | | | | | 0.45 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.02 | | | | | | 4.63 | | | | | | 0.36 | | | | 0.36 | | | 0.36 | | | 3.41 | | | | | 4,142,382 | | | | | | 329†† | | |
03-31-18 | | | | | 10.01 | | | | | | 0.30 | | | | | | (0.09) | | | | | | 0.21 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.90 | | | | | | 2.09 | | | | | | 0.35 | | | | 0.35 | | | 0.35 | | | 2.96 | | | | | 2,510,746 | | | | | | 482†† | | |
03-31-17 | | | | | 10.08 | | | | | | 0.30 | | | | | | (0.04) | | | | | | 0.26 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.01 | | | | | | 2.63 | | | | | | 0.33 | | | | 0.33 | | | 0.33 | | | 3.00 | | | | | 1,578,844 | | | | | | 403†† | | |
03-31-16 | | | | | 10.23 | | | | | | 0.29 | | | | | | (0.16) | | | | | | 0.13 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.08 | | | | | | 1.36 | | | | | | 0.32 | | | | 0.32 | | | 0.32 | | | 2.93 | | | | | 1,137,655 | | | | | | 465†† | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 10.11 | | | | | | 0.17• | | | | | | 0.64 | | | | | | 0.81 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.72 | | | | | | 8.09 | | | | | | 0.30 | | | | 0.00* | | | 0.00* | | | 3.27 | | | | | 30,523 | | | | | | 82†† | | |
03-31-20 | | | | | 10.02 | | | | | | 0.36 | | | | | | 0.14 | | | | | | 0.50 | | | | | | 0.40 | | | | | | 0.01 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.11 | | | | | | 4.99 | | | | | | 0.30 | | | | 0.00* | | | 0.00* | | | 3.49 | | | | | 20,936 | | | | | | 253†† | | |
06-01-18(4) - 03-31-19 | | | | | 9.80 | | | | | | 0.31• | | | | | | 0.21 | | | | | | 0.52 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.02 | | | | | | 5.40 | | | | | | 0.31 | | | | 0.00* | | | 0.00* | | | 3.80 | | | | | 16,286 | | | | | | 329†† | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 10.12 | | | | | | 0.12• | | | | | | 0.65 | | | | | | 0.77 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.73 | | | | | | 7.59 | | | | | | 0.96 | | | | 0.96 | | | 0.96 | | | 2.33 | | | | | 190,259 | | | | | | 82†† | | |
03-31-20 | | | | | 10.03 | | | | | | 0.26 | | | | | | 0.15 | | | | | | 0.41 | | | | | | 0.31 | | | | | | 0.01 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 10.12 | | | | | | 4.03 | | | | | | 0.94 | | | | 0.94 | | | 0.94 | | | 2.56 | | | | | 186,915 | | | | | | 253†† | | |
03-31-19 | | | | | 9.92 | | | | | | 0.28 | | | | | | 0.10 | | | | | | 0.38 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.03 | | | | | | 3.92 | | | | | | 0.95 | | | | 0.95 | | | 0.95 | | | 2.81 | | | | | 170,236 | | | | | | 329†† | | |
03-31-18 | | | | | 10.02 | | | | | | 0.24 | | | | | | (0.08) | | | | | | 0.16 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.92 | | | | | | 1.60 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 2.38 | | | | | 186,904 | | | | | | 482†† | | |
03-31-17 | | | | | 10.10 | | | | | | 0.24 | | | | | | (0.04) | | | | | | 0.20 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.02 | | | | | | 1.93 | | | | | | 0.90 | | | | 0.90 | | | 0.90 | | | 2.42 | | | | | 166,268 | | | | | | 403†† | | |
03-31-16 | | | | | 10.24 | | | | | | 0.23 | | | | | | (0.14) | | | | | | 0.09 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.10 | | | | | | 0.88 | | | | | | 0.90 | | | | 0.90 | | | 0.90 | | | 2.36 | | | | | 145,437 | | | | | | 465†† | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 10.11 | | | | | | 0.16• | | | | | | 0.64 | | | | | | 0.80 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.72 | | | | | | 7.92 | | | | | | 0.30 | | | | 0.30 | | | 0.30 | | | 2.98 | | | | | 2,802,175 | | | | | | 82†† | | |
03-31-20 | | | | | 10.02 | | | | | | 0.33 | | | | | | 0.14 | | | | | | 0.47 | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 10.11 | | | | | | 4.67 | | | | | | 0.30 | | | | 0.30 | | | 0.30 | | | 3.19 | | | | | 2,306,857 | | | | | | 253†† | | |
03-31-19 | | | | | 9.90 | | | | | | 0.34 | | | | | | 0.11 | | | | | | 0.45 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.02 | | | | | | 4.65 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.46 | | | | | 1,851,627 | | | | | | 329†† | | |
03-31-18 | | | | | 10.00 | | | | | | 0.31 | | | | | | (0.09) | | | | | | 0.22 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.90 | | | | | | 2.20 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.00 | | | | | 1,514,795 | | | | | | 482†† | | |
03-31-17 | | | | | 10.08 | | | | | | 0.30 | | | | | | (0.04) | | | | | | 0.26 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 10.00 | | | | | | 2.54 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 3.01 | | | | | 832,462 | | | | | | 403†† | | |
03-31-16 | | | | | 10.22 | | | | | | 0.29 | | | | | | (0.15) | | | | | | 0.14 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.08 | | | | | | 1.47 | | | | | | 0.31 | | | | 0.31 | | | 0.31 | | | 2.97 | | | | | 605,884 | | | | | | 465†† | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 10.10 | | | | | | 0.15• | | | | | | 0.64 | | | | | | 0.79 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 10.71 | | | | | | 7.87 | | | | | | 0.46 | | | | 0.46 | | | 0.46 | | | 2.81 | | | | | 254,833 | | | | | | 82†† | | |
03-31-20 | | | | | 10.01 | | | | | | 0.32 | | | | | | 0.14 | | | | | | 0.46 | | | | | | 0.36 | | | | | | 0.01 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 10.10 | | | | | | 4.56 | | | | | | 0.44 | | | | 0.44 | | | 0.44 | | | 3.05 | | | | | 249,060 | | | | | | 253†† | | |
03-31-19 | | | | | 9.89 | | | | | | 0.32• | | | | | | 0.12 | | | | | | 0.44 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 10.01 | | | | | | 4.55 | | | | | | 0.45 | | | | 0.45 | | | 0.45 | | | 3.25 | | | | | 174,570 | | | | | | 329†† | | |
03-31-18 | | | | | 10.00 | | | | | | 0.29 | | | | | | (0.09) | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 9.89 | | | | | | 2.00 | | | | | | 0.42 | | | | 0.42 | | | 0.42 | | | 2.89 | | | | | 760,186 | | | | | | 482†† | | |
03-31-17 | | | | | 10.07 | | | | | | 0.29 | | | | | | (0.03) | | | | | | 0.26 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.00 | | | | | | 2.54 | | | | | | 0.40 | | | | 0.40 | | | 0.40 | | | 2.92 | | | | | 654,374 | | | | | | 403†† | | |
03-31-16 | | | | | 10.22 | | | | | | 0.28 | | | | | | (0.15) | | | | | | 0.13 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.07 | | | | | | 1.28 | | | | | | 0.40 | | | | 0.40 | | | 0.40 | | | 2.87 | | | | | 588,181 | | | | | | 465†† | | |
Voya Short Term Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.55 | | | | | | 0.09• | | | | | | 0.40 | | | | | | 0.49 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 9.94 | | | | | | 5.17 | | | | | | 0.69 | | | | 0.61 | | | 0.61 | | | 1.77 | | | | | 20,327 | | | | | | 92 | | |
03-31-20 | | | | | 9.77 | | | | | | 0.22• | | | | | | (0.23) | | | | | | (0.01) | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.55 | | | | | | (0.14) | | | | | | 0.72 | | | | 0.65 | | | 0.65 | | | 2.19 | | | | | 6,907 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.21• | | | | | | 0.06 | | | | | | 0.27 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.77 | | | | | | 2.85 | | | | | | 0.93 | | | | 0.77 | | | 0.77 | | | 2.14 | | | | | 14,247 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.16 | | | | | | (0.12) | | | | | | 0.04 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.72 | | | | | | 0.35 | | | | | | 0.88 | | | | 0.77 | | | 0.77 | | | 1.55 | | | | | 2,618 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.12• | | | | | | (0.01) | | | | | | 0.11 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 9.84 | | | | | | 1.16 | | | | | | 0.85 | | | | 0.76 | | | 0.76 | | | 1.18 | | | | | 4,894 | | | | | | 227 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.13• | | | | | | (0.06) | | | | | | 0.07 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.88 | | | | | | 0.67 | | | | | | 0.96 | | | | 0.80 | | | 0.80 | | | 1.28 | | | | | 9,658 | | | | | | 109 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.55 | | | | | | 0.05• | | | | | | 0.41 | | | | | | 0.46 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 9.94 | | | | | | 4.78 | | | | | | 1.44 | | | | 1.36 | | | 1.36 | | | 1.10 | | | | | 674 | | | | | | 92 | | |
03-31-20 | | | | | 9.76 | | | | | | 0.14• | | | | | | (0.21) | | | | | | (0.07) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 9.55 | | | | | | (0.78) | | | | | | 1.47 | | | | 1.40 | | | 1.40 | | | 1.41 | | | | | 335 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.12 | | | | | | 0.07 | | | | | | 0.19 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 9.76 | | | | | | 1.97 | | | | | | 1.68 | | | | 1.52 | | | 1.52 | | | 1.38 | | | | | 1,038 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.08 | | | | | | (0.12) | | | | | | (0.04) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.72 | | | | | | (0.40) | | | | | | 1.63 | | | | 1.52 | | | 1.52 | | | 0.81 | | | | | 728 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.04 | | | | | | 0.00* | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.84 | | | | | | 0.40 | | | | | | 1.60 | | | | 1.51 | | | 1.51 | | | 0.45 | | | | | 1,079 | | | | | | 227 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.06 | | | | | | (0.08) | | | | | | (0.02) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.88 | | | | | | (0.19) | | | | | | 1.71 | | | | 1.55 | | | 1.55 | | | 0.51 | | | | | 898 | | | | | | 109 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Short Term Bond Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.54 | | | | | | 0.10• | | | | | | 0.42 | | | | | | 0.52 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 9.94 | | | | | | 5.44 | | | | | | 0.51 | | | | 0.36 | | | 0.36 | | | 2.09 | | | | | 16,073 | | | | | | 92 | | |
03-31-20 | | | | | 9.76 | | | | | | 0.24• | | | | | | (0.22) | | | | | | 0.02 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.54 | | | | | | 0.16 | | | | | | 0.57 | | | | 0.40 | | | 0.40 | | | 2.43 | | | | | 11,925 | | | | | | 192 | | |
03-31-19 | | | | | 9.71 | | | | | | 0.23 | | | | | | 0.07 | | | | | | 0.30 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.76 | | | | | | 3.15 | | | | | | 0.78 | | | | 0.50 | | | 0.50 | | | 2.37 | | | | | 9,283 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.18 | | | | | | (0.13) | | | | | | 0.05 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.71 | | | | | | 0.55 | | | | | | 0.71 | | | | 0.51 | | | 0.51 | | | 1.84 | | | | | 9,578 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.15 | | | | | | (0.01) | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.84 | | | | | | 1.46 | | | | | | 0.67 | | | | 0.50 | | | 0.50 | | | 1.46 | | | | | 12,921 | | | | | | 227 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.16 | | | | | | (0.08) | | | | | | 0.08 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.88 | | | | | | 0.85 | | | | | | 0.63 | | | | 0.50 | | | 0.50 | | | 1.53 | | | | | 9,954 | | | | | | 109 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.54 | | | | | | 0.11• | | | | | | 0.41 | | | | | | 0.52 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.93 | | | | | | 5.50 | | | | | | 0.39 | | | | 0.16 | | | 0.16 | | | 2.28 | | | | | 90,583 | | | | | | 92 | | |
10-22-19(4) - 03-31-20 | | | | | 9.88 | | | | | | 0.26• | | | | | | (0.47) | | | | | | (0.21) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.54 | | | | | | (2.16) | | | | | | 0.36 | | | | 0.15 | | | 0.15 | | | 2.67 | | | | | 49,296 | | | | | | 192 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.54 | | | | | | 0.12• | | | | | | 0.41 | | | | | | 0.53 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 9.93 | | | | | | 5.60 | | | | | | 0.39 | | | | 0.01 | | | 0.01 | | | 2.48 | | | | | 3,068 | | | | | | 92 | | |
03-31-20 | | | | | 9.76 | | | | | | 0.28• | | | | | | (0.21) | | | | | | 0.07 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.54 | | | | | | 0.67 | | | | | | 0.42 | | | | 0.00* | | | 0.00* | | | 2.83 | | | | | 5,288 | | | | | | 192 | | |
06-01-18(4) - 03-31-19 | | | | | 9.71 | | | | | | 0.23• | | | | | | 0.08 | | | | | | 0.31 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.76 | | | | | | 3.22 | | | | | | 0.63 | | | | 0.00* | | | 0.00* | | | 2.90 | | | | | 3,341 | | | | | | 137 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.57 | | | | | | 0.08• | | | | | | 0.41 | | | | | | 0.49 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.97 | | | | | | 5.13 | | | | | | 0.94 | | | | 0.86 | | | 0.86 | | | 1.59 | | | | | 4 | | | | | | 92 | | |
03-31-20 | | | | | 9.77 | | | | | | 0.19• | | | | | | (0.20) | | | | | | (0.01) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.57 | | | | | | (0.18) | | | | | | 0.97 | | | | 0.90 | | | 0.90 | | | 1.93 | | | | | 3 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.18 | | | | | | 0.07 | | | | | | 0.25 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.77 | | | | | | 2.60 | | | | | | 1.18 | | | | 1.02 | | | 1.02 | | | 1.85 | | | | | 3 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.13 | | | | | | (0.12) | | | | | | 0.01 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.72 | | | | | | 0.10 | | | | | | 1.13 | | | | 1.02 | | | 1.02 | | | 1.33 | | | | | 3 | | | | | | 165 | | |
03-31-17 | | | | | 9.88 | | | | | | 0.09 | | | | | | 0.00* | | | | | | 0.09 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.84 | | | | | | 0.89 | | | | | | 1.10 | | | | 1.01 | | | 1.01 | | | 0.93 | | | | | 3 | | | | | | 227 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.10 | | | | | | (0.06) | | | | | | 0.04 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.88 | | | | | | 0.40 | | | | | | 1.21 | | | | 1.05 | | | 1.05 | | | 0.97 | | | | | 3 | | | | | | 109 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.55 | | | | | | 0.11• | | | | | | 0.40 | | | | | | 0.51 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 9.94 | | | | | | 5.34 | | | | | | 0.39 | | | | 0.31 | | | 0.31 | | | 2.19 | | | | | 51,876 | | | | | | 92 | | |
03-31-20 | | | | | 9.76 | | | | | | 0.24• | | | | | | (0.21) | | | | | | 0.03 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.55 | | | | | | 0.29 | | | | | | 0.42 | | | | 0.35 | | | 0.35 | | | 2.47 | | | | | 98,380 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.23 | | | | | | 0.06 | | | | | | 0.29 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.76 | | | | | | 3.08 | | | | | | 0.63 | | | | 0.47 | | | 0.47 | | | 2.40 | | | | | 86,628 | | | | | | 137 | | |
03-31-18 | | | | | 9.84 | | | | | | 0.18 | | | | | | (0.11) | | | | | | 0.07 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.72 | | | | | | 0.68 | | | | | | 0.59 | | | | 0.48 | | | 0.48 | | | 1.85 | | | | | 93,094 | | | | | | 165 | | |
03-31-17 | | | | | 9.89 | | | | | | 0.14 | | | | | | 0.00* | | | | | | 0.14 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.84 | | | | | | 1.39 | | | | | | 0.56 | | | | 0.47 | | | 0.47 | | | 1.47 | | | | | 73,871 | | | | | | 227 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.15 | | | | | | (0.05) | | | | | | 0.10 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.89 | | | | | | 0.98 | | | | | | 0.55 | | | | 0.47 | | | 0.47 | | | 1.55 | | | | | 110,520 | | | | | | 109 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.57 | | | | | | 0.10• | | | | | | 0.42 | | | | | | 0.52 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 9.97 | | | | | | 5.40 | | | | | | 0.44 | | | | 0.36 | | | 0.36 | | | 1.98 | | | | | 20,450 | | | | | | 92 | | |
03-31-20 | | | | | 9.79 | | | | | | 0.24• | | | | | | (0.22) | | | | | | 0.02 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.57 | | | | | | 0.12 | | | | | | 0.47 | | | | 0.40 | | | 0.40 | | | 2.41 | | | | | 97 | | | | | | 192 | | |
03-31-19 | | | | | 9.72 | | | | | | 0.22 | | | | | | 0.10 | | | | | | 0.32 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.79 | | | | | | 3.31 | | | | | | 0.68 | | | | 0.52 | | | 0.52 | | | 2.38 | | | | | 523 | | | | | | 137 | | |
03-31-18 | | | | | 9.85 | | | | | | 0.18• | | | | | | (0.13) | | | | | | 0.05 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.72 | | | | | | 0.50 | | | | | | 0.63 | | | | 0.52 | | | 0.52 | | | 1.83 | | | | | 79 | | | | | | 165 | | |
03-31-17 | | | | | 9.89 | | | | | | 0.14• | | | | | | 0.00* | | | | | | 0.14 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.85 | | | | | | 1.41 | | | | | | 0.60 | | | | 0.51 | | | 0.51 | | | 1.42 | | | | | 393 | | | | | | 227 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.17 | | | | | | (0.08) | | | | | | 0.09 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.89 | | | | | | 0.91 | | | | | | 0.71 | | | | 0.55 | | | 0.55 | | | 1.61 | | | | | 531 | | | | | | 109 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Income Opportunities Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.12 | | | | | | 0.16• | | | | | | 0.71 | | | | | | 0.87 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.81 | | | | | | 9.60 | | | | | | 0.88 | | | | 0.88 | | | 0.88 | | | 3.35 | | | | | 151,539 | | | | | | 19 | | |
03-31-20 | | | | | 10.15 | | | | | | 0.35• | | | | | | (0.97) | | | | | | (0.62) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 9.12 | | | | | | (6.48) | | | | | | 0.86 | | | | 0.86 | | | 0.86 | | | 3.45 | | | | | 146,080 | | | | | | 167 | | |
03-31-19 | | | | | 10.16 | | | | | | 0.37 | | | | | | 0.03 | | | | | | 0.40 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.15 | | | | | | 3.99 | | | | | | 0.94 | | | | 0.94 | | | 0.94 | | | 3.63 | | | | | 128,224 | | | | | | 155 | | |
03-31-18 | | | | | 10.12 | | | | | | 0.37 | | | | | | 0.03 | | | | | | 0.40 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 10.16 | | | | | | 4.01 | | | | | | 1.13 | | | | 1.05 | | | 1.05 | | | 3.52 | | | | | 30,921 | | | | | | 103 | | |
03-31-17 | | | | | 9.94 | | | | | | 0.42• | | | | | | 0.24 | | | | | | 0.66 | | | | | | 0.48 | | | | | | — | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 10.12 | | | | | | 6.82 | | | | | | 1.22 | | | | 1.06 | | | 1.06 | | | 4.17 | | | | | 11,255 | | | | | | 68 | | |
03-31-16 | | | | | 9.97 | | | | | | 0.30• | | | | | | (0.27) | | | | | | 0.03 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.94 | | | | | | 0.25 | | | | | | 1.25 | | | | 1.01 | | | 1.01 | | | 2.99 | | | | | 1,492 | | | | | | 83 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 8.98 | | | | | | 0.12• | | | | | | 0.71 | | | | | | 0.83 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 9.67 | | | | | | 9.32 | | | | | | 1.63 | | | | 1.63 | | | 1.63 | | | 2.60 | | | | | 56,844 | | | | | | 19 | | |
03-31-20 | | | | | 10.00 | | | | | | 0.27• | | | | | | (0.96) | | | | | | (0.69) | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 8.98 | | | | | | (7.24) | | | | | | 1.61 | | | | 1.61 | | | 1.61 | | | 2.68 | | | | | 53,333 | | | | | | 167 | | |
03-31-19 | | | | | 10.00 | | | | | | 0.29 | | | | | | 0.04 | | | | | | 0.33 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.00 | | | | | | 3.32 | | | | | | 1.69 | | | | 1.69 | | | 1.69 | | | 2.87 | | | | | 25,999 | | | | | | 155 | | |
03-31-18 | | | | | 9.96 | | | | | | 0.29 | | | | | | 0.03 | | | | | | 0.32 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.00 | | | | | | 3.24 | | | | | | 1.88 | | | | 1.80 | | | 1.80 | | | 2.79 | | | | | 8,150 | | | | | | 103 | | |
03-31-17 | | | | | 9.78 | | | | | | 0.33• | | | | | | 0.25 | | | | | | 0.58 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 9.96 | | | | | | 6.05 | | | | | | 1.97 | | | | 1.81 | | | 1.81 | | | 3.38 | | | | | 1,893 | | | | | | 68 | | |
03-31-16 | | | | | 9.85 | | | | | | 0.22• | | | | | | (0.28) | | | | | | (0.06) | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 9.78 | | | | | | (0.57) | | | | | | 2.00 | | | | 1.76 | | | 1.76 | | | 2.25 | | | | | 421 | | | | | | 83 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.15 | | | | | | 0.17• | | | | | | 0.73 | | | | | | 0.90 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.85 | | | | | | 9.88 | | | | | | 0.63 | | | | 0.63 | | | 0.63 | | | 3.61 | | | | | 2,016,864 | | | | | | 19 | | |
03-31-20 | | | | | 10.20 | | | | | | 0.38• | | | | | | (0.98) | | | | | | (0.60) | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 9.15 | | | | | | (6.30) | | | | | | 0.60 | | | | 0.60 | | | 0.60 | | | 3.68 | | | | | 2,046,289 | | | | | | 167 | | |
03-31-19 | | | | | 10.21 | | | | | | 0.42 | | | | | | 0.02 | | | | | | 0.44 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.20 | | | | | | 4.42 | | | | | | 0.61 | | | | 0.61 | | | 0.61 | | | 3.99 | | | | | 1,151,236 | | | | | | 155 | | |
03-31-18 | | | | | 10.18 | | | | | | 0.40• | | | | | | 0.04 | | | | | | 0.44 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.21 | | | | | | 4.37 | | | | | | 0.78 | | | | 0.70 | | | 0.70 | | | 3.87 | | | | | 194,924 | | | | | | 103 | | |
03-31-17 | | | | | 9.99 | | | | | | 0.45• | | | | | | 0.27 | | | | | | 0.72 | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.18 | | | | | | 7.38 | | | | | | 0.85 | | | | 0.69 | | | 0.69 | | | 4.51 | | | | | 27,339 | | | | | | 68 | | |
03-31-16 | | | | | 9.98 | | | | | | 0.38• | | | | | | (0.29) | | | | | | 0.09 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.99 | | | | | | 0.91 | | | | | | 0.87 | | | | 0.63 | | | 0.63 | | | 3.77 | | | | | 6,046 | | | | | | 83 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.11 | | | | | | 0.20• | | | | | | 0.71 | | | | | | 0.91 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.80 | | | | | | 10.11 | | | | | | 0.57 | | | | 0.07 | | | 0.07 | | | 4.15 | | | | | 17,187 | | | | | | 19 | | |
03-31-20 | | | | | 10.18 | | | | | | 0.44• | | | | | | (1.01) | | | | | | (0.57) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 9.11 | | | | | | (5.99) | | | | | | 0.55 | | | | 0.05 | | | 0.05 | | | 4.26 | | | | | 9,529 | | | | | | 167 | | |
02-01-19(4) - 03-31-19 | | | | | 10.13 | | | | | | 0.05• | | | | | | 0.08 | | | | | | 0.13 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 10.18 | | | | | | 1.33 | | | | | | 0.58 | | | | 0.08 | | | 0.08 | | | 3.22 | | | | | 3 | | | | | | 155 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.16 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.88 | | | | | | 10.12 | | | | | | 0.57 | | | | 0.00* | | | 0.00* | | | 4.23 | | | | | 1,191 | | | | | | 19 | | |
08-01-19(4) - 03-31-20 | | | | | 10.33 | | | | | | 0.29• | | | | | | (1.18) | | | | | | (0.89) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 9.16 | | | | | | (8.83) | | | | | | 0.55 | | | | 0.00* | | | 0.00* | | | 4.21 | | | | | 3,770 | | | | | | 167 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.04 | | | | | | 0.15• | | | | | | 0.71 | | | | | | 0.86 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 9.73 | | | | | | 9.54 | | | | | | 1.13 | | | | 1.13 | | | 1.13 | | | 3.10 | | | | | 20,647 | | | | | | 19 | | |
03-31-20 | | | | | 10.07 | | | | | | 0.32• | | | | | | (0.97) | | | | | | (0.65) | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.04 | | | | | | (6.80) | | | | | | 1.11 | | | | 1.11 | | | 1.11 | | | 3.20 | | | | | 18,459 | | | | | | 167 | | |
03-31-19 | | | | | 10.08 | | | | | | 0.34 | | | | | | 0.03 | | | | | | 0.37 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 10.07 | | | | | | 3.73 | | | | | | 1.19 | | | | 1.19 | | | 1.19 | | | 3.37 | | | | | 12,425 | | | | | | 155 | | |
03-31-18 | | | | | 10.04 | | | | | | 0.33 | | | | | | 0.04 | | | | | | 0.37 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.08 | | | | | | 3.76 | | | | | | 1.38 | | | | 1.30 | | | 1.30 | | | 3.26 | | | | | 5,168 | | | | | | 103 | | |
03-31-17 | | | | | 9.86 | | | | | | 0.37 | | | | | | 0.26 | | | | | | 0.63 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.04 | | | | | | 6.57 | | | | | | 1.47 | | | | 1.31 | | | 1.31 | | | 3.82 | | | | | 3,955 | | | | | | 68 | | |
03-31-16 | | | | | 9.90 | | | | | | 0.30• | | | | | | (0.28) | | | | | | 0.02 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.86 | | | | | | 0.17 | | | | | | 1.50 | | | | 1.26 | | | 1.26 | | | 3.05 | | | | | 3,397 | | | | | | 83 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Strategic Income Opportunities Fund (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.12 | | | | | | 0.18• | | | | | | 0.72 | | | | | | 0.90 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.82 | | | | | | 9.94 | | | | | | 0.57 | | | | 0.57 | | | 0.57 | | | 3.68 | | | | | 191,346 | | | | | | 19 | | |
03-31-20 | | | | | 10.17 | | | | | | 0.38• | | | | | | (0.98) | | | | | | (0.60) | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 9.12 | | | | | | (6.28) | | | | | | 0.55 | | | | 0.55 | | | 0.55 | | | 3.75 | | | | | 229,913 | | | | | | 167 | | |
03-31-19 | | | | | 10.19 | | | | | | 0.39 | | | | | | 0.04 | | | | | | 0.43 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.17 | | | | | | 4.36 | | | | | | 0.58 | | | | 0.58 | | | 0.58 | | | 3.82 | | | | | 47,004 | | | | | | 155 | | |
03-31-18 | | | | | 10.16 | | | | | | 0.40 | | | | | | 0.04 | | | | | | 0.44 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 10.19 | | | | | | 4.41 | | | | | | 0.74 | | | | 0.66 | | | 0.66 | | | 3.88 | | | | | 112,151 | | | | | | 103 | | |
03-31-17 | | | | | 9.99 | | | | | | 0.45 | | | | | | 0.25 | | | | | | 0.70 | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.16 | | | | | | 7.21 | | | | | | 0.83 | | | | 0.67 | | | 0.67 | | | 4.46 | | | | | 111,530 | | | | | | 68 | | |
10-23-15(4) - 03-31-16 | | | | | 10.05 | | | | | | 0.16• | | | | | | (0.14) | | | | | | 0.02 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.99 | | | | | | 0.21 | | | | | | 0.87 | | | | 0.63 | | | 0.63 | | | 3.70 | | | | | 109,630 | | | | | | 83 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 9.09 | | | | | | 0.17• | | | | | | 0.72 | | | | | | 0.89 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.79 | | | | | | 9.87 | | | | | | 0.63 | | | | 0.63 | | | 0.63 | | | 3.61 | | | | | 49,407 | | | | | | 19 | | |
03-31-20 | | | | | 10.13 | | | | | | 0.38• | | | | | | (0.99) | | | | | | (0.61) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 9.09 | | | | | | (6.37) | | | | | | 0.61 | | | | 0.61 | | | 0.61 | | | 3.69 | | | | | 69,522 | | | | | | 167 | | |
03-31-19 | | | | | 10.13 | | | | | | 0.39 | | | | | | 0.04 | | | | | | 0.43 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.13 | | | | | | 4.35 | | | | | | 0.69 | | | | 0.69 | | | 0.69 | | | 3.75 | | | | | 48,251 | | | | | | 155 | | |
03-31-18 | | | | | 10.09 | | | | | | 0.39 | | | | | | 0.04 | | | | | | 0.43 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.13 | | | | | | 4.27 | | | | | | 0.88 | | | | 0.80 | | | 0.80 | | | 3.77 | | | | | 26,567 | | | | | | 103 | | |
03-31-17 | | | | | 9.90 | | | | | | 0.44• | | | | | | 0.26 | | | | | | 0.70 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 10.09 | | | | | | 7.19 | | | | | | 0.97 | | | | 0.81 | | | 0.81 | | | 4.38 | | | | | 4,161 | | | | | | 68 | | |
03-31-16 | | | | | 9.96 | | | | | | 0.33• | | | | | | (0.31) | | | | | | 0.02 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.90 | | | | | | 0.17 | | | | | | 1.00 | | | | 0.76 | | | 0.76 | | | 3.33 | | | | | 54 | | | | | | 83 | | |
| | | Buy | | | Sell | | ||||||
Intermediate Bond | | | | $ | 18,062,308 | | | | | $ | 117,949,850 | | |
Strategic Income Opportunities | | | | | 696,097,699 | | | | | | 655,682,529 | | |
| | | Purchased | | | Sold | | ||||||
GNMA Income | | | | $ | 26,802,979 | | | | | $ | 346,455,414 | | |
| | | Purchased | | | Sold | | ||||||
Intermediate Bond | | | | | 1,701,961,374 | | | | | | 806,250,525 | | |
Short Term Bond | | | | | 57,094,578 | | | | | | 22,029,188 | | |
Strategic Income Opportunities | | | | | 238,284,498 | | | | | | 247,725,931 | | |
| | | Purchased | | | Sold | | ||||||
Intermediate Bond | | | | $ | 329,636,661 | | | | | $ | — | | |
Short Tem Bond | | | | | 1,104,741 | | | | | | — | | |
Strategic Income Opportunities | | | | | 129,492,964 | | | | | | 15,120,000 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 5,227,750 | | | | | $ | 1,563,164 | | |
High Yield Bond | | | | | 573,075,190 | | | | | | 255,169,555 | | |
Intermediate Bond | | | | | 2,739,410,900 | | | | | | 1,473,692,791 | | |
Short Term Bond | | | | | 54,576,216 | | | | | | 38,766,878 | | |
Strategic Income Opportunities | | | | | 348,027,345 | | | | | | 456,625,990 | | |
| | | Purchases | | | Sales | | ||||||
GNMA Income | | | | $ | 3,714,244,787 | | | | | $ | 3,466,923,147 | | |
Intermediate Bond | | | | | 5,691,657,588 | | | | | | 5,913,779,336 | | |
Short Term Bond | | | | | 135,725,571 | | | | | | 128,783,147 | | |
Strategic Income Opportunities | | | | | 125,297,083 | | | | | | 182,508,031 | | |
Fund | | | Fee | |
GNMA Income | | | 0.45% on the first $1 billion, 0.43% on the next $500 million and 0.41% on assets thereafter | |
High Yield Bond | | | 0.61% on the first $500 million, 0.55% on the next $4.5 billion and 0.50% on assets thereafter | |
Intermediate Bond | | | 0.27% on all assets | |
Short Term Bond | | | 0.25% on all assets | |
Strategic Income Opportunities | | | 0.50% on all assets | |
Fund | | | Class A | | | Class C | | | Class R | | |||||||||
GNMA Income | | | | | 0.25% | | | | | | 1.00% | | | | | | N/A | | |
High Yield Bond | | | | | 0.25% | | | | | | 1.00% | | | | | | 0.50% | | |
Intermediate Bond | | | | | 0.25% | | | | | | 1.00% | | | | | | 0.50% | | |
Short Term Bond | | | | | 0.25% | | | | | | 1.00% | | | | | | 0.50% | | |
Strategic Income Opportunities | | | | | 0.25% | | | | | | 1.00% | | | | | | 0.50% | | |
| | | Class A | | | Class C | | ||||||
Initial Sales Charges: | | | | | | | | | | | | | |
GNMA Income | | | | $ | 19,233 | | | | | $ | — | | |
High Yield Bond | | | | | 966 | | | | | | — | | |
Intermediate Bond | | | | | 10,992 | | | | | | — | | |
Short Term Bond | | | | | 581 | | | | | | — | | |
Strategic Income Opportunities | | | | | 6,287 | | | | | | — | | |
Contingent Deferred Sales Charges: | | | | | | | | | | | | | |
GNMA Income | | | | $ | 3,530 | | | | | $ | 748 | | |
High Yield Bond | | | | | — | | | | | | 501 | | |
Intermediate Bond | | | | | 326 | | | | | | 718 | | |
Strategic Income Opportunities | | | | | 12,400 | | | | | | 11,434 | | |
Subsidiary/Affiliated Investment Company | | | Fund | | | Percentage | | |||
Voya Index Solution Income Portfolio | | | Short Term Bond | | | | | 44.65% | | |
Voya Institutional Trust Company | | | GNMA Income | | | | | 15.68 | | |
Voya Intermediate Bond Portfolio | | | High Yield Bond | | | | | 14.25 | | |
Voya Investment Trust Co. | | | High Yield Bond | | | | | 9.52 | | |
Voya Retirement Insurance and Annuity Company | | | High Yield Bond | | | | | 5.22 | | |
| | | Intermediate Bond | | | | | 10.20 | | |
Subsidiary/Affiliated Investment Company | | | Fund | | | Percentage | | |||
Voya Solution Income Portfolio | | | Short Term Bond | | | | | 16.25 | | |
Fund | | | Amount | | |||
GNMA Income | | | | $ | 218,263 | | |
High Yield Bond | | | | | 3,198 | | |
Intermediate Bond | | | | | 78,593 | | |
Short Term Bond | | | | | 8 | | |
Strategic Income Opportunities | | | | | 9,765 | | |
Fund | | | Class A | | | Class C | | | Class I | | | Class P | | | Class P2 | | | Class P3 | | | Class R | | | Class R6 | | | Class W | | |||||||||||||||||||||||||||
GNMA Income | | | | | 0.84% | | | | | | 1.59% | | | | | | 0.54% | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | 0.54% | | | | | | 0.59% | | |
High Yield Bond | | | | | 1.10% | | | | | | 1.85% | | | | | | 0.85% | | | | | | 0.15% | | | | | | N/A | | | | | | 0.00% | | | | | | 1.35% | | | | | | 0.83% | | | | | | 0.85% | | |
Intermediate Bond | | | | | 0.75% | | | | | | 1.50% | | | | | | 0.50% | | | | | | N/A | | | | | | N/A | | | | | | 0.00% | | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.50% | | |
Short Term Bond | | | | | 0.65% | | | | | | 1.40% | | | | | | 0.35% | | | | | | N/A | | | | | | 0.15% | | | | | | 0.00% | | | | | | 0.90% | | | | | | 0.30% | | | | | | 0.40% | | |
Strategic Income Opportunities | | | | | 1.15% | | | | | | 1.90% | | | | | | 0.72% | | | | | | 0.15% | | | | | | N/A | | | | | | 0.00% | | | | | | 1.40% | | | | | | 0.60% | | | | | | 0.90% | | |
| | | September 30, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
GNMA Income | | | | $ | 45,839 | | | | | $ | 116,982 | | | | | $ | 29,902 | | | | | $ | 192,723 | | |
High Yield Bond | | | | | 771 | | | | | | 795 | | | | | | 19,688 | | | | | | 21,254 | | |
Intermediate Bond | | | | | 8,916 | | | | | | 45,047 | | | | | | 72,782 | | | | | | 126,745 | | |
Short Term Bond | | | | | 145,983 | | | | | | 169,820 | | | | | | 246,253 | | | | | | 562,056 | | |
| | | September 30, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
GNMA Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class A | | | | $ | — | | | | | $ | — | | | | | $ | 53,214 | | | | | $ | 53,214 | | |
Class C | | | | | — | | | | | | — | | | | | | 4,738 | | | | | | 4,738 | | |
Class I | | | | | 241,391 | | | | | | 176,119 | | | | | | 191,903 | | | | | | 609,413 | | |
Class P | | | | | — | | | | | | — | | | | | | 122 | | | | | | 122 | | |
Class W | | | | | — | | | | | | — | | | | | | 13,152 | | | | | | 13,152 | | |
Short Term Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | 10,598 | | | | | | 11,480 | | | | | | 11,035 | | | | | | 33,113 | | |
Fund | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
GNMA Income | | | | | 1 | | | | | $ | 17,771,000 | | | | | | 1.28% | | |
High Yield Bond | | | | | 4 | | | | | | 15,437,000 | | | | | | 1.29 | | |
Intermediate Bond | | | | | 2 | | | | | | 2,382,500 | | | | | | 1.05 | | |
Short Term Bond | | | | | 1 | | | | | | 3,786,000 | | | | | | 1.04 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
GNMA Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 17,041,053 | | | | | | — | | | | | | 656,480 | | | | | | (6,803,145) | | | | | | — | | | | | | 10,894,388 | | | | | | 146,321,210 | | | | | | — | | | | | | 5,637,829 | | | | | | (58,396,101) | | | | | | — | | | | | | 93,562,938 | | |
3/31/2020 | | | | | 20,741,177 | | | | | | — | | | | | | 1,241,380 | | | | | | (11,670,558) | | | | | | — | | | | | | 10,311,999 | | | | | | 175,424,054 | | | | | | — | | | | | | 10,520,814 | | | | | | (98,564,317) | | | | | | — | | | | | | 87,380,551 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 1,079,439 | | | | | | — | | | | | | 38,572 | | | | | | (992,480) | | | | | | — | | | | | | 125,531 | | | | | | 9,224,566 | | | | | | — | | | | | | 329,675 | | | | | | (8,476,100) | | | | | | — | | | | | | 1,078,141 | | |
3/31/2020 | | | | | 715,957 | | | | | | — | | | | | | 113,821 | | | | | | (2,805,702) | | | | | | — | | | | | | (1,975,924) | | | | | | 6,017,633 | | | | | | — | | | | | | 958,864 | | | | | | (23,590,724) | | | | | | — | | | | | | (16,614,227) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 44,743,825 | | | | | | — | | | | | | 859,684 | | | | | | (21,550,176) | | | | | | — | | | | | | 24,053,333 | | | | | | 384,940,503 | | | | | | — | | | | | | 7,392,270 | | | | | | (185,327,307) | | | | | | — | | | | | | 207,005,466 | | |
3/31/2020 | | | | | 47,467,729 | | | | | | — | | | | | | 1,345,831 | | | | | | (24,816,202) | | | | | | — | | | | | | 23,997,358 | | | | | | 402,637,399 | | | | | | — | | | | | | 11,427,997 | | | | | | (210,089,972) | | | | | | — | | | | | | 203,975,424 | | |
Class P | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
5/22/2020(1) - | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2020 | | | | | 3,828 | | | | | | — | | | | | | 44 | | | | | | — | | | | | | — | | | | | | 3,872 | | | | | | 33,000 | | | | | | — | | | | | | 372 | | | | | | — | | | | | | — | | | | | | 33,372 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
7/31/2020(1) - | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
9/30/2020 | | | | | 4,213,648 | | | | | | — | | | | | | 17,266 | | | | | | (97,397) | | | | | | — | | | | | | 4,133,517 | | | | | | 36,152,164 | | | | | | — | | | | | | 147,940 | | | | | | (835,173) | | | | | | — | | | | | | 35,464,931 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 9,113,551 | | | | | | — | | | | | | 205,596 | | | | | | (8,022,700) | | | | | | — | | | | | | 1,296,447 | | | | | | 78,578,554 | | | | | | — | | | | | | 1,769,772 | | | | | | (69,094,597) | | | | | | — | | | | | | 11,253,729 | | |
3/31/2020 | | | | | 10,623,196 | | | | | | — | | | | | | 376,031 | | | | | | (3,784,558) | | | | | | — | | | | | | 7,214,669 | | | | | | 90,107,893 | | | | | | — | | | | | | 3,198,273 | | | | | | (32,083,251) | | | | | | — | | | | | | 61,222,915 | | |
High Yield Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 1,015,874 | | | | | | — | | | | | | 143,197 | | | | | | (1,107,910) | | | | | | — | | | | | | 51,161 | | | | | | 7,706,222 | | | | | | — | | | | | | 1,087,182 | | | | | | (8,284,479) | | | | | | — | | | | | | 508,925 | | |
3/31/2020 | | | | | 2,165,022 | | | | | | — | | | | | | 314,805 | | | | | | (3,880,925) | | | | | | — | | | | | | (1,401,098) | | | | | | 17,163,512 | | | | | | — | | | | | | 2,475,988 | | | | | | (30,378,845) | | | | | | — | | | | | | (10,739,345) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 14,112 | | | | | | — | | | | | | 30,332 | | | | | | (285,769) | | | | | | — | | | | | | (241,325) | | | | | | 102,208 | | | | | | — | | | | | | 230,068 | | | | | | (2,180,127) | | | | | | — | | | | | | (1,847,851) | | |
3/31/2020 | | | | | 135,657 | | | | | | — | | | | | | 74,510 | | | | | | (640,022) | | | | | | — | | | | | | (429,855) | | | | | | 1,043,649 | | | | | | — | | | | | | 586,632 | | | | | | (5,074,288) | | | | | | — | | | | | | (3,444,007) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 5,488,499 | | | | | | — | | | | | | 271,511 | | | | | | (3,068,665) | | | | | | — | | | | | | 2,691,345 | | | | | | 41,769,462 | | | | | | — | | | | | | 2,061,250 | | | | | | (22,939,447) | | | | | | — | | | | | | 20,891,265 | | |
3/31/2020 | | | | | 5,514,232 | | | | | | — | | | | | | 588,273 | | | | | | (6,700,287) | | | | | | — | | | | | | (597,782) | | | | | | 43,825,729 | | | | | | — | | | | | | 4,624,462 | | | | | | (52,967,067) | | | | | | — | | | | | | (4,516,876) | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 27,773,124 | | | | | | — | | | | | | 943,309 | | | | | | (2,840,857) | | | | | | — | | | | | | 25,875,576 | | | | | | 206,276,862 | | | | | | — | | | | | | 7,208,124 | | | | | | (21,921,839) | | | | | | — | | | | | | 191,563,147 | | |
3/31/2020 | | | | | 4,444,532 | | | | | | — | | | | | | 758,284 | | | | | | (6,410,069) | | | | | | — | | | | | | (1,207,253) | | | | | | 31,961,979 | | | | | | — | | | | | | 5,961,665 | | | | | | (50,868,102) | | | | | | — | | | | | | (12,944,458) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
High Yield Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 839,800 | | | | | | — | | | | | | 24,821 | | | | | | (85,078) | | | | | | — | | | | | | 779,543 | | | | | | 6,123,689 | | | | | | — | | | | | | 190,042 | | | | | | (653,183) | | | | | | — | | | | | | 5,660,548 | | |
3/31/2020 | | | | | 163,946 | | | | | | — | | | | | | 345 | | | | | | (1,870) | | | | | | — | | | | | | 162,421 | | | | | | 1,079,822 | | | | | | — | | | | | | 2,446 | | | | | | (12,210) | | | | | | — | | | | | | 1,070,058 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 7,151 | | | | | | — | | | | | | 2,365 | | | | | | (12,210) | | | | | | — | | | | | | (2,694) | | | | | | 54,359 | | | | | | — | | | | | | 17,972 | | | | | | (91,455) | | | | | | — | | | | | | (19,124) | | |
3/31/2020 | | | | | 86,955 | | | | | | — | | | | | | 8,075 | | | | | | (148,314) | | | | | | — | | | | | | (53,284) | | | | | | 685,862 | | | | | | — | | | | | | 63,829 | | | | | | (1,092,964) | | | | | | — | | | | | | (343,273) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 21,980,713 | | | | | | — | | | | | | 760,401 | | | | | | (9,529,998) | | | | | | — | | | | | | 13,211,116 | | | | | | 159,727,655 | | | | | | — | | | | | | 5,809,408 | | | | | | (69,386,139) | | | | | | — | | | | | | 96,150,924 | | |
3/31/2020 | | | | | 18,190,543 | | | | | | — | | | | | | 494,422 | | | | | | (2,151,871) | | | | | | — | | | | | | 16,533,094 | | | | | | 132,931,513 | | | | | | — | | | | | | 3,873,560 | | | | | | (16,605,178) | | | | | | — | | | | | | 120,199,895 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 9,986,163 | | | | | | — | | | | | | 456,753 | | | | | | (9,955,697) | | | | | | — | | | | | | 487,219 | | | | | | 74,705,243 | | | | | | — | | | | | | 3,489,932 | | | | | | (71,245,285) | | | | | | — | | | | | | 6,949,890 | | |
3/31/2020 | | | | | 9,673,020 | | | | | | — | | | | | | 791,877 | | | | | | (3,159,631) | | | | | | — | | | | | | 7,305,266 | | | | | | 75,534,887 | | | | | | — | | | | | | 6,210,804 | | | | | | (24,602,171) | | | | | | — | | | | | | 57,143,520 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 6,907,486 | | | | | | — | | | | | | 531,068 | | | | | | (7,010,659) | | | | | | — | | | | | | 427,895 | | | | | | 73,428,177 | | | | | | — | | | | | | 5,646,928 | | | | | | (74,072,802) | | | | | | — | | | | | | 5,002,303 | | |
3/31/2020 | | | | | 16,071,031 | | | | | | — | | | | | | 1,099,851 | | | | | | (15,811,149) | | | | | | 267,957 | | | | | | 1,627,690 | | | | | | 166,370,297 | | | | | | — | | | | | | 11,386,329 | | | | | | (162,385,511) | | | | | | 2,789,429 | | | | | | 18,160,544 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 400,190 | | | | | | — | | | | | | 20,295 | | | | | | (623,579) | | | | | | — | | | | | | (203,094) | | | | | | 4,229,874 | | | | | | — | | | | | | 215,510 | | | | | | (6,627,279) | | | | | | — | | | | | | (2,181,895) | | |
3/31/2020 | | | | | 1,055,682 | | | | | | — | | | | | | 48,840 | | | | | | (1,436,355) | | | | | | — | | | | | | (331,833) | | | | | | 10,927,142 | | | | | | — | | | | | | 504,562 | | | | | | (14,810,623) | | | | | | — | | | | | | (3,378,919) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 123,370,857 | | | | | | — | | | | | | 7,968,437 | | | | | | (65,359,442) | | | | | | — | | | | | | 65,979,852 | | | | | | 1,307,623,911 | | | | | | — | | | | | | 84,746,903 | | | | | | (689,683,470) | | | | | | — | | | | | | 702,687,344 | | |
3/31/2020 | | | | | 250,260,793 | | | | | | — | | | | | | 14,521,492 | | | | | | (184,603,928) | | | | | | — | | | | | | 80,178,357 | | | | | | 2,588,026,639 | | | | | | — | | | | | | 150,301,009 | | | | | | (1,891,112,199) | | | | | | — | | | | | | 847,215,449 | | |
Class O(2) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2020 | | | | | 764 | | | | | | — | | | | | | 4,926 | | | | | | (8,086) | | | | | | (267,957) | | | | | | (270,353) | | | | | | 7,896 | | | | | | — | | | | | | 50,749 | | | | | | (82,889) | | | | | | (2,789,429) | | | | | | (2,813,673) | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 1,452,961 | | | | | | — | | | | | | 50,551 | | | | | | (727,703) | | | | | | — | | | | | | 775,809 | | | | | | 15,325,138 | | | | | | — | | | | | | 538,301 | | | | | | (7,730,300) | | | | | | — | | | | | | 8,133,139 | | |
3/31/2020 | | | | | 2,525,823 | | | | | | — | | | | | | 75,862 | | | | | | (2,155,864) | | | | | | — | | | | | | 445,821 | | | | | | 26,002,901 | | | | | | — | | | | | | 785,587 | | | | | | (22,158,664) | | | | | | — | | | | | | 4,629,824 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 1,898,945 | | | | | | — | | | | | | 254,935 | | | | | | (2,893,320) | | | | | | — | | | | | | (739,440) | | | | | | 20,224,146 | | | | | | — | | | | | | 2,713,639 | | | | | | (30,733,147) | | | | | | — | | | | | | (7,795,362) | | |
3/31/2020 | | | | | 5,658,896 | | | | | | — | | | | | | 514,077 | | | | | | (4,668,322) | | | | | | — | | | | | | 1,504,651 | | | | | | 58,523,196 | | | | | | — | | | | | | 5,328,302 | | | | | | (48,214,716) | | | | | | — | | | | | | 15,636,782 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 59,066,596 | | | | | | — | | | | | | 4,125,262 | | | | | | (30,035,219) | | | | | | — | | | | | | 33,156,639 | | | | | | 625,477,445 | | | | | | — | | | | | | 43,879,418 | | | | | | (318,460,783) | | | | | | — | | | | | | 350,896,080 | | |
3/31/2020 | | | | | 98,347,226 | | | | | | — | | | | | | 7,012,519 | | | | | | (61,939,704) | | | | | | — | | | | | | 43,420,041 | | | | | | 1,021,901,643 | | | | | | — | | | | | | 72,601,626 | | | | | | (636,316,473) | | | | | | — | | | | | | 458,186,796 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 7,460,842 | | | | | | — | | | | | | 352,670 | | | | | | (8,679,722) | | | | | | — | | | | | | (866,210) | | | | | | 79,198,202 | | | | | | — | | | | | | 3,750,295 | | | | | | (89,949,885) | | | | | | — | | | | | | (7,001,388) | | |
3/31/2020 | | | | | 11,653,738 | | | | | | — | | | | | | 675,903 | | | | | | (5,103,415) | | | | | | — | | | | | | 7,226,226 | | | | | | 120,622,599 | | | | | | — | | | | | | 6,996,055 | | | | | | (52,350,058) | | | | | | — | | | | | | 75,268,596 | | |
Short Term Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 1,330,909 | | | | | | — | | | | | | 14,792 | | | | | | (24,446) | | | | | | — | | | | | | 1,321,255 | | | | | | 13,132,478 | | | | | | — | | | | | | 146,441 | | | | | | (241,243) | | | | | | — | | | | | | 13,037,676 | | |
3/31/2020 | | | | | 1,018,684 | | | | | | — | | | | | | 16,685 | | | | | | (1,770,466) | | | | | | — | | | | | | (735,097) | | | | | | 10,049,550 | | | | | | — | | | | | | 163,960 | | | | | | (17,465,867) | | | | | | — | | | | | | (7,252,357) | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 39,824 | | | | | | — | | | | | | 235 | | | | | | (7,431) | | | | | | — | | | | | | 32,628 | | | | | | 396,160 | | | | | | — | | | | | | 2,319 | | | | | | (73,522) | | | | | | — | | | | | | 324,957 | | |
3/31/2020 | | | | | 67,423 | | | | | | — | | | | | | 890 | | | | | | (139,551) | | | | | | — | | | | | | (71,238) | | | | | | 666,843 | | | | | | — | | | | | | 8,753 | | | | | | (1,370,500) | | | | | | — | | | | | | (694,904) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 523,627 | | | | | | — | | | | | | 15,176 | | | | | | (171,020) | | | | | | — | | | | | | 367,783 | | | | | | 5,197,339 | | | | | | — | | | | | | 149,841 | | | | | | (1,696,320) | | | | | | — | | | | | | 3,650,860 | | |
3/31/2020 | | | | | 585,982 | | | | | | — | | | | | | 27,123 | | | | | | (314,732) | | | | | | — | | | | | | 298,373 | | | | | | 5,768,478 | | | | | | — | | | | | | 266,726 | | | | | | (3,090,252) | | | | | | — | | | | | | 2,944,952 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 4,799,779 | | | | | | — | | | | | | 113,595 | | | | | | (956,850) | | | | | | — | | | | | | 3,956,524 | | | | | | 46,596,804 | | | | | | — | | | | | | 1,122,208 | | | | | | (9,396,706) | | | | | | — | | | | | | 38,322,306 | | |
10/22/2019(1) - | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
3/31/2020 | | | | | 6,211,230 | | | | | | — | | | | | | 67,215 | | | | | | (1,112,130) | | | | | | — | | | | | | 5,166,315 | | | | | | 61,353,506 | | | | | | — | | | | | | 660,465 | | | | | | (10,775,852) | | | | | | — | | | | | | 51,238,119 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 68,565 | | | | | | — | | | | | | 4,471 | | | | | | (318,337) | | | | | | — | | | | | | (245,301) | | | | | | 676,662 | | | | | | — | | | | | | 44,087 | | | | | | (3,080,235) | | | | | | — | | | | | | (2,359,486) | | |
3/31/2020 | | | | | 670,165 | | | | | | — | | | | | | 17,116 | | | | (475,172) | | | | | — | | | | | | 212,109 | | | | | | 6,579,444 | | | | | | — | | | | | | 168,320 | | | | | | (4,594,498) | | | | | | — | | | | | | 2,153,266 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
Short Term Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 82 | | | | | | — | | | | | | 3 | | | | | | 0* | | | | | | — | | | | | | 85 | | | | | | 810 | | | | | | — | | | | | | 31 | | | | | | 0* | | | | | | — | | | | | | 841 | | |
3/31/2020 | | | | | — | | | | | | — | | | | | | 6 | | | | | | — | | | | | | — | | | | | | 6 | | | | | | — | | | | | | — | | | | | | 60 | | | | | | — | | | | | | — | | | | | | 60 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 847,046 | | | | | | — | | | | | | 62,175 | | | | | | (5,997,575) | | | | | | — | | | | | | (5,088,354) | | | | | | 8,361,348 | | | | | | — | | | | | | 613,598 | | | | | | (57,987,707) | | | | | | — | | | | | | (49,012,761) | | |
3/31/2020 | | | | | 14,157,093 | | | | | | — | | | | | | 350,993 | | | | | | (13,078,412) | | | | | | — | | | | | | 1,429,674 | | | | | | 138,912,667 | | | | | | — | | | | | | 3,454,516 | | | | | | (127,422,594) | | | | | | — | | | | | | 14,944,589 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 2,189,216 | | | | | | — | | | | | | 17,662 | | | | | | (165,408) | | | | | | — | | | | | | 2,041,470 | | | | | | 21,435,849 | | | | | | — | | | | | | 175,553 | | | | | | (1,643,569) | | | | | | — | | | | | | 19,967,833 | | |
3/31/2020 | | | | | 16,095 | | | | | | — | | | | | | 1,149 | | | | | | (60,465) | | | | | | — | | | | | | (43,221) | | | | | | 159,000 | | | | | | — | | | | | | 11,347 | | | | | | (580,726) | | | | | | — | | | | | | (410,379) | | |
Strategic Income Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 2,790,092 | | | | | | — | | | | | | 274,727 | | | | | | (3,644,393) | | | | | | — | | | | | | (579,574) | | | | | | 26,495,253 | | | | | | — | | | | | | 2,647,445 | | | | | | (34,782,803) | | | | | | — | | | | | | (5,640,105) | | |
3/31/2020 | | | | | 23,902,684 | | | | | | — | | | | | | 695,363 | | | | | | (21,206,575) | | | | | | — | | | | | | 3,391,472 | | | | | | 244,819,457 | | | | | | — | | | | | | 7,089,898 | | | | | | (214,573,951) | | | | | | — | | | | | | 37,335,404 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 688,137 | | | | | | — | | | | | | 78,823 | | | | | | (824,589) | | | | | | — | | | | | | (57,629) | | | | | | 6,483,327 | | | | | | — | | | | | | 748,657 | | | | | | (7,771,796) | | | | | | — | | | | | | (539,812) | | |
3/31/2020 | | | | | 4,396,854 | | | | | | — | | | | | | 126,789 | | | | | | (1,186,101) | | | | | | — | | | | | | 3,337,542 | | | | | | 44,456,409 | | | | | | — | | | | | | 1,269,302 | | | | | | (11,772,089) | | | | | | — | | | | | | 33,953,622 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 45,099,773 | | | | | | — | | | | | | 3,920,279 | | | | | | (67,755,206) | | | | | | — | | | | | | (18,735,154) | | | | | | 431,303,585 | | | | | | — | | | | | | 37,916,424 | | | | | | (650,999,577) | | | | | | — | | | | | | (181,779,568) | | |
3/31/2020 | | | | | 195,469,467 | | | | | | — | | | | | | 7,191,414 | | | | | | (91,955,251) | | | | | | — | | | | | | 110,705,630 | | | | | | 2,000,948,486 | | | | | | — | | | | | | 73,423,768 | | | | | | (914,265,041) | | | | | | — | | | | | | 1,160,107,213 | | |
Class P | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 691,537 | | | | | | — | | | | | | 38,281 | | | | | | (22,247) | | | | | | — | | | | | | 707,571 | | | | | | 6,382,889 | | | | | | — | | | | | | 369,415 | | | | | | (207,472) | | | | | | — | | | | | | 6,544,832 | | |
3/31/2020 | | | | | 1,163,131 | | | | | | — | | | | | | 49,314 | | | | | | (167,206) | | | | | | — | | | | | | 1,045,239 | | | | | | 11,845,242 | | | | | | — | | | | | | 502,612 | | | | | | (1,717,991) | | | | | | — | | | | | | 10,629,863 | | |
Class P3 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 100,787 | | | | | | — | | | | | | 5,890 | | | | | | (397,863) | | | | | | — | | | | | | (291,186) | | | | | | 957,862 | | | | | | — | | | | | | 56,632 | | | | | | (3,867,232) | | | | | | — | | | | | | (2,852,738) | | |
8/1/2019(1) - | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
3/31/2020 | | | | | 763,159 | | | | | | — | | | | | | 13,658 | | | | | | (365,126) | | | | | | — | | | | | | 411,691 | | | | | | 7,839,386 | | | | | | — | | | | | | 139,321 | | | | | | (3,751,777) | | | | | | — | | | | | | 4,226,930 | | |
Class R | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 310,733 | | | | | | — | | | | | | 36,862 | | | | | | (267,510) | | | | | | — | | | | | | 80,085 | | | | | | 2,949,933 | | | | | | — | | | | | | 352,523 | | | | | | (2,537,124) | | | | | | — | | | | | | 765,332 | | |
3/31/2020 | | | | | 988,581 | | | | | | — | | | | | | 59,448 | | | | | | (240,623) | | | | | | — | | | | | | 807,406 | | | | | | 10,052,447 | | | | | | — | | | | | | 599,353 | | | | | | (2,353,160) | | | | | | — | | | | | | 8,298,640 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 1,951,116 | | | | | | — | | | | | | 421,305 | | | | | | (8,077,052) | | | | | | — | | | | | | (5,704,631) | | | | | | 18,775,527 | | | | | | — | | | | | | 4,057,066 | | | | | | (75,702,824) | | | | | | — | | | | | | (52,870,231) | | |
3/31/2020 | | | | | 30,312,878 | | | | | | — | | | | | | 957,844 | | | | | | (10,693,475) | | | | | | — | | | | | | 20,577,247 | | | | | | 308,585,262 | | | | | | — | | | | | | 9,766,425 | | | | | | (109,376,847) | | | | | | — | | | | | | 208,974,840 | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 1,022,587 | | | | | | — | | | | | | 117,295 | | | | | | (3,737,415) | | | | | | — | | | | | | (2,597,533) | | | | | | 9,726,294 | | | | | | — | | | | | | 1,124,826 | | | | | | (35,778,229) | | | | | | — | | | | | | (24,927,109) | | |
3/31/2020 | | | | | 5,835,417 | | | | | | — | | | | | | 250,569 | | | | | | (3,206,738) | | | | | | — | | | | | | 2,879,248 | | | | | | 59,381,373 | | | | | | — | | | | | | 2,541,388 | | | | | | (31,497,257) | | | | | | — | | | | | | 30,425,504 | | |
Loan | | | Unfunded Loan Commitment | | | Unrealized Appreciation/ (Depreciation) at 9/30/20* | | ||||||
Pathway Vet Alliance LLC 2020 Delayed Draw Term Loan | | | | $ | 25,931 | | | | | $ | 289 | | |
| | | | $ | 25,931 | | | | | $ | 289 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 6,517,886 | | | | | $ | (6,517,886) | | | | | $ | — | | |
BNP Paribas | | | | | 248,260 | | | | | | (248,260) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 2,137,589 | | | | | | (2,137,589) | | | | | | — | | |
Citadel Clearing LLC | | | | | 515,440 | | | | | | (515,440) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 2,597,553 | | | | | | (2,597,553) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,052,278 | | | | | | (1,052,278) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 3,385,708 | | | | | | (3,385,708) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 4,682,722 | | | | | | (4,682,722) | | | | | | — | | |
Jefferies LLC | | | | | 308,968 | | | | | | (308,968) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,249,472 | | | | | | (2,249,472) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 2,765,083 | | | | | | (2,765,083) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 1,032,877 | | | | | | (1,032,877) | | | | | | — | | |
UBS AG | | | | | 529,912 | | | | | | (529,912) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 4,846,290 | | | | | | (4,846,290) | | | | | | — | | |
| | | | $ | 32,870,038 | | | | | $ | (32,870,038) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 6,634,712 | | | | | $ | (6,634,712) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,647,123 | | | | | | (1,647,123) | | | | | | — | | |
BMO Capital Markets Corp. | | | | | 5,619,888 | | | | | | (5,619,888) | | | | | | — | | |
BNP Paribas | | | | | 57,342,835 | | | | | | (57,342,835) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 2,177,169 | | | | | | (2,177,169) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 1,362,737 | | | | | | (1,362,737) | | | | | | — | | |
BofA Securities Inc. | | | | | 713,694 | | | | | | (713,694) | | | | | | — | | |
Canadian Imperial Bank of Commerce | | | | | 8,578,508 | | | | | | (8,578,508) | | | | | | — | | |
CIBC World Markets Inc. | | | | | 2,083,912 | | | | | | (2,083,912) | | | | | | — | | |
Citadel Clearing LLC | | | | | 2,806,052 | | | | | | (2,806,052) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,464,359 | | | | | | (1,464,359) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 3,170,627 | | | | | | (3,170,627) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 1,673,188 | | | | | | (1,673,188) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 314,535 | | | | | | (314,535) | | | | | | — | | |
Goldman Sachs International | | | | | 365,621 | | | | | | (365,621) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 3,579,032 | | | | | | (3,579,032) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 2,095,526 | | | | | | (2,095,526) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,651,142 | | | | | | (1,651,142) | | | | | | — | | |
Jefferies LLC | | | | | 1,435,947 | | | | | | (1,435,947) | | | | | | — | | |
Merrill Lynch International | | | | | 522,644 | | | | | | (522,644) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 5,972,276 | | | | | | (5,972,276) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 2,025,293 | | | | | | (2,025,293) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
National Bank Financial Inc. | | | | | 204,727 | | | | | | (204,727) | | | | | | — | | |
National Financial Services LLC | | | | | 929,919 | | | | | | (929,919) | | | | | | — | | |
Nomura International PLC | | | | | 1,447,496 | | | | | | (1,447,496) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 4,905,597 | | | | | | (4,905,597) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 2,178,738 | | | | | | (2,178,738) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 3,767,594 | | | | | | (3,767,594) | | | | | | — | | |
RBC Dominion Securities Inc. | | | | | 2,196,626 | | | | | | (2,196,626) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 12,099,937 | | | | | | (12,099,937) | | | | | | — | | |
SunTrust Robinson Humphrey,Inc. | | | | | 493,277 | | | | | | (493,277) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 1,119,346 | | | | | | (1,119,346) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 2,764,216 | | | | | | (2,764,216) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 12,390,781 | | | | | | (12,390,781) | | | | | | — | | |
| | | | $ | 157,735,074 | | | | | $ | (157,735,074) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Janney Montgomery Scott LLC | | | | $ | 153,408 | | | | | $ | (153,408) | | | | | $ | — | | |
Jefferies LLC | | | | | 5,149 | | | | | | (5,149) | | | | | | | | |
Morgan Stanley & Co. LLC | | | | | 99,957 | | | | | | (99,957) | | | | | | | | |
National Bank Financial Inc. | | | | | 102,443 | | | | | | (102,443) | | | | | | — | | |
| | | | $ | 360,957 | | | | | $ | (360,957) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 555,763 | | | | | $ | (555,763) | | | | | $ | — | | |
Citigroup Global Markets Limited | | | | | 292,496 | | | | | | (292,496) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 356,084 | | | | | | (356,084) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 855,715 | | | | | | (855,715) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,398,670 | | | | | | (1,398,670) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Jefferies LLC | | | | | 511,617 | | | | | | (511,617) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 297,907 | | | | | | (297,907) | | | | | | — | | |
Merrill Lynch International | | | | | 209,058 | | | | | | (209,058) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 130,121 | | | | | | (130,121) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 523,465 | | | | | | (523,465) | | | | | | — | | |
RBC Dominion Securities Inc. | | | | | 526 | | | | | | (526) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 881,257 | | | | | | (881,257) | | | | | | — | | |
UBS AG | | | | | 254,309 | | | | | | (254,309) | | | | | | — | | |
Total | | | | $ | 6,266,988 | | | | | $ | (6,266,988) | | | | | $ | — | | |
|
| | | Year Ended March 31, 2020 | | | Year Ended March 31, 2019 | | | ||||||||
| | | Ordinary Income | | | Ordinary Income | | | ||||||||
GNMA Income | | | | $ | 30,231,110 | | | | | $ | 23,520,674 | | | | ||
High Yield Bond | | | | | 24,390,426 | | | | | | 26,878,797 | | | | ||
Intermediate Bond | | | | | 275,742,907 | | | | | | 195,005,912 | | | | ||
Short Term Bond | | | | | 4,832,256 | | | | | | 2,843,503 | | | | ||
Strategic Income Opportunities | | | | | 101,210,502 | | | | | | 35,376,185 | | | | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||
GNMA Income | | | | $ | 426,852 | | | | | $ | — | | | | | $ | 52,502,339 | | | | | $ | (21,981,363) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (26,259,304) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (48,240,667) | | | | | | | | | | | | | | |
High Yield Bond | | | | | — | | | | | | — | | | | | | (35,540,695) | | | | | | (1,269,613) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (23,599,479) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (24,869,092) | | | | | | | | | | | | | | |
Intermediate Bond | | | | | 146,781,086 | | | | | | 26,007,065 | | | | | | (186,852,493) | | | | | | — | | | | | | — | | | | | | — | | |
Short Term Bond | | | | | 237,023 | | | | | | — | | | | | | (5,993,397) | | | | | | (1,143,123) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (1,895,273) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (3,038,396) | | | | | | | | | | | | | | |
Strategic Income Opportunities | | | | | 1,587,263 | | | | | | — | | | | | | (282,167,307) | | | | | | (5,275,074) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (38,368,607) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (43,643,681) | | | | | | | | | | | | | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
GNMA Income | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0110 | | | | November 2, 2020 | | | | | Daily | | |
Class C | | | | $ | 0.0055 | | | | November 2, 2020 | | | | | Daily | | |
Class I | | | | $ | 0.0131 | | | | November 2, 2020 | | | | | Daily | | |
Class P | | | | $ | 0.0168 | | | | November 2, 2020 | | | | | Daily | | |
Class R6 | | | | $ | 0.0131 | | | | November 2, 2020 | | | | | Daily | | |
Class W | | | | $ | 0.0128 | | | | November 2, 2020 | | | | | Daily | | |
High Yield Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0330 | | | | November 2, 2020 | | | | | Daily | | |
Class C | | | | $ | 0.0281 | | | | November 2, 2020 | | | | | Daily | | |
Class I | | | | $ | 0.0352 | | | | November 2, 2020 | | | | | Daily | | |
Class P | | | | $ | 0.0396 | | | | November 2, 2020 | | | | | Daily | | |
Class P3 | | | | $ | 0.0401 | | | | November 2, 2020 | | | | | Daily | | |
Class R | | | | $ | 0.0314 | | | | November 2, 2020 | | | | | Daily | | |
Class R6 | | | | $ | 0.0357 | | | | November 2, 2020 | | | | | Daily | | |
Class W | | | | $ | 0.0347 | | | | November 2, 2020 | | | | | Daily | | |
Intermediate Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0258 | | | | November 2, 2020 | | | | | Daily | | |
Class C | | | | $ | 0.0189 | | | | November 2, 2020 | | | | | Daily | | |
Class I | | | | $ | 0.0287 | | | | November 2, 2020 | | | | | Daily | | |
Class P3 | | | | $ | 0.0319 | | | | November 2, 2020 | | | | | Daily | | |
Class R | | | | $ | 0.0235 | | | | November 2, 2020 | | | | | Daily | | |
Class R6 | | | | $ | 0.0290 | | | | November 2, 2020 | | | | | Daily | | |
Class W | | | | $ | 0.0280 | | | | November 2, 2020 | | | | | Daily | | |
Short Term Bond | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0143 | | | | November 2, 2020 | | | | | Daily | | |
Class C | | | | $ | 0.0079 | | | | November 2, 2020 | | | | | Daily | | |
Class I | | | | $ | 0.0168 | | | | November 2, 2020 | | | | | Daily | | |
Class P2 | | | | $ | 0.0228 | | | | November 2, 2020 | | | | | Daily | | |
Class P3 | | | | $ | 0.0211 | | | | November 2, 2020 | | | | | Daily | | |
Class R | | | | $ | 0.0122 | | | | November 2, 2020 | | | | | Daily | | |
Class R6 | | | | $ | 0.0171 | | | | November 2, 2020 | | | | | Daily | | |
Class W | | | | $ | 0.0164 | | | | November 2, 2020 | | | | | Daily | | |
Strategic Income Opportunities | | | | | | | | | | | | | | | | |
Class A | | | | $ | 0.0291 | | | | November 2, 2020 | | | | | Daily | | |
Class C | | | | $ | 0.0225 | | | | November 2, 2020 | | | | | Daily | | |
Class I | | | | $ | 0.0321 | | | | November 2, 2020 | | | | | Daily | | |
Class P | | | | $ | 0.0367 | | | | November 2, 2020 | | | | | Daily | | |
Class P3 | | | | $ | 0.0327 | | | | November 2, 2020 | | | | | Daily | | |
Class R | | | | $ | 0.0268 | | | | November 2, 2020 | | | | | Daily | | |
Class R6 | | | | $ | 0.0325 | | | | November 2, 2020 | | | | | Daily | | |
Class W | | | | $ | 0.0311 | | | | November 2, 2020 | | | | | Daily | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) |
| Investment Type Allocation as of September 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 60.1% | |
| Collateralized Mortgage Obligations | | | 53.4% | |
| Asset-Backed Securities | | | 0.2% | |
| Commercial Mortgage-Backed Securities | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (13.8)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 53.4% | | |||||||||||||||
1,704,256 | | | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | | | | $ | 2,341,041 | | | | | | 0.1 | | |
2,689,871 | | | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | | | | | 3,366,617 | | | | | | 0.2 | | |
7,435,115 | | | Fannie Mae 2005-17 B, 6.500%, (US0001M + 6.500%), 03/25/2035 | | | | | 9,500,070 | | | | | | 0.6 | | |
2,186,824 | | | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | | | | | 2,617,461 | | | | | | 0.2 | | |
1,174,901 | | | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | | | | | 1,295,958 | | | | | | 0.1 | | |
4,182,921 (1) | | | Fannie Mae 2010-150 PS, 6.452%, (-1.000*US0001M + 6.600%), 12/25/2039 | | | | | 280,371 | | | | | | 0.0 | | |
5,256,960 (1) | | | Fannie Mae 2010-95 SB, 6.452%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 939,696 | | | | | | 0.1 | | |
5,035,340 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 5,808,360 | | | | | | 0.4 | | |
7,813,178 (1) | | | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | | | | | 871,455 | | | �� | | | 0.1 | | |
23,091,160 (1) | | | Fannie Mae 2012-148 IM, 3.000%, 01/25/2028 | | | | | 1,525,093 | | | | | | 0.1 | | |
233,844 (2) | | | Fannie Mae REMIC Trust 2002-W1 3A, 3.855%, 04/25/2042 | | | | | 245,131 | | | | | | 0.0 | | |
1,105,687 (2) | | | Fannie Mae REMIC Trust 2002-W6 3A, 4.273%, 01/25/2042 | | | | | 1,163,688 | | | | | | 0.1 | | |
1,283,535 | | | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | | | | | 1,525,478 | | | | | | 0.1 | | |
2,946,519 | | | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | | | | | 3,278,823 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
113,429 | | | Fannie Mae REMIC Trust 2004-61 SH, 23.396%, (-3.998*US0001M + 23.988%), 11/25/2032 | | | | $ | 183,419 | | | | | | 0.0 | | |
3,396,522 (2) | | | Fannie Mae REMIC Trust 2004-W11 2A, 3.992%, 03/25/2043 | | | | | 3,445,113 | | | | | | 0.2 | | |
3,233,541 | | | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | | | | | 3,621,657 | | | | | | 0.2 | | |
685,477 (1) | | | Fannie Mae REMIC Trust 2005-17 ES, 6.602%, (-1.000*US0001M + 6.750%), 03/25/2035 | | | | | 95,412 | | | | | | 0.0 | | |
627,734 | | | Fannie Mae REMIC Trust 2005-59 NQ, 16.505%, (-2.500*US0001M + 16.875%), 05/25/2035 | | | | | 797,271 | | | | | | 0.0 | | |
679,358 | | | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | | | | | 779,532 | | | | | | 0.0 | | |
171,684 | | | Fannie Mae REMIC Trust 2006-115 ES, 25.968%, (-4.000*US0001M + 26.560%), 12/25/2036 | | | | | 285,802 | | | | | | 0.0 | | |
1,230,313 (1) | | | Fannie Mae REMIC Trust 2006-36 SP, 6.552%, (-1.000*US0001M + 6.700%), 05/25/2036 | | | | | 235,120 | | | | | | 0.0 | | |
3,720,166 (1) | | | Fannie Mae REMIC Trust 2006-79 SH, 6.302%, (-1.000*US0001M + 6.450%), 08/25/2036 | | | | | 986,113 | | | | | | 0.1 | | |
285,314 (2) | | | Fannie Mae REMIC Trust 2009-12 LK, 10.227%, 03/25/2039 | | | | | 337,451 | | | | | | 0.0 | | |
1,861,549 | | | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | | | | | 2,395,121 | | | | | | 0.1 | | |
4,056,827 | | | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | | | | | 4,337,361 | | | | | | 0.3 | | |
5,084,839 | | | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | | | | | 6,184,161 | | | | | | 0.4 | | |
1,693,179 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 1,866,287 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,249,984 (1) | | | Fannie Mae REMIC Trust 2012-128 VS, 6.102%, (-1.000*US0001M + 6.250%), 06/25/2042 | | | | $ | 1,034,893 | | | | | | 0.1 | | |
4,741,007 (1) | | | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | | | | | 290,245 | | | | | | 0.0 | | |
2,928,538 (1) | | | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | | | | | 377,641 | | | | | | 0.0 | | |
2,355,473 (1) | | | Fannie Mae REMIC Trust 2012-68 SD, 6.552%, (-1.000*US0001M + 6.700%), 06/25/2032 | | | | | 465,125 | | | | | | 0.0 | | |
3,457,000 | | | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/2042 | | | | | 4,101,009 | | | | | | 0.2 | | |
958,175 (1) | | | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | | | | | 102,034 | | | | | | 0.0 | | |
2,791,337 (1) | | | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | | | | | 210,322 | | | | | | 0.0 | | |
103,071 | | | Fannie Mae REMICS 2004-89 ES, 12.954%, (-1.850*US0001M + 13.228%), 08/25/2034 | | | | | 103,867 | | | | | | 0.0 | | |
4,640 (3) | | | Fannie Mae REMICS 2006-44 P, 0.000%, 12/25/2033 | | | | | 4,404 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae REMICS 2010-87 PL, 4.000%, 06/25/2040 | | | | | 1,151,967 | | | | | | 0.1 | | |
1,984,167 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 2,315,389 | | | | | | 0.1 | | |
4,474,875 (1) | | | Fannie Mae REMICS 2012-137 EI, 3.000%, 12/25/2027 | | | | | 285,898 | | | | | | 0.0 | | |
10,284,488 | | | Fannie Mae REMICS 2012-17 QZ, 4.000%, 03/25/2042 | | | | | 11,454,037 | | | | | | 0.7 | | |
2,500,000 | | | Fannie Mae REMICS 2012-40 MY, 3.500%, 04/25/2042 | | | | | 2,858,230 | | | | | | 0.2 | | |
2,785,806 (3) | | | Fannie Mae REMICS 2013-135 PO, 0.000%, 01/25/2044 | | | | | 2,577,491 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,245,735 | | | Fannie Mae REMICS 2013-55 VZ, 3.000%, 06/25/2043 | | | | $ | 1,373,764 | | | | | | 0.1 | | |
14,255,745 (1) | | | Fannie Mae REMICS 2019-49 IG, 3.000%, 03/25/2033 | | | | | 1,178,664 | | | | | | 0.1 | | |
5,120,142 | | | Fannie Mae Series 2016-51 S, 5.772%, (-1.000*US0001M + 5.920%), 10/25/2043 | | | | | 5,768,402 | | | | | | 0.3 | | |
2,410,338 (2) | | | Fannie Mae Trust 2004-W2 3A, 3.839%, 02/25/2044 | | | | | 2,536,081 | | | | | | 0.2 | | |
2,220,522 (2) | | | Fannie Mae Trust 2004-W2 4A, 3.818%, 02/25/2044 | | | | | 2,327,519 | | | | | | 0.1 | | |
1,693,234 | | | Fannie Mae REMICS 2010-26 F, 0.918%, (US0001M + 0.770%), 11/25/2036 | | | | | 1,729,610 | | | | | | 0.1 | | |
1,779,488 | | | Fannie Mae REMICS 2010-39 FN, 0.978%, (US0001M + 0.830%), 05/25/2040 | | | | | 1,814,077 | | | | | | 0.1 | | |
4,233,944 (1) | | | Fannie Mae REMICS 2013-25 BI, 3.000%, 03/25/2033 | | | | | 389,222 | | | | | | 0.0 | | |
3,457,510 (1) | | | Fannie Mae REMICS 2013-62 AI, 3.000%, 06/25/2033 | | | | | 300,595 | | | | | | 0.0 | | |
4,283,554 | | | Fannie Mae REMICS 2016-64 LD, 3.500%, 09/25/2046 | | | | | 4,890,848 | | | | | | 0.3 | | |
4,943,595 | | | Fannie Mae REMICS 2017-22 DZ, 4.000%, 04/25/2047 | | | | | 5,700,890 | | | | | | 0.4 | | |
2,587,291 | | | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | | | | | 3,101,703 | | | | | | 0.2 | | |
2,563,152 | | | Freddie Mac REMIC Trust 2005-S001 2A2, 0.298%, (US0001M + 0.150%), 09/25/2045 | | | | | 2,539,464 | | | | | | 0.2 | | |
491,587 | | | Freddie Mac REMIC Trust 2653 SC, 6.722%, (-0.500*US0001M + 6.800%), 07/15/2033 | | | | | 563,619 | | | | | | 0.0 | | |
1,275,099 | | | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | | | | | 1,550,428 | | | | | | 0.1 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
144,648 | | | Freddie Mac REMIC Trust 3012 ST, 21.411%, (-3.600*US0001M + 21.960%), 04/15/2035 | | | | $ | 211,259 | | | | | | 0.0 | | |
328,734 | | | Freddie Mac REMIC Trust 3065 DC, 19.403%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 471,017 | | | | | | 0.0 | | |
620,088 | | | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | | | | | 728,745 | | | | | | 0.0 | | |
4,234,626 (1) | | | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | | | | | 88,254 | | | | | | 0.0 | | |
331,003 (1) | | | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | | | | | 61,372 | | | | | | 0.0 | | |
2,403 (1) | | | Freddie Mac REMIC Trust 3753 PS, 5.948%, (-1.000*US0001M + 6.100%), 06/15/2040 | | | | | 6 | | | | | | 0.0 | | |
450,173 | | | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | | | | | 489,405 | | | | | | 0.0 | | |
2,425,597 | | | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | | | | | 2,726,265 | | | | | | 0.2 | | |
816,729 (1) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 42,002 | | | | | | 0.0 | | |
3,239,149 | | | Freddie Mac REMICS 3196 ZK, 6.500%, 04/15/2032 | | | | | 4,584,114 | | | | | | 0.3 | | |
1,326,448 | | | Freddie Mac REMICS 4097 ZA, 3.500%, 08/15/2042 | | | | | 1,450,603 | | | | | | 0.1 | | |
6,573,000 | | | Freddie Mac REMICS 4136 LU, 3.000%, 07/15/2032 | | | | | 6,823,386 | | | | | | 0.4 | | |
1,284,412 | | | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | | | | | 1,725,126 | | | | | | 0.1 | | |
1,561,073 (2) | | | Freddie Mac Structured Pass-Through Certificates T-54 2A, 3.913%, 07/25/2033 | | | | | 1,641,369 | | | | | | 0.1 | | |
999,879 (2) | | | Freddie Mac Structured Pass-Through Certificates T-54 4A, 3.919%, 02/25/2043 | | | | | 1,073,220 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
103,440 (1) | | | Freddie Mac-Ginnie Mae Series 21 SA, 7.852%, (-1.000*US0001M + 8.000%), 10/25/2023 | | | | $ | 9,767 | | | | | | 0.0 | | |
5,075,000 | | | Freddie Mac REMICS 4059 DY, 3.500%, 06/15/2042 | | | | | 5,881,605 | | | | | | 0.4 | | |
8,834,409 | | | Freddie Mac REMICS 4159 LZ, 3.500%, 01/15/2043 | | | | | 9,996,482 | | | | | | 0.6 | | |
3,694,616 | | | Freddie Mac REMICS 4249 CS, 4.534%, (-0.750*US0001M + 4.650%), 09/15/2043 | | | | | 3,780,337 | | | | | | 0.2 | | |
2,877,185 | | | Freddie Mac REMICS 4274 US, 5.698%, (-1.000*US0001M + 5.850%), 10/15/2035 | | | | | 3,190,871 | | | | | | 0.2 | | |
9,618,729 | | | Freddie Mac REMICS 4367 MZ, 4.000%, 07/15/2044 | | | | | 11,557,258 | | | | | | 0.7 | | |
6,782,860 | | | Freddie Mac REMICS 4480 ZX, 4.000%, 11/15/2044 | | | | | 7,793,357 | | | | | | 0.5 | | |
6,067,209 | | | Freddie Mac REMICS 4764 CJ, 4.000%, 06/15/2045 | | | | | 6,246,366 | | | | | | 0.4 | | |
4,226,978 | | | Freddie Mac REMICS 4764 DA, 4.000%, 07/15/2045 | | | | | 4,355,401 | | | | | | 0.3 | | |
2,597,868 | | | Freddie Mac REMICS 5000 DC, 2.500%, 03/25/2040 | | | | | 2,798,729 | | | | | | 0.2 | | |
1,139,427 | | | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | | | | | 1,311,273 | | | | | | 0.1 | | |
5,491,131 | | | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | | | | | 6,982,227 | | | | | | 0.4 | | |
763,617 | | | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | | | | | 965,450 | | | | | | 0.1 | | |
595,529 | | | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | | | | | 823,269 | | | | | | 0.1 | | |
4,335,595 | | | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | | | | | 5,348,333 | | | | | | 0.3 | | |
629,760 | | | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | | | | | 721,508 | | | | | | 0.0 | | |
1,539,140 | | | Ginnie Mae 2009-H01 FA, 1.306%, (US0001M + 1.150%), 11/20/2059 | | | | | 1,552,927 | | | | | | 0.1 | | |
2,000,000 | | | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | | | | | 2,428,469 | | | | | | 0.2 | | |
4,074,703 | | | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | | | | | 4,436,774 | | | | | | 0.3 | | |
4,252,123 (3) | | | Ginnie Mae 2011-70 PO, 0.000%, 05/16/2041 | | | | | 3,987,460 | | | | | | 0.2 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,397,335 (1) | | | Ginnie Mae 2014-107 XS, 5.448%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | $ | 616,101 | | | | | | 0.0 | | |
1,643,643 (1) | | | Ginnie Mae 2014-96 SQ, 5.448%, (-1.000*US0001M + 5.600%), 07/16/2044 | | | | | 288,389 | | | | | | 0.0 | | |
10,231,369 | | | Ginnie Mae 2015-H13 FG, 0.555%, (US0001M + 0.400%), 04/20/2065 | | | | | 10,231,035 | | | | | | 0.6 | | |
20,276,671 (1) | | | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | | | | | 2,536,999 | | | | | | 0.2 | | |
1,426,234 (1) | | | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | | | | | 86,985 | | | | | | 0.0 | | |
18,523,177 | | | Ginnie Mae 2016-H20 FB, 0.705%, (US0001M + 0.550%), 09/20/2066 | | | | | 18,605,550 | | | | | | 1.1 | | |
1,481,378 (1) | | | Ginnie Mae 2018-78 IC, 4.000%, 02/20/2047 | | | | | 185,040 | | | | | | 0.0 | | |
3,141,815 | | | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/2033 | | | | | 3,473,796 | | | | | | 0.2 | | |
116,329 | | | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | | | | | 129,357 | | | | | | 0.0 | | |
1,065,008 | | | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | | | | | 1,179,555 | | | | | | 0.1 | | |
742,121 | | | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | | | | | 848,113 | | | | | | 0.1 | | |
366,189 (3) | | | Ginnie Mae Series 2004-37 OA, 0.000%, 04/17/2034 | | | | | 348,438 | | | | | | 0.0 | | |
2,797,217 | | | Ginnie Mae Series 2004-4 MG, 5.000%, 01/16/2034 | | | | | 3,137,547 | | | | | | 0.2 | | |
2,885,717 | | | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | | | | | 3,240,011 | | | | | | 0.2 | | |
1,146,380 (1) | | | Ginnie Mae Series 2004-98 SA, 6.544%, (-1.000*US0001M + 6.700%), 11/20/2034 | | | | | 293,934 | | | | | | 0.0 | | |
944,878 | | | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | | | | | 1,076,188 | | | | | | 0.1 | | |
273,487 (1) | | | Ginnie Mae Series 2005-25 SI, 6.000%, (-6.000*US0001M + 43.200%), 01/20/2034 | | | | | 41,225 | | | | | | 0.0 | | |
745,815 (1) | | | Ginnie Mae Series 2005-7 AH, 6.618%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 159,144 | | | | | | 0.0 | | |
880,906 (1) | | | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | | | | | 164,627 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
509,270 | | | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | | | | $ | 577,294 | | | | | | 0.0 | | |
238,877 | | | Ginnie Mae Series 2005-91 UP, 13.996%, (-2.000*US0001M + 14.300%), 09/16/2031 | | | | | 302,388 | | | | | | 0.0 | | |
8,452,803 | | | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | | | | | 9,718,868 | | | | | | 0.6 | | |
1,553,355 | | | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | | | | | 1,806,632 | | | | | | 0.1 | | |
7,775,191 (1) | | | Ginnie Mae Series 2006-26 TB, 0.250%, (-1.000*US0001M + 6.500%), 06/20/2036 | | | | | 74,327 | | | | | | 0.0 | | |
2,546,259 | | | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | | | | | 2,942,745 | | | | | | 0.2 | | |
1,763,335 (1) | | | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | | | | | 451,422 | | | | | | 0.0 | | |
9,237 | | | Ginnie Mae Series 2007-37 S, 24.742%, (-3.667*US0001M + 25.300%), 04/16/2037 | | | | | 9,465 | | | | | | 0.0 | | |
1,799,246 (3) | | | Ginnie Mae Series 2007-41 OL, 0.000%, 07/20/2037 | | | | | 1,647,405 | | | | | | 0.1 | | |
105,001 | | | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | | | | | 120,228 | | | | | | 0.0 | | |
332,181 | | | Ginnie Mae Series 2007-48 SY, 19.794%, (-3.000*US0001M + 20.250%), 08/16/2037 | | | | | 493,249 | | | | | | 0.0 | | |
1,993,913 (1) | | | Ginnie Mae Series 2007-53 SC, 6.344%, (-1.000*US0001M + 6.500%), 09/20/2037 | | | | | 487,911 | | | | | | 0.0 | | |
56,743 | | | Ginnie Mae Series 2007-53 SW, 19.736%, (-3.000*US0001M + 20.205%), 09/20/2037 | | | | | 85,999 | | | | | | 0.0 | | |
1,081,794 | | | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | | | | | 1,212,132 | | | | | | 0.1 | | |
3,021,657 | | | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | | | | | 3,615,998 | | | | | | 0.2 | | |
586,290 (1) | | | Ginnie Mae Series 2008-3 SA, 6.394%, (-1.000*US0001M + 6.550%), 01/20/2038 | | | | | 142,730 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,072,889 (1) | | | Ginnie Mae Series 2008-40 PS, 6.348%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | $ | 224,272 | | | | | | 0.0 | | |
2,580,972 (1) | | | Ginnie Mae Series 2008-82 SA, 5.844%, (-1.000*US0001M + 6.000%), 09/20/2038 | | | | | 567,840 | | | | | | 0.0 | | |
4,562,466 (1) | | | Ginnie Mae Series 2009-110 SA, 6.198%, (-1.000*US0001M + 6.350%), 04/16/2039 | | | | | 511,853 | | | | | | 0.0 | | |
813,378 | | | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | | | | | 975,316 | | | | | | 0.1 | | |
1,519,114 | | | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | | | | | 1,752,040 | | | | | | 0.1 | | |
1,029,000 | | | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | | | | | 1,239,416 | | | | | | 0.1 | | |
2,592,565 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 2,980,280 | | | | | | 0.2 | | |
2,393,757 | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 2,695,505 | | | | | | 0.2 | | |
3,184,621 | | | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | | | | | 3,670,074 | | | | | | 0.2 | | |
273,934 (1) | | | Ginnie Mae Series 2009-55 BI, 1.000%, (-25.000*US0001M + 162.500%), 06/16/2037 | | | | | 10,538 | | | | | | 0.0 | | |
1,991,819 | | | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | | | | | 2,668,517 | | | | | | 0.2 | | |
5,929,740 | | | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | | | | | 8,579,795 | | | | | | 0.5 | | |
3,405,172 | | | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | | | | | 4,469,453 | | | | | | 0.3 | | |
1,548,734 (1) | | | Ginnie Mae Series 2009-66 QS, 5.944%, (-1.000*US0001M + 6.100%), 07/20/2039 | | | | | 209,166 | | | | | | 0.0 | | |
866,645 (1) | | | Ginnie Mae Series 2009-77 SA, 5.998%, (-1.000*US0001M + 6.150%), 09/16/2039 | | | | | 187,366 | | | | | | 0.0 | | |
3,657,445 | | | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | | | | | 4,324,795 | | | | | | 0.3 | | |
1,033,313 | | | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | | | | | 1,415,246 | | | | | | 0.1 | | |
620,591 | | | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | | | | | 740,308 | | | | | | 0.0 | | |
1,465,476 | | | Ginnie Mae Series 2009-98 MZ, 5.000%, 10/16/2039 | | | | | 1,835,207 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,942,579 (1) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | $ | 218,849 | | | | | | 0.0 | | |
10,371,000 | | | Ginnie Mae Series 2010-113 BE, 4.500%, 09/20/2040 | | | | | 12,082,271 | | | | | | 0.7 | | |
1,641,004 (1) | | | Ginnie Mae Series 2010-116 NS, 6.498%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 329,866 | | | | | | 0.0 | | |
141,493 (1) | | | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | | | | | 10,623 | | | | | | 0.0 | | |
1,500,000 | | | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | | | | | 1,733,664 | | | | | | 0.1 | | |
3,146,778 | | | Ginnie Mae Series 2010-146 NL, 4.000%, 10/16/2039 | | | | | 3,275,916 | | | | | | 0.2 | | |
1,220,816 (1) | | | Ginnie Mae Series 2010-158 SA, 5.894%, (-1.000*US0001M + 6.050%), 12/20/2040 | | | | | 234,460 | | | | | | 0.0 | | |
1,476,023 | | | Ginnie Mae Series 2010-162 ZE, 4.000%, 12/16/2040 | | | | | 1,680,522 | | | | | | 0.1 | | |
16,660,249 (1) | | | Ginnie Mae Series 2010-166 GS, 5.844%, (-1.000*US0001M + 6.000%), 12/20/2040 | | | | | 2,872,179 | | | | | | 0.2 | | |
1,424,144 (1) | | | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | | | | | 100,343 | | | | | | 0.0 | | |
1,790,185 | | | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | | | | | 1,993,839 | | | | | | 0.1 | | |
2,849,503 | | | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | | | | | 3,054,687 | | | | | | 0.2 | | |
434,151 (1) | | | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | | | | | 39,227 | | | | | | 0.0 | | |
1,902,800 | | | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | | | | | 2,173,541 | | | | | | 0.1 | | |
1,941,495 (1) | | | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | | | | | 306,070 | | | | | | 0.0 | | |
5,241,521 | | | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | | | | | 6,311,643 | | | | | | 0.4 | | |
1,430,454 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 1,615,124 | | | | | | 0.1 | | |
4,281,130 | | | Ginnie Mae Series 2010-H01 FA, 0.990%, (US0001M + 0.820%), 01/20/2060 | | | | | 4,318,107 | | | | | | 0.3 | | |
10,447,506 | | | Ginnie Mae Series 2010-H10 FB, 1.170%, (US0001M + 1.000%), 05/20/2060 | | | | | 10,612,133 | | | | | | 0.7 | | |
6,086,803 | | | Ginnie Mae Series 2010-H10 FC, 1.170%, (US0001M + 1.000%), 05/20/2060 | | | | | 6,170,551 | | | | | | 0.4 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,608,333 | | | Ginnie Mae Series 2010-H20 AF, 0.485%, (US0001M + 0.330%), 10/20/2060 | | | | $ | 1,605,492 | | | | | | 0.1 | | |
336,327 (1) | | | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | | | | | 43,989 | | | | | | 0.0 | | |
3,766,503 (1) | | | Ginnie Mae Series 2011-141 PS, 6.548%, (-1.000*US0001M + 6.700%), 06/16/2041 | | | | | 739,374 | | | | | | 0.0 | | |
100,013 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 111,334 | | | | | | 0.0 | | |
246,611 (2) | | | Ginnie Mae Series 2011-169 BG, 5.433%, 04/16/2039 | | | | | 276,708 | | | | | | 0.0 | | |
7,326,826 | | | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | | | | | 8,070,137 | | | | | | 0.5 | | |
1,849,190 | | | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | | | | | 2,007,565 | | | | | | 0.1 | | |
3,832,637 (1) | | | Ginnie Mae Series 2011-73 LS, 6.534%, (-1.000*US0001M + 6.690%), 08/20/2039 | | | | | 285,916 | | | | | | 0.0 | | |
3,765,551 | | | Ginnie Mae Series 2011-89 Z, 3.500%, 06/20/2041 | | | | | 4,133,300 | | | | | | 0.3 | | |
2,845,955 | | | Ginnie Mae Series 2011-H03 FA, 0.655%, (US0001M + 0.500%), 01/20/2061 | | | | | 2,852,961 | | | | | | 0.2 | | |
1,056,453 | | | Ginnie Mae Series 2011-H07 FA, 0.655%, (US0001M + 0.500%), 02/20/2061 | | | | | 1,058,191 | | | | | | 0.1 | | |
809,604 | | | Ginnie Mae Series 2011-H11 FB, 0.655%, (US0001M + 0.500%), 04/20/2061 | | | | | 811,420 | | | | | | 0.1 | | |
941,830 (1) | | | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | | | | | 28,990 | | | | | | 0.0 | | |
2,281,366 (1) | | | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | | | | | 148,884 | | | | | | 0.0 | | |
519,093 (1) | | | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | | | | | 38,429 | | | | | | 0.0 | | |
6,431,933 (1) | | | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | | | | | 325,849 | | | | | | 0.0 | | |
538,216 (1) | | | Ginnie Mae Series 2012-34 MS, 6.548%, (-1.000*US0001M + 6.700%), 04/16/2041 | | | | | 83,693 | | | | | | 0.0 | | |
23,377 | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 23,528 | | | | | | 0.0 | | |
4,247,673 (1) | | | Ginnie Mae Series 2012-48 SA, 6.498%, (-1.000*US0001M + 6.650%), 04/16/2042 | | | | | 1,039,178 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,940,811 (1) | | | Ginnie Mae Series 2012-60 SG, 5.948%, (-1.000*US0001M + 6.100%), 05/16/2042 | | | | $ | 1,397,962 | | | | | | 0.1 | | |
1,417,591 (1) | | | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/2041 | | | | | 163,289 | | | | | | 0.0 | | |
1,933,823 | | | Ginnie Mae Series 2012-H11 VA, 0.805%, (US0001M + 0.650%), 05/20/2062 | | | | | 1,949,048 | | | | | | 0.1 | | |
18,624,870 | | | Ginnie Mae Series 2012-H12 FB, 1.205%, (US0001M + 1.050%), 02/20/2062 | | | | | 18,877,959 | | | | | | 1.2 | | |
1,131,827 | | | Ginnie Mae Series 2012-H14 FK, 0.735%, (US0001M + 0.580%), 07/20/2062 | | | | | 1,135,833 | | | | | | 0.1 | | |
8,766,785 | | | Ginnie Mae Series 2012-H20 BA, 0.715%, (US0001M + 0.560%), 09/20/2062 | | | | | 8,793,311 | | | | | | 0.5 | | |
1,644,683 | | | Ginnie Mae Series 2012-H31 FD, 0.495%, (US0001M + 0.340%), 12/20/2062 | | | | | 1,642,026 | | | | | | 0.1 | | |
7,000,000 | | | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | | | | | 8,163,987 | | | | | | 0.5 | | |
1,390,095 | | | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | | | | | 1,514,400 | | | | | | 0.1 | | |
1,900,000 (1) | | | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | | | | | 397,212 | | | | | | 0.0 | | |
1,050,166 (1) | | | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | | | | | 111,735 | | | | | | 0.0 | | |
5,432,632 (1) | | | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | | | | | 777,906 | | | | | | 0.1 | | |
2,304,241 (1) | | | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | | | | | 93,335 | | | | | | 0.0 | | |
2,247,190 | | | Ginnie Mae Series 2013-H08 BF, 0.555%, (US0001M + 0.400%), 03/20/2063 | | | | | 2,246,461 | | | | | | 0.1 | | |
3,174,904 | | | Ginnie Mae Series 2013-H10 FT, 0.580%, (H15T1Y + 0.450%), 04/20/2063 | | | | | 3,150,233 | | | | | | 0.2 | | |
4,822,933 | | | Ginnie Mae Series 2013-H14 FC, 0.625%, (US0001M + 0.470%), 06/20/2063 | | | | | 4,829,436 | | | | | | 0.3 | | |
848,820 | | | Ginnie Mae Series 2013-H18 BA, 0.755%, (US0001M + 0.600%), 07/20/2063 | | | | | 852,625 | | | | | | 0.1 | | |
4,020,432 | | | Ginnie Mae Series 2013-H19 DF, 0.805%, (US0001M + 0.650%), 05/20/2063 | | | | | 4,039,982 | | | | | | 0.3 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,613,798 | | | Ginnie Mae Series 2013-H20 FB, 1.155%, (US0001M + 1.000%), 08/20/2063 | | | | $ | 2,639,586 | | | | | | 0.2 | | |
3,465,018 | | | Ginnie Mae Series 2013-H23 FA, 1.455%, (US0001M + 1.300%), 09/20/2063 | | | | | 3,521,308 | | | | | | 0.2 | | |
466,693 | | | Ginnie Mae Series 2013-H24 FB, 0.885%, (US0001M + 0.730%), 09/20/2063 | | | | | 469,359 | | | | | | 0.0 | | |
2,793,200 | | | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | | | | | 3,303,124 | | | | | | 0.2 | | |
8,947,594 | | | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | | | | | 9,771,866 | | | | | | 0.6 | | |
1,807,715 (1) | | | Ginnie Mae Series 2014-183 IM, 5.000%, 06/20/2035 | | | | | 317,643 | | | | | | 0.0 | | |
2,695,698 (1) | | | Ginnie Mae Series 2014-30 ES, 4.844%, (-1.000*US0001M + 5.000%), 03/20/2040 | | | | | 411,479 | | | | | | 0.0 | | |
7,993,883 | | | Ginnie Mae Series 2014-H05 FB, 0.755%, (US0001M + 0.600%), 12/20/2063 | | | | | 8,029,687 | | | | | | 0.5 | | |
9,920,963 (2) | | | Ginnie Mae Series 2015-10 Q, 2.329%, 10/20/2044 | | | | | 10,745,153 | | | | | | 0.7 | | |
2,364,266 (1) | | | Ginnie Mae Series 2015-141 IX, 2.030%, (-0.714*US0001M + 2.142%), 06/20/2045 | | | | | 222,364 | | | | | | 0.0 | | |
12,125,000 | | | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | | | | | 13,807,290 | | | | | | 0.8 | | |
2,761,499 (1) | | | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | | | | | 272,282 | | | | | | 0.0 | | |
8,275,812 | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 8,816,646 | | | | | | 0.5 | | |
3,408,441 | | | Ginnie Mae Series 2015-H31 FT, 0.805%, (US0001M + 0.650%), 11/20/2065 | | | | | 3,423,674 | | | | | | 0.2 | | |
11,843,311 (1) | | | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | | | | | 1,472,153 | | | | | | 0.1 | | |
5,269,756 (2) | | | Ginnie Mae Series 2016-5 AB, 4.682%, 01/20/2046 | | | | | 6,013,063 | | | | | | 0.4 | | |
7,907,473 | | | Ginnie Mae Series 2016-H08 FT, 0.875%, (US0001M + 0.720%), 02/20/2066 | | | | | 7,955,074 | | | | | | 0.5 | | |
2,890,000 | | | Ginnie Mae Series 2017-162 PL, 3.000%, 10/20/2047 | | | | | 3,143,663 | | | | | | 0.2 | | |
2,369,410 | | | Ginnie Mae Series 2017-H19 FA, 0.605%, (US0001M + 0.450%), 08/20/2067 | | | | | 2,371,646 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
35,044,122 | | | Ginnie Mae Series 2017-H23 FC, 0.605%, (US0001M + 0.450%), 11/20/2067 | | | | $ | 35,086,301 | | | | | | 2.1 | | |
2,951,900 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 3,150,948 | | | | | | 0.2 | | |
1,895,144 | | | Ginnie Mae Series 2019-29 AI, 5.000%, 07/20/2048 | | | | | 313,587 | | | | | | 0.0 | | |
3,351,231 | | | Ginnie Mae Series 2009-118 XZ, 5.000%, 12/20/2039 | | | | | 3,808,550 | | | | | | 0.2 | | |
6,987,753 | | | Ginnie Mae Series 2010-117 ZQ, 4.500%, 09/20/2040 | | | | | 8,157,287 | | | | | | 0.5 | | |
850,149 | | | Ginnie Mae Series 2011-128 TF, 0.602%, (US0001M + 0.450%), 05/16/2041 | | | | | 855,765 | | | | | | 0.1 | | |
5,916,717 | | | Ginnie Mae Series 2011-69 HW, 4.000%, 04/20/2040 | | | | | 6,187,800 | | | | | | 0.4 | | |
1,940,836 | | | Ginnie Mae Series 2011-H01 AF, 0.605%, (US0001M + 0.450%), 11/20/2060 | | | | | 1,943,195 | | | | | | 0.1 | | |
2,031,849 | | | Ginnie Mae Series 2011-H20 FA, 0.705%, (US0001M + 0.550%), 09/20/2061 | | | | | 2,039,293 | | | | | | 0.1 | | |
6,311,363 | | | Ginnie Mae Series 2012-77 FE, 0.542%, (US0001M + 0.390%), 05/16/2041 | | | | | 6,343,305 | | | | | | 0.4 | | |
1,378,714 (1) | | | Ginnie Mae Series 2012-93 NS, 5.944%, (-1.000*US0001M + 6.100%), 07/20/2042 | | | | | 265,697 | | | | | | 0.0 | | |
10,754,076 | | | Ginnie Mae Series 2012-H08 FA, 0.755%, (US0001M + 0.600%), 01/20/2062 | | | | | 10,802,930 | | | | | | 0.7 | | |
4,335,365 | | | Ginnie Mae Series 2012-H08 FB, 0.755%, (US0001M + 0.600%), 03/20/2062 | | | | | 4,352,323 | | | | | | 0.3 | | |
1,505,112 | | | Ginnie Mae Series 2012-H11 GA, 0.735%, (US0001M + 0.580%), 05/20/2062 | | | | | 1,510,220 | | | | | | 0.1 | | |
2,843,941 | | | Ginnie Mae Series 2012-H12 FA, 0.705%, (US0001M + 0.550%), 04/20/2062 | | | | | 2,852,636 | | | | | | 0.2 | | |
2,999,486 | | | Ginnie Mae Series 2012-H20 PT, 1.011%, (US0001M + 0.005%), 07/20/2062 | | | | | 2,997,490 | | | | | | 0.2 | | |
3,585,918 | | | Ginnie Mae Series 2012-H26 BA, 0.505%, (US0001M + 0.350%), 10/20/2062 | | | | | 3,581,781 | | | | | | 0.2 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
377,232 | | | Ginnie Mae Series 2012-H29 FA, 0.670%, (US0001M + 0.515%), 10/20/2062 | | | | $ | 378,095 | | | | | | 0.0 | | |
1,733,190 | | | Ginnie Mae Series 2012-H30 GA, 0.505%, (US0001M + 0.350%), 12/20/2062 | | | | | 1,731,318 | | | | | | 0.1 | | |
652,312 | | | Ginnie Mae Series 2013-62 KS, 3.844%, (-1.000*US0001M + 4.000%), 03/20/2043 | | | | | 646,048 | | | | | | 0.0 | | |
1,354,503 (1) | | | Ginnie Mae Series 2013-88 AI, 5.693%, (-1.000*US0001M + 5.850%), 06/20/2043 | | | | | 266,700 | | | | | | 0.0 | | |
1,930,340 (1) | | | Ginnie Mae Series 2013-99 SK, 5.743%, (-1.000*US0001M + 5.900%), 07/20/2043 | | | | | 364,002 | | | | | | 0.0 | | |
2,497,648 | | | Ginnie Mae Series 2013-H02 FD, 0.495%, (US0001M + 0.340%), 12/20/2062 | | | | | 2,494,481 | | | | | | 0.2 | | |
502,685 | | | Ginnie Mae Series 2013-H07 HA, 0.565%, (US0001M + 0.410%), 03/20/2063 | | | | | 502,782 | | | | | | 0.0 | | |
1,991,668 | | | Ginnie Mae Series 2013-H13 FS, 1.155%, (US0001M + 1.000%), 06/20/2063 | | | | | 2,030,955 | | | | | | 0.1 | | |
1,520,074 | | | Ginnie Mae Series 2013-H14 FD, 0.625%, (US0001M + 0.470%), 06/20/2063 | | | | | 1,522,221 | | | | | | 0.1 | | |
1,358,948 | | | Ginnie Mae Series 2013-H14 FG, 0.625%, (US0001M + 0.470%), 05/20/2063 | | | | | 1,360,984 | | | | | | 0.1 | | |
1,195,005 | | | Ginnie Mae Series 2013-H15 FA, 0.695%, (US0001M + 0.540%), 06/20/2063 | | | | | 1,198,259 | | | | | | 0.1 | | |
3,418,900 | | | Ginnie Mae Series 2013-H17 FA, 0.705%, (US0001M + 0.550%), 07/20/2063 | | | | | 3,427,738 | | | | | | 0.2 | | |
1,613,216 | | | Ginnie Mae Series 2013-H18 EA, 0.655%, (US0001M + 0.500%), 07/20/2063 | | | | | 1,616,383 | | | | | | 0.1 | | |
2,565,873 | | | Ginnie Mae Series 2013-H18 FA, 0.655%, (US0001M + 0.500%), 06/20/2063 | | | | | 2,571,770 | | | | | | 0.2 | | |
1,204,595 | | | Ginnie Mae Series 2013-H21 FB, 0.855%, (US0001M + 0.700%), 09/20/2063 | | | | | 1,212,113 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,097,630 | | | Ginnie Mae Series 2013-H22 FB, 0.855%, (US0001M + 0.700%), 08/20/2063 | | | | $ | 2,110,012 | | | | | | 0.1 | | |
2,256,021 (1) | | | Ginnie Mae Series 2014-129 WS, 5.743%, (-1.000*US0001M + 5.900%), 09/20/2044 | | | | | 427,565 | | | | | | 0.0 | | |
2,376,650 (1) | | | Ginnie Mae Series 2014-161 WS, 5.743%, (-1.000*US0001M + 5.900%), 11/20/2044 | | | | | 430,894 | | | | | | 0.0 | | |
9,793,905 | | | Ginnie Mae Series 2014-H03 FS, 0.805%, (US0001M + 0.650%), 02/20/2064 | | | | | 9,862,465 | | | | | | 0.6 | | |
2,047,645 | | | Ginnie Mae Series 2014-H06 FA, 0.725%, (US0001M + 0.570%), 03/20/2064 | | | | | 2,055,323 | | | | | | 0.1 | | |
811,248 | | | Ginnie Mae Series 2014-H06 HB, 0.805%, (US0001M + 0.650%), 03/20/2064 | | | | | 815,921 | | | | | | 0.1 | | |
3,511,234 | | | Ginnie Mae Series 2014-H11 VA, 0.655%, (US0001M + 0.500%), 06/20/2064 | | | | | 3,524,234 | | | | | | 0.2 | | |
3,759,868 | | | Ginnie Mae Series 2014-H15 FA, 0.655%, (US0001M + 0.500%), 07/20/2064 | | | | | 3,773,517 | | | | | | 0.2 | | |
1,718,869 | | | Ginnie Mae Series 2014-H21 FA, 0.805%, (US0001M + 0.650%), 10/20/2064 | | | | | 1,732,407 | | | | | | 0.1 | | |
3,856,372 | | | Ginnie Mae Series 2015-165 ZA, 3.500%, 07/20/2045 | | | | | 4,180,414 | | | | | | 0.3 | | |
2,984,743 | | | Ginnie Mae Series 2015-H03 FA, 0.655%, (US0001M + 0.500%), 12/20/2064 | | | | | 2,991,310 | | | | | | 0.2 | | |
3,497,390 | | | Ginnie Mae Series 2015-H05 FC, 0.635%, (US0001M + 0.480%), 02/20/2065 | | | | | 3,494,519 | | | | | | 0.2 | | |
1,928,383 | | | Ginnie Mae Series 2015-H06 FA, 0.635%, (US0001M + 0.480%), 02/20/2065 | | | | | 1,932,886 | | | | | | 0.1 | | |
2,222,067 | | | Ginnie Mae Series 2015-H08 FB, 0.785%, (US0001M + 0.630%), 03/20/2065 | | | | | 2,236,974 | | | | | | 0.1 | | |
2,628,003 | | | Ginnie Mae Series 2015-H08 FC, 0.635%, (US0001M + 0.480%), 03/20/2065 | | | | | 2,635,193 | | | | | | 0.2 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,087,702 | | | Ginnie Mae Series 2015-H09 FA, 0.775%, (US0001M + 0.620%), 04/20/2065 | | | | $ | 4,114,671 | | | | | | 0.3 | | |
7,454,323 | | | Ginnie Mae Series 2015-H10 FA, 0.755%, (US0001M + 0.600%), 04/20/2065 | | | | | 7,497,348 | | | | | | 0.5 | | |
2,380,762 | | | Ginnie Mae Series 2015-H10 FH, 0.755%, (US0001M + 0.600%), 04/20/2065 | | | | | 2,394,135 | | | | | | 0.1 | | |
2,392,940 | | | Ginnie Mae Series 2015-H12 FL, 0.385%, (US0001M + 0.230%), 05/20/2065 | | | | | 2,383,443 | | | | | | 0.1 | | |
1,008,543 | | | Ginnie Mae Series 2015-H18 FB, 0.755%, (US0001M + 0.600%), 07/20/2065 | | | | | 1,014,490 | | | | | | 0.1 | | |
1,214,121 | | | Ginnie Mae Series 2015-H20 FB, 0.755%, (US0001M + 0.600%), 08/20/2065 | | | | | 1,221,469 | | | | | | 0.1 | | |
2,147,866 | | | Ginnie Mae Series 2015-H22 FC, 0.755%, (US0001M + 0.600%), 09/20/2065 | | | | | 2,161,221 | | | | | | 0.1 | | |
1,308,714 | | | Ginnie Mae Series 2015-H26 FA, 0.675%, (US0001M + 0.520%), 10/20/2065 | | | | | 1,314,632 | | | | | | 0.1 | | |
4,447,202 | | | Ginnie Mae Series 2015-H26 FC, 0.755%, (US0001M + 0.600%), 08/20/2065 | | | | | 4,462,337 | | | | | | 0.3 | | |
331,853 | | | Ginnie Mae Series 2015-H26 FG, 0.675%, (US0001M + 0.520%), 10/20/2065 | | | | | 333,320 | | | | | | 0.0 | | |
2,266,979 | | | Ginnie Mae Series 2015-H27 FA, 0.905%, (US0001M + 0.750%), 09/20/2065 | | | | | 2,292,953 | | | | | | 0.1 | | |
1,464,457 | | | Ginnie Mae Series 2015-H30 FE, 0.755%, (US0001M + 0.600%), 11/20/2065 | | | | | 1,475,563 | | | | | | 0.1 | | |
9,341,057 (1) | | | Ginnie Mae Series 2016-20 BS, 5.944%, (-1.000*US0001M + 6.100%), 02/20/2046 | | | | | 2,024,561 | | | | | | 0.1 | | |
983,398 | | | Ginnie Mae Series 2016-H01 FL, 0.805%, (US0001M + 0.650%), 12/20/2065 | | | | | 988,145 | | | | | | 0.1 | | |
3,459,473 | | | Ginnie Mae Series 2016-H04 FK, 1.205%, (US0001M + 1.050%), 02/20/2066 | | | | | 3,516,634 | | | | | | 0.2 | | |
75,173 | | | Ginnie Mae Series 2016-H07 FK, 1.155%, (US0001M + 1.000%), 03/20/2066 | | | | | 76,778 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,394,621 | | | Ginnie Mae Series 2016-H09 FB, 1.055%, (US0001M + 0.900%), 04/20/2066 | | | | $ | 1,419,166 | | | | | | 0.1 | | |
771,333 | | | Ginnie Mae Series 2016-H10 FJ, 0.755%, (US0001M + 0.600%), 04/20/2066 | | | | | 771,869 | | | | | | 0.1 | | |
2,370,032 | | | Ginnie Mae Series 2016-H11 F, 0.955%, (US0001M + 0.800%), 05/20/2066 | | | | | 2,402,489 | | | | | | 0.1 | | |
1,321,514 | | | Ginnie Mae Series 2016-H11 FE, 1.005%, (US0001M + 0.850%), 04/20/2066 | | | | | 1,342,863 | | | | | | 0.1 | | |
3,832,315 | | | Ginnie Mae Series 2016-H13 FD, 0.580%, (H15T1Y + 0.450%), 05/20/2066 | | | | | 3,803,463 | | | | | | 0.2 | | |
1,199,591 | | | Ginnie Mae Series 2016-H13 FT, 0.735%, (US0001M + 0.580%), 05/20/2066 | | | | | 1,202,684 | | | | | | 0.1 | | |
517,499 | | | Ginnie Mae Series 2016-H20 FG, 0.855%, (US0001M + 0.700%), 08/20/2066 | | | | | 520,427 | | | | | | 0.0 | | |
3,515,463 | | | Ginnie Mae Series 2017-107 QZ, 3.000%, 08/20/2045 | | | | | 3,795,013 | | | | | | 0.2 | | |
2,802,846 | | | Ginnie Mae Series 2017-56 HM, 3.000%, 12/20/2046 | | | | | 2,977,115 | | | | | | 0.2 | | |
4,681,070 | | | Ginnie Mae Series 2017-56 JZ, 3.000%, 04/20/2047 | | | | | 5,245,120 | | | | | | 0.3 | | |
183,162 | | | Ginnie Mae Series 2017-H05 FC, 0.905%, (US0001M + 0.750%), 02/20/2067 | | | | | 185,490 | | | | | | 0.0 | | |
216,941 | | | Ginnie Mae Series 2017-H14 FD, 0.625%, (US0001M + 0.470%), 06/20/2067 | | | | | 217,404 | | | | | | 0.0 | | |
1,802,250 | | | Ginnie Mae Series 2017-H14 FV, 0.655%, (US0001M + 0.500%), 06/20/2067 | | | | | 1,808,481 | | | | | | 0.1 | | |
2,981,999 | | | Ginnie Mae Series 2017-H17 FG, 0.655%, (US0001M + 0.500%), 08/20/2067 | | | | | 2,989,520 | | | | | | 0.2 | | |
3,718,007 | | | Ginnie Mae Series 2018-H04 FM, 0.455%, (US0001M + 0.300%), 03/20/2068 | | | | | 3,707,095 | | | | | | 0.2 | | |
7,919,248 | | | Ginnie Mae Series 2018-H14 FG, 0.505%, (US0001M + 0.350%), 09/20/2068 | | | | | 7,911,723 | | | | | | 0.5 | | |
9,411,998 | | | Ginnie Mae Series 2018-H18 FC, 0.505%, (US0001M + 0.350%), 08/20/2065 | | | | | 9,400,533 | | | | | | 0.6 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,703,240 | | | Ginnie Mae Series 2019-1 Z, 4.000%, 01/20/2049 | | | | $ | 6,179,288 | | | | | | 0.4 | | |
8,852,135 | | | Ginnie Mae Series 2019-100 FD, 0.556%, (US0001M + 0.400%), 08/20/2049 | | | | | 8,870,317 | | | | | | 0.5 | | |
12,000,000 (1) | | | Ginnie Mae Series 2019-56 YI, 5.000%, 05/20/2049 | | | | | 4,007,494 | | | | | | 0.2 | | |
1,555,337 | | | Ginnie Mae Series 2019-H01 FJ, 0.455%, (US0001M + 0.300%), 09/20/2068 | | | | | 1,552,652 | | | | | | 0.1 | | |
1,475,334 | | | Ginnie Mae Series 2019-H01 FL, 0.605%, (US0001M + 0.450%), 12/20/2068 | | | | | 1,475,339 | | | | | | 0.1 | | |
5,243,008 | �� | | Ginnie Mae Series 2019-H05 FL, 0.635%, (US0001M + 0.480%), 03/20/2069 | | | | | 5,242,734 | | | | | | 0.3 | | |
3,957,825 | | | Ginnie Mae Series 2019-H19 FB, 0.605%, (US0001M + 0.450%), 11/20/2069 | | | | | 3,962,638 | | | | | | 0.2 | | |
2,149,839 | | | Ginnie Mae Series 2020-H01 FT, 2.036%, (H15T1Y + 0.500%), 01/20/2070 | | | | | 2,136,334 | | | | | | 0.1 | | |
10,216,447 | | | Ginnie Mae Series 2020-H10 FD, 0.556%, (US0001M + 0.400%), 05/20/2070 | | | | | 10,216,206 | | | | | | 0.6 | | |
18,508,324 | | | Other Securities | | | | | 21,271,850 | | | | | | 1.3 | | |
| | | Total Collateralized Mortgage Obligations (Cost $849,219,591) | | | | | 878,404,271 | | | | | | 53.4 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 60.1% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 1.8%(4) | | ||||||||||||
6,850,131 | | | 3.500%,11/01/2048 | | | | | 7,553,944 | | | | | | 0.5 | | |
19,684,526 | | | 3.500%-8.000%, 01/01/2030-03/01/2048 | | | | | 21,400,357 | | | | | | 1.3 | | |
| | | | | | | | 28,954,301 | | | | | | 1.8 | | |
| | | Federal National Mortgage Association: 0.8%(4) | | ||||||||||||
7,614,064 | | | 4.000%,07/01/2056 | | | | | 8,568,677 | | | | | | 0.5 | | |
3,584,149 | | | 5.290%-6.600%, 07/01/2027-05/01/2048 | | | | | 3,884,457 | | | | | | 0.3 | | |
| | | | | | | | 12,453,134 | | | | | | 0.8 | | |
| | | Government National Mortgage Association: 53.0% | | ||||||||||||
264,269,000 (5) | | | 2.000%,10/20/2050 | | | | | 274,530,071 | | | | | | 16.7 | | |
19,419,341 | | | 3.000%,07/20/2050 | | | | | 20,491,620 | | | | | | 1.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
46,390,713 | | | 3.000%,08/20/2050 | | | | $ | 49,038,000 | | | | | | 3.0 | | |
39,604,000 (5) | | | 3.000%,11/19/2050 | | | | | 41,451,155 | | | | | | 2.5 | | |
8,340,561 | | | 3.500%,03/20/2047 | | | | | 8,910,100 | | | | | | 0.5 | | |
46,281,405 | | | 3.500%,12/20/2047 | | | | | 49,539,104 | | | | | | 3.0 | | |
15,009,146 | | | 3.500%,01/20/2048 | | | | | 16,059,789 | | | | | | 1.0 | | |
10,559,192 | | | 3.500%,02/20/2048 | | | | | 11,287,960 | | | | | | 0.7 | | |
20,994,520 | | | 3.500%,03/20/2048 | | | | | 22,553,559 | | | | | | 1.4 | | |
12,564,391 | | | 3.500%,01/20/2050 | | | | | 13,217,117 | | | | | | 0.8 | | |
8,622,373 | | | 4.000%,08/20/2042 | | | | | 9,476,638 | | | | | | 0.6 | | |
56,000,000 (5) | | | 4.000%,10/20/2049 | | | | | 59,504,375 | | | | | | 3.6 | | |
19,840,787 | | | 4.500%,11/20/2049 | | | | | 21,242,895 | | | | | | 1.3 | | |
26,650,202 | | | 4.500%,12/20/2049 | | | | | 28,551,374 | | | | | | 1.7 | | |
125,600,000 (5) | | | 5.000%,11/19/2050 | | | | | 131,649,405 | | | | | | 8.0 | | |
105,524,043 | | | 3.000%-7.500%, 01/15/2024-02/20/2050 | | | | | 114,390,544 | | | | | | 6.9 | | |
| | | | | | | | 871,893,706 | | | | | | 53.0 | | |
| | | Uniform Mortgage-Backed Securities: 4.5% | | ||||||||||||
12,994,000 (5) | | | 2.500%,10/25/2050 | | | | | 13,629,488 | | | | | | 0.8 | | |
722,328 | | | 4.000%,08/01/2046 | | | | | 791,057 | | | | | | 0.1 | | |
31,485,000 (5) | | | 2.000%,12/14/2050 | | | | | 32,472,282 | | | | | | 2.0 | | |
7,255,396 | | | 3.500%,12/01/2047 | | | | | 7,686,862 | | | | | | 0.4 | | |
10,148,394 | | | 4.000%,05/01/2042 | | | | | 11,295,086 | | | | | | 0.7 | | |
7,905,838 | | | 4.000%-7.500%, 05/01/2028-05/01/2045 | | | | | 8,752,042 | | | | | | 0.5 | | |
| | | | | | | | 74,626,817 | | | | | | 4.5 | | |
| | | Total U.S. Government Agency Obligations (Cost $973,469,567) | | | | | 987,927,958 | | | | | | 60.1 | | |
ASSET-BACKED SECURITIES: 0.2% | | |||||||||||||||
| | | Other Asset-Backed Securities: 0.2% | | ||||||||||||
149,092 (2) | | | Fannie Mae Grantor Trust 2003-T4 2A6, 4.677%, 07/26/2033 | | | | | 153,267 | | | | | | 0.0 | | |
92,352 (2) | | | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/2032 | | | | | 101,437 | | | | | | 0.0 | | |
45,684 (2) | | | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | | | | | 45,701 | | | | | | 0.0 | | |
48,763 (2) | | | Fannie Mae REMIC Trust 2002-W2 AF6, 6.493%, 05/25/2032 | | | | | 52,835 | | | | | | 0.0 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,049,843 | | | Fannie Mae Grantor Trust 2001-T9 A1, 0.368%, (US0001M + 0.220%)%, 09/25/2031 | | | | $ | 2,018,992 | | | | | | 0.2 | | |
| | | Total Asset-Backed Securities (Cost $2,362,889) | | | | | 2,372,232 | | | | | | 0.2 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.1% | | |||||||||||||||
373,644 (2) | | | Ginnie Mae 2004-23 Z, 5.689%, 03/16/2044 | | | | | 412,426 | | | | | | 0.0 | | |
4,973,554 (1)(2) | | | Ginnie Mae 2006-67 IO, 0.479%, 11/16/2046 | | | | | 14,816 | | | | | | 0.0 | | |
374,083 (2) | | | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | | | | | 409,110 | | | | | | 0.0 | | |
643,158 | | | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | | | | | 690,674 | | | | | | 0.1 | | |
234,778 (1)(2) | | | Ginnie Mae 2008-45 IO, 0.853%, 02/16/2048 | | | | | 311 | | | | | | 0.0 | | |
381,340 (2) | | | Ginnie Mae 2009-115 D, 4.602%, 01/16/2050 | | | | | 401,453 | | | | | | 0.0 | | |
1,833,774 (1)(2) | | | Ginnie Mae 2010-122 IO, 0.248%, 02/16/2044 | | | | | 2,739 | | | | | | 0.0 | | |
62,579 (1)(2) | | | Ginnie Mae 2010-123 IA, 2.050%, 10/16/2052 | | | | | 694 | | | | | | 0.0 | | |
17,675,669 (1)(2) | | | Ginnie Mae 2011-47 IO, 0.091%, 01/16/2051 | | | | | 31,346 | | | | | | 0.0 | | |
172,623 (2) | | | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | | | | | 177,703 | | | | | | 0.0 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $2,335,913) | | | | | 2,141,272 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $1,827,387,960) | | | | | 1,870,845,733 | | | | | | 113.8 | | |
SHORT-TERM INVESTMENTS: 19.8% | | |||||||||||||||
| | | U.S. Treasury Bills: 19.8% | | ||||||||||||
21,000,000 (6) | | | United States Treasury Bill, 0.050%, 10/06/2020 | | | | | 20,999,832 | | | | | | 1.3 | | |
3,288,000 (6) | | | United States Treasury Bill, 0.050%, 10/08/2020 | | | | | 3,287,965 | | | | | | 0.2 | | |
28,975,000 (6) | | | United States Treasury Bill, 0.060%, 10/13/2020 | | | | | 28,974,433 | | | | | | 1.8 | | |
4,200,000 (6) | | | United States Treasury Bill, 0.070%, 10/20/2020 | | | | | 4,199,837 | | | | | | 0.3 | | |
48,000,000 (6) | | | United States Treasury Bill, 0.070%, 10/27/2020 | | | | | 47,997,573 | | | | | | 2.9 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | U.S. Treasury Bills (continued) | | ||||||||||||
190,000,000 (6) | | | United States Treasury Bill, 0.080%, 11/03/2020 | | | | $ | 189,985,579 | | | | | | 11.5 | | |
30,350,000 (6) | | | United States Treasury Bill, 0.090%, 11/27/2020 | | | | | 30,345,675 | | | | | | 1.8 | | |
| | | Total U.S. Treasury Bills | | | | | | | | | | | | | |
| | | Total Short-Term Investments (Cost $325,787,500) | | | | | 325,790,894 | | | | | | 19.8 | | |
| | | Total Investments in Securities | | ||||||||||||
| | | (Cost $2,153,175,460) | | | | $ | 2,196,636,627 | | | | | | 133.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (552,406,443) | | | | | | (33.6) | | |
| | | Net Assets | | | | $ | 1,644,230,184 | | | | | | 100.0 | | |
|
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| US0001M | | | 1-month LIBOR | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateralized Mortgage Obligations | | | | $ | — | | | | | $ | 878,404,271 | | | | | $ | — | | | | | $ | 878,404,271 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 987,927,958 | | | | | | — | | | | | | 987,927,958 | | |
Asset-Backed Securities | | | | | — | | | | | | 2,372,232 | | | | | | — | | | | | | 2,372,232 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 2,141,272 | | | | | | — | | | | | | 2,141,272 | | |
Short-Term Investments | | | | | — | | | | | | 325,790,894 | | | | | | — | | �� | | | | 325,790,894 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 2,196,636,627 | | | | | $ | — | | | | | $ | 2,196,636,627 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 656,468 | | | | | | — | | | | | | — | | | | | | 656,468 | | |
Total Assets | | | | $ | 656,468 | | | | | $ | 2,196,636,627 | | | | | $ | — | | | | | $ | 2,197,293,095 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (333,279) | | | | | $ | — | | | | | $ | — | | | | | $ | (333,279) | | |
Total Liabilities | | | | $ | (333,279) | | | | | $ | — | | | | | $ | — | | | | | $ | (333,279) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 144 | | | | | | 12/31/20 | | | | | $ | 31,818,375 | | | | | $ | 13,236 | | |
| | | | | | | | | | | | | | | | $ | 31,818,375 | | | | | $ | 13,236 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (1,019) | | | | | | 12/21/20 | | | | | | (142,182,344) | | | | | | (154,800) | | |
U.S. Treasury 5-Year Note | | | | | (312) | | | | | | 12/31/20 | | | | | | (39,321,750) | | | | | | (37,162) | | |
U.S. Treasury Long Bond | | | | | (457) | | | | | | 12/21/20 | | | | | | (80,560,531) | | | | | | 360,240 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (273) | | | | | | 12/21/20 | | | | | | (43,658,672) | | | | | | (141,317) | | |
U.S. Treasury Ultra Long Bond | | | | | (82) | | | | | | 12/21/20 | | | | | | (18,188,625) | | | | | | 282,992 | | |
| | | | | | | | | | | | | | | | $ | (323,911,922) | | | | | $ | 309,953 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 656,468 | | |
Total Asset Derivatives | | | | | | | $ | 656,468 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 333,279 | | |
Total Liability Derivatives | | | | | | | $ | 333,279 | | |
Voya GNMA Income Fund | as of September 30, 2020 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | (11,942,065) | | |
Total | | | | $ | (11,942,065) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | 10,655,083 | | |
Total | | | | $ | 10,655,083 | | |
| Cost for federal income tax purposes was $2,144,703,097. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 54,839,132 | | |
| Gross Unrealized Depreciation | | | | | (2,582,413) | | |
| Net Unrealized Appreciation | | | | $ | 52,256,719 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) |
| Sector Diversification as of September 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Consumer, Cyclical | | | 20.7% | |
| Communications | | | 19.0% | |
| Consumer, Non-cyclical | | | 17.8% | |
| Energy | | | 10.5% | |
| Industrials | | | 9.7% | |
| Basic Materials | | | 6.1% | |
| Technology | | | 5.7% | |
| Financials | | | 3.3% | |
| Utilities | | | 1.9% | |
| REITs – Hotels | | | 1.2% | |
| Electronics/Electrical | | | 0.2% | |
| Consumer Staples | | | 0.2% | |
| Health Care | | | 0.1% | |
| Containers & Glass Products | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 3.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 95.3% | | |||||||||||||||
| | | Basic Materials: 6.1% | | ||||||||||||
1,510,000 (1) | | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | $ | 1,530,604 | | | | | | 0.2 | | |
2,710,000 (1) | | | Cleveland-Cliffs, Inc., 6.750%, 03/15/2026 | | | | | 2,759,999 | | | | | | 0.3 | | |
1,675,000 (1) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 1,811,831 | | | | | | 0.2 | | |
1,775,000 (1) | | | Constellium SE, 5.625%, 06/15/2028 | | | | | 1,811,609 | | | | | | 0.2 | | |
1,650,000 (1)(2) | | | Constellium SE, 6.625%, 03/01/2025 | | | | | 1,691,250 | | | | | | 0.2 | | |
1,925,000 (1) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 1,892,516 | | | | | | 0.2 | | |
2,500,000 (1) | | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | | | 2,411,375 | | | | | | 0.3 | | |
3,725,000 | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | | | 3,778,547 | | | | | | 0.4 | | |
3,230,000 | | | Freeport-McMoRan, Inc., 4.250%-4.625%, 11/14/2024-08/01/2030 | | | | | 3,391,807 | | | | | | 0.4 | | |
1,975,000 (1) | | | Hudbay Minerals, Inc., 6.125%, 04/01/2029 | | | | | 1,962,656 | | | | | | 0.2 | | |
1,910,000 (1) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 2,050,863 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
1,220,000 (1) | | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | | $ | 1,287,100 | | | | | | 0.2 | | |
341,000 (1) | | | Novelis Corp., 4.750%, 01/30/2030 | | | | | 333,493 | | | | | | 0.0 | | |
3,175,000 (1) | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 3,266,281 | | | | | | 0.4 | | |
1,325,000 | | | OCI NV, 4.625%, 10/15/2025 | | | | | 1,325,000 | | | | | | 0.2 | | |
1,250,000 (1) | | | OCI NV, 5.250%, 11/01/2024 | | | | | 1,293,531 | | | | | | 0.1 | | |
1,650,000 (1) | | | OCI NV, 6.625%, 04/15/2023 | | | | | 1,708,163 | | | | | | 0.2 | | |
2,575,000 (1) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 2,725,792 | | | | | | 0.3 | | |
1,960,000 (1) | | | SPCM SA, 4.875%, 09/15/2025 | | | | | 2,034,656 | | | | | | 0.2 | | |
2,175,000 (1) | | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | | | | | 2,169,563 | | | | | | 0.3 | | |
1,820,000 (1)(2) | | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 1,823,413 | | | | | | 0.2 | | |
2,475,000 (1) | | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | | | 2,148,609 | | | | | | 0.3 | | |
2,400,000 (1) | | | WR Grace & Co-Conn, 4.875%, 06/15/2027 | | | | | 2,482,980 | | | | | | 0.3 | | |
5,350,000 (1) | | | Other Securities | | | | | 5,521,240 | | | | | | 0.6 | | |
| | | | | | | | 53,212,878 | | | | | | 6.1 | | |
| | | Communications: 18.9% | | ||||||||||||
1,925,000 (1)(2) | | | Altice France Holding SA, 6.000%, 02/15/2028 | | | | | 1,839,617 | | | | | | 0.2 | | |
3,375,000 (1) | | | Altice France Holding SA, 10.500%, 05/15/2027 | | | | | 3,756,797 | | | | | | 0.4 | | |
1,350,000 (1) | | | Altice France SA/France, 5.125%, 01/15/2029 | | | | | 1,349,561 | | | | | | 0.1 | | |
2,425,000 (1) | | | Altice France SA/France, 7.375%, 05/01/2026 | | | | | 2,543,704 | | | | | | 0.3 | | |
2,125,000 (1) | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 2,318,067 | | | | | | 0.3 | | |
1,985,000 (1) | | | ANGI Group LLC, 3.875%, 08/15/2028 | | | | | 1,968,872 | | | | | | 0.2 | | |
1,355,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | | | 1,415,975 | | | | | | 0.2 | | |
950,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.750%, 03/01/2030 | | | | | 1,007,000 | | | | | | 0.1 | | |
3,825,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 4,029,848 | | | | | | 0.5 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,825,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | $ | 1,920,356 | | | | | | 0.2 | | |
2,275,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | | | | | 2,374,884 | | | | | | 0.3 | | |
3,800,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 3,956,750 | | | | | | 0.4 | | |
3,266,000 (1) | | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 3,314,663 | | | | | | 0.4 | | |
300,000 (1) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 288,563 | | | | | | 0.0 | | |
1,485,000 (1) | | | CommScope, Inc., 7.125%, 07/01/2028 | | | | | 1,527,798 | | | | | | 0.2 | | |
2,950,000 (1) | | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | | | 2,963,865 | | | | | | 0.3 | | |
1,925,000 | | | Consolidated Communications, Inc., 6.500%, 10/01/2022 | | | | | 1,927,551 | | | | | | 0.2 | | |
2,100,000 (1) | | | Consolidated Communications, Inc., 6.500%, 10/01/2028 | | | | | 2,147,250 | | | | | | 0.3 | | |
2,400,000 (1) | | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | | | 2,414,676 | | | | | | 0.3 | | |
2,450,000 (1) | | | CSC Holdings LLC, 5.500%, 05/15/2026 | | | | | 2,551,062 | | | | | | 0.3 | | |
1,870,000 (1) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 1,989,615 | | | | | | 0.2 | | |
1,025,000 (1) | | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 1,133,768 | | | | | | 0.1 | | |
4,550,000 | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 4,888,406 | | | | | | 0.6 | | |
1,850,000 | | | CSC Holdings LLC, 5.875%, 09/15/2022 | | | | | 1,959,844 | | | | | | 0.2 | | |
2,575,000 (1) | | | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | | | | | 2,389,819 | | | | | | 0.3 | | |
1,525,000 (1) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 1,082,621 | | | | | | 0.1 | | |
4,425,000 (1)(2) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 2,306,531 | | | | | | 0.3 | | |
7,555,000 | | | DISH DBS Corp., 5.000%-7.375%, 07/15/2022-07/01/2028 | | | | | 7,803,794 | | | | | | 0.9 | | |
2,700,000 (1)(2) | | | Entercom Media Corp., 7.250%, 11/01/2024 | | | | | 2,262,937 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
535,000 (1) | | | Expedia Group, Inc., 6.250%, 05/01/2025 | | | | $ | 590,336 | | | | | | 0.1 | | |
1,200,000 (1) | | | Expedia Group, Inc., 7.000%, 05/01/2025 | | | | | 1,298,957 | | | | | | 0.1 | | |
925,000 (1)(4) | | | Frontier Communications Corp., 8.000%, 04/01/2027 | | | | | 923,266 | | | | | | 0.1 | | |
2,100,000 (1) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 2,131,521 | | | | | | 0.2 | | |
875,000 (1) | | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | | | 854,604 | | | | | | 0.1 | | |
3,200,000 | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | | 3,157,808 | | | | | | 0.4 | | |
2,700,000 (1) | | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | | | 2,824,875 | | | | | | 0.3 | | |
1,105,000 (1) | | | Match Group Holdings II LLC, 4.125%, 08/01/2030 | | | | | 1,119,674 | | | | | | 0.1 | | |
505,000 (1) | | | Match Group Holdings II LLC, 4.625%, 06/01/2028 | | | | | 521,097 | | | | | | 0.1 | | |
2,100,000 (1) | | | MDC Partners, Inc., 6.500%, 05/01/2024 | | | | | 1,919,421 | | | | | | 0.2 | | |
1,800,000 (1) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 1,855,908 | | | | | | 0.2 | | |
1,400,000 (1) | | | Netflix, Inc., 4.875%, 06/15/2030 | | | | | 1,598,625 | | | | | | 0.2 | | |
2,775,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 3,316,097 | | | | | | 0.4 | | |
2,400,000 (1) | | | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | | | | | 2,521,236 | | | | | | 0.3 | | |
2,400,000 (1) | | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | | | 2,466,930 | | | | | | 0.3 | | |
3,100,000 (1) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 3,242,708 | | | | | | 0.4 | | |
3,175,000 | | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | | 3,425,031 | | | | | | 0.4 | | |
7,100,000 | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 8,178,277 | | | | | | 1.0 | | |
1,525,000 | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 1,845,098 | | | | | | 0.2 | | |
355,000 (1) | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | | 348,006 | | | | | | 0.0 | | |
850,000 (1) | | | TEGNA, Inc., 4.750%, 03/15/2026 | | | | | 870,145 | | | | | | 0.1 | | |
2,250,000 (1) | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 2,223,990 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
2,950,000 (1) | | | Terrier Media Buyer, Inc., 8.875%, 12/15/2027 | | | | $ | 2,977,656 | | | | | | 0.3 | | |
2,200,000 | | | T-Mobile USA, Inc., 5.125%, 04/15/2025 | | | | | 2,254,967 | | | | | | 0.3 | | |
4,100,000 | | | T-Mobile USA, Inc., 5.375%, 04/15/2027 | | | | | 4,386,590 | | | | | | 0.5 | | |
2,910,000 (1) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 2,848,162 | | | | | | 0.4 | | |
1,000,000 (1) | | | Univision Communications, Inc., 9.500%, 05/01/2025 | | | | | 1,075,000 | | | | | | 0.1 | | |
2,250,000 (1) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 2,207,812 | | | | | | 0.3 | | |
400,000 (1)(2) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 412,250 | | | | | | 0.0 | | |
1,035,000 (1)(2) | | | ViaSat, Inc., 6.500%, 07/15/2028 | | | | | 1,038,100 | | | | | | 0.1 | | |
1,875,000 (1) | | | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | | | | | 2,015,700 | | | | | | 0.2 | | |
1,420,000 (1) | | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | | | 1,417,870 | | | | | | 0.2 | | |
325,000 (1) | | | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | | | | | 336,538 | | | | | | 0.0 | | |
2,025,000 (1) | | | VTR Finance NV, 6.375%, 07/15/2028 | | | | | 2,128,781 | | | | | | 0.2 | | |
3,135,000 (1) | | | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | | | | | 3,236,355 | | | | | | 0.4 | | |
18,375,000 (3) | | | Other Securities | | | | | 19,250,695 | | | | | | 2.2 | | |
| | | | | | | | 164,254,280 | | | | | | 18.9 | | |
| | | Consumer, Cyclical: 20.3% | | ||||||||||||
5,525,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 5,674,479 | | | | | | 0.7 | | |
1,940,000 (1) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 1,965,462 | | | | | | 0.2 | | |
2,925,000 (1)(2) | | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | | | 2,791,547 | | | | | | 0.3 | | |
665,000 (1) | | | Adient US LLC, 9.000%, 04/15/2025 | | | | | 734,409 | | | | | | 0.1 | | |
2,625,000 (1) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 2,842,521 | | | | | | 0.3 | | |
945,000 (1) | | | AMC Entertainment Holdings, Inc., 10.500%, 04/15/2025 | | | | | 708,750 | | | | | | 0.1 | | |
796,000 (1)(5) | | | AMC Entertainment Holdings, Inc., 12.000% (PIK Rate 12.000%, Cash Rate 10.000)%, 06/15/2026 | | | | | 226,860 | | | | | | 0.0 | | |
1,375,000 (1) | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 1,386,172 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,155,000 (1) | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | $ | 1,165,828 | | | | | | 0.1 | | |
1,125,000 (1) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | | | | | 1,133,437 | | | | | | 0.2 | | |
1,000,000 (1) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 1,018,645 | | | | | | 0.1 | | |
1,925,000 (1) | | | Avient Corp., 5.750%, 05/15/2025 | | | | | 2,042,906 | | | | | | 0.2 | | |
2,850,000 (1) | | | Beacon Roofing Supply, Inc., 4.875%, 11/01/2025 | | | | | 2,798,173 | | | | | | 0.3 | | |
2,100,000 | | | Boyd Gaming Corp., 6.000%, 08/15/2026 | | | | | 2,173,101 | | | | | | 0.2 | | |
2,075,000 (1) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 2,277,375 | | | | | | 0.3 | | |
2,200,000 (1) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 2,296,261 | | | | | | 0.3 | | |
3,100,000 (1) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 3,003,326 | | | | | | 0.3 | | |
1,150,000 (1) | | | Carnival Corp., 9.875%, 08/01/2027 | | | | | 1,218,414 | | | | | | 0.1 | | |
3,150,000 | | | Century Communities, Inc., 5.875%, 07/15/2025 | | | | | 3,285,907 | | | | | | 0.4 | | |
2,025,000 (1) | | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | | | 2,155,359 | | | | | | 0.3 | | |
350,000 (1)(5) | | | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625)%, 09/15/2024 | | | | | 353,682 | | | | | | 0.0 | | |
3,175,000 (1) | | | Core & Main L.P., 6.125%, 08/15/2025 | | | | | 3,221,990 | | | | | | 0.4 | | |
3,575,000 | | | Dana, Inc., 5.500%, 12/15/2024 | | | | | 3,655,437 | | | | | | 0.4 | | |
745,000 | | | Dana, Inc., 5.625%, 06/15/2028 | | | | | 770,431 | | | | | | 0.1 | | |
1,175,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 1,220,805 | | | | | | 0.1 | | |
3,380,000 | | | Delta Air Lines, Inc., 2.900%-7.375%, 10/28/2024-01/15/2026 | | | | | 3,084,282 | | | | | | 0.4 | | |
12,150,000 | | | Ford Motor Credit Co. LLC, 4.125%-5.584%, 09/20/2022-05/03/2029 | | | | | 12,299,643 | | | | | | 1.4 | | |
1,695,000 (1)(2) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 1,678,838 | | | | | | 0.2 | | |
1,110,000 (1) | | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 928,238 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,900,000 | | | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | | | | $ | 3,026,875 | | | | | | 0.4 | | |
760,000 (1) | | | Hilton Domestic Operating Co., Inc., 5.750%, 05/01/2028 | | | | | 805,125 | | | | | | 0.1 | | |
1,625,000 (1) | | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 1,695,078 | | | | | | 0.2 | | |
1,775,000 (1) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 1,874,507 | | | | | | 0.2 | | |
1,300,000 (1) | | | IRB Holding Corp., 6.750%, 02/15/2026 | | | | | 1,302,438 | | | | | | 0.2 | | |
3,275,000 | | | L Brands, Inc., 6.750%, 07/01/2036 | | | | | 3,215,640 | | | | | | 0.4 | | |
1,195,000 (1) | | | L Brands, Inc., 6.875%, 07/01/2025 | | | | | 1,292,405 | | | | | | 0.1 | | |
535,000 (1) | | | L Brands, Inc., 9.375%, 07/01/2025 | | | | | 614,581 | | | | | | 0.1 | | |
3,025,000 | | | Lennar Corp., 5.250%, 06/01/2026 | | | | | 3,391,207 | | | | | | 0.4 | | |
540,000 | | | Lennar Corp., 5.375%, 10/01/2022 | | | | | 571,598 | | | | | | 0.1 | | |
3,450,000 (1) | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 3,402,200 | | | | | | 0.4 | | |
1,150,000 (1)(2) | | | Mattel, Inc., 5.875%, 12/15/2027 | | | | | 1,239,844 | | | | | | 0.1 | | |
750,000 (1) | | | MGM China Holdings Ltd., 5.875%, 05/15/2026 | | | | | 774,255 | | | | | | 0.1 | | |
2,375,000 (1)(2) | | | Michaels Stores, Inc., 8.000%, 07/15/2027 | | | | | 2,485,889 | | | | | | 0.3 | | |
2,300,000 (1) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 2,400,625 | | | | | | 0.3 | | |
2,450,000 (1)(2) | | | Motion Bondco DAC, 6.625%, 11/15/2027 | | | | | 2,133,142 | | | | | | 0.2 | | |
2,300,000 | | | Murphy Oil USA, Inc., 4.750%-5.625%, 05/01/2027-09/15/2029 | | | | | 2,454,260 | | | | | | 0.3 | | |
2,075,000 (1) | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 2,133,359 | | | | | | 0.2 | | |
2,600,000 (1)(2) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 2,700,490 | | | | | | 0.3 | | |
1,425,000 (1) | | | PetSmart, Inc., 5.875%, 06/01/2025 | | | | | 1,462,192 | | | | | | 0.1 | | |
4,050,000 (1) | | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 4,090,500 | | | | | | 0.5 | | |
2,440,000 (1) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 2,631,760 | | | | | | 0.3 | | |
655,000 (1) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 695,119 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,100,000 (1) | | | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | | | | $ | 2,442,027 | | | | | | 0.3 | | |
1,150,000 (1) | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 1,159,344 | | | | | | 0.1 | | |
2,125,000 (1) | | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | | | 2,133,792 | | | | | | 0.3 | | |
1,000,000 (1)(2) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 1,048,215 | | | | | | 0.1 | | |
950,000 (1) | | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | | | 993,082 | | | | | | 0.1 | | |
3,225,000 (1) | | | SeaWorld Parks & Entertainment, Inc., 9.500%, 08/01/2025 | | | | | 3,337,811 | | | | | | 0.4 | | |
1,975,000 (1) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 2,013,266 | | | | | | 0.2 | | |
1,900,000 (1) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | | 1,828,180 | | | | | | 0.2 | | |
675,000 (1) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 625,641 | | | | | | 0.1 | | |
2,175,000 (1) | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 2,143,299 | | | | | | 0.2 | | |
2,160,000 (1) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 2,157,300 | | | | | | 0.3 | | |
1,650,000 (1) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 1,696,101 | | | | | | 0.2 | | |
1,950,000 (1) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 1,519,781 | | | | | | 0.2 | | |
1,055,000 (1) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 1,223,800 | | | | | | 0.1 | | |
450,000 (1) | | | VOC Escrow Ltd., 5.000%, 02/15/2028 | | | | | 399,458 | | | | | | 0.1 | | |
535,000 (1) | | | William Carter Co/The, 5.500%, 05/15/2025 | | | | | 561,415 | | | | | | 0.1 | | |
1,975,000 (1) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 2,066,344 | | | | | | 0.2 | | |
1,065,000 (1) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | | 1,071,299 | | | | | | 0.1 | | |
2,300,000 (1) | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 2,318,687 | | | | | | 0.3 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
500,000 (1) | | | Wolverine World Wide, Inc., 6.375%, 05/15/2025 | | | | $ | 529,688 | | | | | | 0.0 | | |
1,650,000 (1) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 1,603,594 | | | | | | 0.2 | | |
1,155,000 (1) | | | Wyndham Hotels & Resorts, Inc., 5.375%, 04/15/2026 | | | | | 1,177,378 | | | | | | 0.1 | | |
27,027,000 (3) | | | Other Securities | | | | | 27,352,313 | | | | | | 3.2 | | |
| | | | | | | | 175,907,182 | | | | | | 20.3 | | |
| | | Consumer, Non-cyclical: 17.7% | | ||||||||||||
2,700,000 (1) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 2,782,046 | | | | | | 0.3 | | |
1,925,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 1,872,063 | | | | | | 0.2 | | |
925,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | | | 965,237 | | | | | | 0.1 | | |
2,250,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 2,405,677 | | | | | | 0.3 | | |
1,425,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 1,519,406 | | | | | | 0.2 | | |
2,675,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 2,911,096 | | | | | | 0.3 | | |
2,400,000 (1) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 2,464,500 | | | | | | 0.3 | | |
1,975,000 (1) | | | Avantor Funding, Inc., 4.625%, 07/15/2028 | | | | | 2,051,531 | | | | | | 0.2 | | |
4,975,000 (1) | | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 5,473,321 | | | | | | 0.7 | | |
2,100,000 (1) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 2,071,398 | | | | | | 0.2 | | |
675,000 (1) | | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | | 691,706 | | | | | | 0.1 | | |
1,025,000 (1) | | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 1,050,369 | | | | | | 0.1 | | |
1,550,000 (1) | | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | | 1,641,744 | | | | | | 0.2 | | |
1,825,000 (1)(2) | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 1,831,652 | | | | | | 0.2 | | |
1,875,000 (1) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 1,953,169 | | | | | | 0.2 | | |
3,450,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 3,725,845 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
900,000 (1) | | | Centene Corp., 5.375%, 06/01/2026 | | | | $ | 951,048 | | | | | | 0.1 | | |
2,675,000 | | | Centene Corp., 3.375%-4.750%, 01/15/2025-02/15/2030 | | | | | 2,756,214 | | | | | | 0.3 | | |
2,650,000 (1) | | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | | | 2,747,745 | | | | | | 0.3 | | |
2,875,000 | | | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | | | | | 2,813,906 | | | | | | 0.3 | | |
2,675,000 (1) | | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | | | 2,594,215 | | | | | | 0.3 | | |
2,750,000 (1) | | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 2,822,187 | | | | | | 0.3 | | |
975,000 (1) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 941,899 | | | | | | 0.1 | | |
1,065,000 (1) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 1,093,781 | | | | | | 0.1 | | |
1,975,000 (1) | | | Emergent BioSolutions, Inc., 3.875%, 08/15/2028 | | | | | 1,987,699 | | | | | | 0.2 | | |
829,000 (1) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | | | 610,144 | | | | | | 0.1 | | |
542,000 (1) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | | | 567,406 | | | | | | 0.0 | | |
3,755,000 (1) | | | Garda World Security Corp., 8.750%, 05/15/2025 | | | | | 3,804,247 | | | | | | 0.5 | | |
300,000 (1) | | | Garda World Security Corp., 9.500%, 11/01/2027 | | | | | 315,507 | | | | | | 0.0 | | |
875,000 (1) | | | Gartner, Inc., 3.750%, 10/01/2030 | | | | | 886,747 | | | | | | 0.1 | | |
1,950,000 (1) | | | Gartner, Inc., 4.500%, 07/01/2028 | | | | | 2,045,452 | | | | | | 0.2 | | |
2,085,000 (1) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 2,201,885 | | | | | | 0.3 | | |
5,000,000 | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 5,482,425 | | | | | | 0.6 | | |
3,125,000 | | | HCA, Inc., 3.500%-5.625%, 09/01/2028-09/01/2030 | | | | | 3,329,434 | | | | | | 0.4 | | |
1,675,000 (1) | | ��� | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | | | | | 1,738,462 | | | | | | 0.2 | | |
685,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | | | | | 706,667 | | | | | | 0.1 | | |
1,930,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 2,016,850 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,213,000 (1) | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | $ | 1,238,139 | | | | | | 0.1 | | |
3,025,000 (1) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 3,293,348 | | | | | | 0.4 | | |
1,850,000 (1) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | | | | | 2,018,813 | | | | | | 0.3 | | |
2,700,000 (1) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 2,929,081 | | | | | | 0.3 | | |
4,850,000 | | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | | | 5,591,665 | | | | | | 0.7 | | |
1,650,000 (1) | | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | | | 1,894,565 | | | | | | 0.2 | | |
3,250,000 | | | Kraft Heinz Foods Co., 4.375%-5.000%, 06/04/2042-06/01/2046 | | | | | 3,431,679 | | | | | | 0.4 | | |
2,625,000 (1) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 2,634,844 | | | | | | 0.3 | | |
1,375,000 (1) | | | Molina Healthcare, Inc., 4.375%, 06/15/2028 | | | | | 1,404,562 | | | | | | 0.2 | | |
3,075,000 (1) | | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 3,163,406 | | | | | | 0.4 | | |
300,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.625%, 10/01/2028 | | | | | 309,000 | | | | | | 0.0 | | |
1,975,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | | | 2,047,976 | | | | | | 0.3 | | |
1,728,000 (1) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 1,812,655 | | | | | | 0.2 | | |
2,150,000 (1) | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 2,193,000 | | | | | | 0.2 | | |
2,250,000 (1) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 2,325,937 | | | | | | 0.3 | | |
650,000 (1)(2)(5) | | | Polaris Intermediate Corp., 8.500% (PIK Rate 9.250%, Cash Rate 8.500)%, 12/01/2022 | | | | | 662,188 | | | | | | 0.1 | | |
1,400,000 (1) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 1,442,000 | | | | | | 0.1 | | |
3,900,000 (1) | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 4,137,666 | | | | | | 0.5 | | |
3,125,000 (1) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 3,254,813 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,150,000 (1) | | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | | $ | 1,215,406 | | | | | | 0.2 | | |
2,625,000 | | | Spectrum Brands, Inc., 5.750%, 07/15/2025 | | | | | 2,712,938 | | | | | | 0.3 | | |
4,125,000 | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 4,335,375 | | | | | | 0.5 | | |
2,460,000 (1) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | | 2,400,038 | | | | | | 0.3 | | |
2,750,000 | | | Tenet Healthcare Corp., 5.125%-8.125%, 04/01/2022-05/01/2025 | | | | | 2,869,091 | | | | | | 0.3 | | |
1,165,000 (1) | | | Varex Imaging Corp., 7.875%, 10/15/2027 | | | | | 1,208,688 | | | | | | 0.1 | | |
1,975,000 (1) | | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 2,075,844 | | | | | | 0.2 | | |
2,325,000 (1) | | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 2,376,824 | | | | | | 0.3 | | |
10,630,000 (3) | | | Other Securities | | | | | 11,116,199 | | | | | | 1.3 | | |
| | | | | | | | 153,920,420 | | | | | | 17.7 | | |
| | | Energy: 10.5% | | ||||||||||||
5,350,000 (2) | | | Apache Corp., 4.375%-5.100%, 10/15/2028-09/01/2040 | | | | | 4,862,214 | | | | | | 0.6 | | |
1,350,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 1,275,750 | | | | | | 0.1 | | |
700,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 673,897 | | | | | | 0.1 | | |
1,750,000 (1) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | | | 1,546,230 | | | | | | 0.2 | | |
2,650,000 (1) | | | CNX Resources Corp., 7.250%, 03/14/2027 | | | | | 2,706,365 | | | | | | 0.3 | | |
4,060,000 | | | DCP Midstream Operating L.P., 5.125%-5.625%, 07/15/2025-04/01/2044 | | | | | 4,109,709 | | | | | | 0.5 | | |
3,875,000 (1) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 4,090,547 | | | | | | 0.5 | | |
1,475,000 (1) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 1,522,938 | | | | | | 0.2 | | |
900,000 (1) | | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | | | 898,785 | | | | | | 0.1 | | |
1,653,000 (1) | | | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | | | | | 1,687,060 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,975,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 10/01/2025 | | | | $ | 1,794,574 | | | | | | 0.2 | | |
1,110,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/2024 | | | | | 1,011,371 | | | | | | 0.1 | | |
2,000,000 (1) | | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 1,951,560 | | | | | | 0.2 | | |
2,900,000 (1) | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 1,750,324 | | | | | | 0.2 | | |
2,425,000 | | | Murphy Oil Corp., 5.750%-5.875%, 08/15/2025-12/01/2027 | | | | | 2,102,827 | | | | | | 0.2 | | |
1,900,000 (1) | | | Nabors Industries Ltd., 7.250%, 01/15/2026 | | | | | 942,875 | | | | | | 0.1 | | |
6,050,000 | | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | | | | | 4,166,937 | | | | | | 0.5 | | |
9,338,000 | | | Occidental Petroleum Corp., 2.700%-8.500%, 02/15/2022-04/15/2046 | | | | | 8,654,026 | | | | | | 1.0 | | |
2,975,000 (1) | | | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | | | | | 2,965,703 | | | | | | 0.3 | | |
3,825,000 | | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | | | | | 3,607,396 | | | | | | 0.4 | | |
2,250,000 (1) | | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | | | | | 2,035,170 | | | | | | 0.2 | | |
1,125,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 1,015,768 | | | | | | 0.1 | | |
1,550,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | | | 1,559,184 | | | | | | 0.2 | | |
2,250,000 (1) | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 2,183,175 | | | | | | 0.3 | | |
1,325,000 (1) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 1,307,364 | | | | | | 0.2 | | |
3,525,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | | 3,020,484 | | | | | | 0.3 | | |
30,454,000 (3) | | | Other Securities | | | | | 27,472,757 | | | | | | 3.2 | | |
| | | | | | | | 90,914,990 | | | | | | 10.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial: 3.3% | | ||||||||||||
1,900,000 (1) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | $ | 1,978,423 | | | | | | 0.2 | | |
3,325,000 (1) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 3,363,154 | | | | | | 0.4 | | |
2,775,000 (1) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 2,838,270 | | | | | | 0.3 | | |
2,025,000 (1) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | | 2,051,578 | | | | | | 0.2 | | |
3,725,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 4.625%-5.500%, 05/01/2024-08/01/2029 | | | | | 3,867,840 | | | | | | 0.5 | | |
3,625,000 | | | OneMain Finance Corp., 5.375%, 11/15/2029 | | | | | 3,779,063 | | | | | | 0.5 | | |
850,000 | | | OneMain Finance Corp., 6.625%, 01/15/2028 | | | | | 944,766 | | | | | | 0.1 | | |
2,675,000 (1) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | | 2,823,556 | | | | | | 0.3 | | |
6,735,000 | | | Other Securities | | | | | 7,045,063 | | | | | | 0.8 | | |
| | | | | | | | 28,691,713 | | | | | | 3.3 | | |
| | | Industrial: 9.7% | | ||||||||||||
2,030,000 (1) | | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | | 2,098,299 | | | | | | 0.2 | | |
3,525,000 (1)(5) | | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500)%, 06/30/2027 | | | | | 3,511,076 | | | | | | 0.4 | | |
2,125,000 (1) | | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | | | | | 2,153,996 | | | | | | 0.3 | | |
3,175,000 (1) | | | Berry Global, Inc., 5.625%, 07/15/2027 | | | | | 3,335,734 | | | | | | 0.4 | | |
2,750,000 (1) | | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 2,830,781 | | | | | | 0.3 | | |
650,000 (1) | | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 603,687 | | | | | | 0.1 | | |
1,675,000 (1) | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 1,699,430 | | | | | | 0.2 | | |
1,275,000 (1) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 1,322,016 | | | | | | 0.2 | | |
1,220,000 (1) | | | Builders FirstSource, Inc., 6.750%, 06/01/2027 | | | | | 1,308,450 | | | | | | 0.1 | | |
2,225,000 (1) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 2,252,479 | | | | | | 0.3 | | |
3,625,000 (1) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 3,817,578 | | | | | | 0.4 | | |
1,900,000 (1) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | | 1,971,250 | | | | | | 0.2 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
1,025,000 (1) | | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | | $ | 1,065,170 | | | | | | 0.1 | | |
800,000 (1) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 870,244 | | | | | | 0.1 | | |
525,000 (1) | | | GFL Environmental, Inc., 4.250%, 06/01/2025 | | | | | 531,234 | | | | | | 0.1 | | |
1,250,000 (1) | | | GFL Environmental, Inc., 7.000%, 06/01/2026 | | | | | 1,320,094 | | | | | | 0.1 | | |
1,035,000 (1) | | | GFL Environmental, Inc., 8.500%, 05/01/2027 | | | | | 1,124,916 | | | | | | 0.1 | | |
2,150,000 (1) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | | 2,242,719 | | | | | | 0.3 | | |
1,475,000 (1)(2) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 1,519,250 | | | | | | 0.2 | | |
1,950,000 (1) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 1,981,054 | | | | | | 0.2 | | |
2,675,000 (1)(2) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 2,718,469 | | | | | | 0.3 | | |
2,675,000 (1) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 2,902,375 | | | | | | 0.3 | | |
2,350,000 (1) | | | Norbord, Inc., 5.750%, 07/15/2027 | | | | | 2,490,671 | | | | | | 0.3 | | |
2,650,000 (1) | | | PGT Innovations, Inc., 6.750%, 08/01/2026 | | | | | 2,831,684 | | | | | | 0.3 | | |
3,450,000 (1)(2) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 3,456,469 | | | | | | 0.4 | | |
1,950,000 (1) | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 1,975,350 | | | | | | 0.2 | | |
1,016,000 (1) | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | | | | | 1,034,288 | | | | | | 0.1 | | |
865,000 (1) | | | Sensata Technologies, Inc., 3.750%, 02/15/2031 | | | | | 861,756 | | | | | | 0.1 | | |
2,325,000 (1) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | | 2,565,300 | | | | | | 0.3 | | |
1,405,000 (1) | | | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | | | | | 1,389,362 | | | | | | 0.2 | | |
2,265,000 (1) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 2,431,614 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
600,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | $ | 610,437 | | | | | | 0.1 | | |
1,625,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | | 1,695,078 | | | | | | 0.2 | | |
1,775,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 1,896,694 | | | | | | 0.2 | | |
4,965,000 | | | TransDigm, Inc., 5.500%-6.500%, 05/15/2025-11/15/2027 | | | | | 4,915,457 | | | | | | 0.6 | | |
2,225,000 (1) | | | Vertical Holdco GmbH, 7.625%, 07/15/2028 | | | | | 2,355,719 | | | | | | 0.3 | | |
660,000 (1) | | | Vertical US Newco, Inc., 5.250%, 07/15/2027 | | | | | 687,152 | | | | | | 0.1 | | |
2,050,000 (1) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 2,075,625 | | | | | | 0.2 | | |
7,875,000 | | | Other Securities | | | | | 8,009,965 | | | | | | 0.9 | | |
| | | | | | | | 84,462,922 | | | | | | 9.7 | | |
| | | REITs – Hotels: 1.2% | | ||||||||||||
690,000 (1) | | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | | | 708,105 | | | | | | 0.1 | | |
1,130,000 (1) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | | 1,180,144 | | | | | | 0.1 | | |
920,000 (1) | | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | | | 972,776 | | | | | | 0.1 | | |
1,135,000 (1) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | | | 1,158,835 | | | | | | 0.1 | | |
3,025,000 (1) | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 3,074,156 | | | | | | 0.4 | | |
3,390,000 | | | Other Securities | | | | | 3,022,535 | | | | | | 0.4 | | |
| | | | | | | | 10,116,551 | | | | | | 1.2 | | |
| | | Technology: 5.7% | | ||||||||||||
3,150,000 (1) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 3,251,414 | | | | | | 0.4 | | |
1,975,000 (1) | | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | | | 2,031,139 | | | | | | 0.2 | | |
695,000 (1) | | | Boxer Parent Co., Inc., 7.125%, 10/02/2025 | | | | | 743,303 | | | | | | 0.1 | | |
695,000 (1) | | | Boxer Parent Co., Inc., 9.125%, 03/01/2026 | | | | | 739,306 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
980,000 (1) | | | BY Crown Parent LLC / BY Bond Finance, Inc., 4.250%, 01/31/2026 | | | | $ | 998,987 | | | | | | 0.1 | | |
2,000,000 (1) | | | BY Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 2,037,290 | | | | | | 0.3 | | |
1,100,000 (1) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 1,051,705 | | | | | | 0.1 | | |
4,090,000 | | | CDW LLC / CDW Finance Corp., 3.250%-5.500%, 12/01/2024-02/15/2029 | | | | | 4,281,655 | | | | | | 0.5 | | |
4,675,000 (1) | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 4,739,281 | | | | | | 0.5 | | |
315,000 (1) | | | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | | | | | 315,995 | | | | | | 0.0 | | |
1,550,000 (1) | | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 1,614,015 | | | | | | 0.2 | | |
1,255,000 (1) | | | Entegris, Inc., 4.375%, 04/15/2028 | | | | | 1,293,434 | | | | | | 0.1 | | |
645,000 (1) | | | Entegris, Inc., 4.625%, 02/10/2026 | | | | | 661,003 | | | | | | 0.1 | | |
2,300,000 (1) | | | Logan Merger Sub, Inc., 5.500%, 09/01/2027 | | | | | 2,338,813 | | | | | | 0.3 | | |
2,915,000 (1) | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 3,027,778 | | | | | | 0.3 | | |
2,025,000 (1) | | | MTS Systems Corp., 5.750%, 08/15/2027 | | | | | 2,000,346 | | | | | | 0.2 | | |
1,925,000 (1) | | | ON Semiconductor Corp., 3.875%, 09/01/2028 | | | | | 1,955,704 | | | | | | 0.2 | | |
375,000 (1) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 379,980 | | | | | | 0.1 | | |
1,150,000 (1) | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 1,198,156 | | | | | | 0.1 | | |
2,025,000 (1) | | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | | | 2,086,317 | | | | | | 0.2 | | |
1,825,000 (1) | | | Science Applications International Corp., 4.875%, 04/01/2028 | | | | | 1,856,043 | | | | | | 0.2 | | |
4,720,000 (1) | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 4,826,129 | | | | | | 0.6 | | |
2,650,000 (1)(2) | | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 2,501,719 | | | | | | 0.3 | | |
1,665,000 (1) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 1,719,113 | | | | | | 0.2 | | |
2,050,000 (3) | | | Other Securities | | | | | 2,159,972 | | | | | | 0.3 | | |
| | | | | | | | 49,808,597 | | | | | | 5.7 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities: 1.9%% | | ||||||||||||
2,225,000 (1) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | $ | 2,310,529 | | | | | | 0.3 | | |
2,900,000 (1) | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 3,023,250 | | | | | | 0.3 | | |
2,675,000 (1) | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 2,664,688 | | | | | | 0.3 | | |
1,300,000 (1) | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 1,358,500 | | | | | | 0.2 | | |
1,700,000 (1) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 1,796,322 | | | | | | 0.2 | | |
5,500,000 | | | Other Securities | | | | | 5,621,414 | | | | | | 0.6 | | |
| | | | | | | | 16,774,703 | | | | | | 1.9 | | |
| | | Total Corporate Bonds/Notes | | | | | | | | | | | | | |
| | | (Cost $796,350,584) | | | | | 828,064,236 | | | | | | 95.3 | | |
BANK LOANS: 0.9% | | |||||||||||||||
| | | Consumer, Cyclical: 0.4% | | ||||||||||||
1,900,000 | | | Golden Nugget LLC TL B 1L, 3.250%, (US0001M + 2.500)%, 10/04/2023 | | | | | 1,711,900 | | | | | | 0.2 | | |
1,994,885 | | | IRB Holding Corp TL B 1L, 3.750%, (US0003M + 3.250)%, 02/05/2025 | | | | | 1,909,895 | | | | | | 0.2 | | |
| | | | | | | | 3,621,795 | | | | | | 0.4 | | |
| | | Consumer, Non-cyclical: 0.1% | | ||||||||||||
986,563 | | | Bellring Brands LLC – TL B 1L, 6.000%, (US0001M + 5.000)%, 10/10/2024 | | | | | 990,262 | | | | | | 0.1 | | |
| | | | |||||||||||||
| | | Containers & Glass Products: 0.1% | | ||||||||||||
663,931 | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 3.979%, (PRIME + 2.750)%, 02/05/2023 | | | | | 658,536 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Electronics/Electrical: 0.2% | | ||||||||||||
1,907,337 | | | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000)%, 11/03/2023 | | | | | 1,876,938 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Health Care: 0.1% | | ||||||||||||
785,394 | | | Bausch Health Companies, Inc. 2018 Term Loan B, 3.151%, (US0001M + 3.000)%, 06/02/2025 | | | | | 771,322 | | | | | | 0.1 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Total Bank Loans (Cost $7,785,010) | | | | $ | 7,918,853 | | | | | | 0.9 | | |
CONVERTIBLE BONDS/NOTES: 0.1% | | |||||||||||||||
| | | Communications: 0.1% | | ||||||||||||
625,000 | | | Other Securities | | | | | 575,310 | | | | | | 0.1 | | |
| | | Total Convertible Bonds/ Notes (Cost $619,800) | | | | | 575,310 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 0.2% | | |||||||||||||||
| | | Consumer Staples: 0.2% | | ||||||||||||
27,789 (6)(7) | | | Other Securities | | | | | 1,834,074 | | | | | | 0.2 | | |
| | | Total Common Stock (Cost $848,084) | | | | | 1,834,074 | | | | | | 0.2 | | |
| | | Total Long-Term Investments (Cost $805,603,478) | | | | | 838,392,473 | | | | | | 96.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 9.3% | | |||||||||||||||
| | | Commercial Paper: 2.1% | | ||||||||||||
2,500,000 | | | American Electric Power Co., 0.190%, 10/26/2020 | | | | | 2,499,663 | | | | | | 0.3 | | |
2,500,000 | | | Dominion Resources, Inc., 0.180%, 10/13/2020 | | | | | 2,499,842 | | | | | | 0.3 | | |
3,000,000 | | | Duke Energy Corp., 0.220%, 12/02/2020 | | | | | 2,998,887 | | | | | | 0.3 | | |
5,000,000 | | | DuPont de Nemours, Inc., 0.210%, 12/11/2020 | | | | | 4,997,940 | | | | | | 0.6 | | |
3,000,000 | | | Entergy Corp., 0.290%, 10/28/2020 | | | | | 2,999,330 | | | | | | 0.4 | | |
2,000,000 | | | Qualcomm Inc., 0.090%, 10/14/2020 | | | | | 1,999,930 | | | | | | 0.2 | | |
| | | Total Commercial Paper | | | | | | | | | | | | | |
| | | (Cost $17,995,158) | | | | | 17,995,592 | | | | | | 2.1 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 3.5% | | ||||||||||||
1,758,649 (8) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $1,758,655, collateralized by various U.S. Government Agency Obligations, 2.000%-6.594%, Market Value plus accrued interest $1,793,822, due 09/01/29-02/20/69) | | | | $ | 1,758,649 | | | | | | 0.2 | | |
3,401,028 (8) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/20, 0.10%, due 10/01/20 (Repurchase Amount $3,401,037, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.415%- 9.000%, Market Value plus accrued interest $3,469,049, due 10/25/20-06/20/69) | | | | | 3,401,028 | | | | | | 0.4 | | |
3,134,474 (8) | | | Citadel Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $3,134,484, collateralized by various U.S. Government Securities, 0.000%-7.500%, Market Value plus accrued interest $3,197,177, due 10/08/20-08/15/50) | | | | | 3,134,474 | | | | | | 0.4 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
7,837,182 (8) | | | Citigroup, Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $7,837,199, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 4.625%, Market Value plus accrued interest $7,993,926, due 11/27/20-11/01/59) | | | | $ | 7,837,182 | | | | | | 0.9 | | |
271,925 (8) | | | HSBC Securities USA, Repurchase Agreement dated 09/30/20, 0.06%, due 10/01/20 (Repurchase Amount $271,925, collateralized by various U.S. Government Securities, 0.375%-2.500%, Market Value plus accrued interest $277,364, due 03/31/23- 01/15/28) | | | | | 271,925 | | | | | | 0.0 | | |
1,197,960 (8) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 09/30/20, 0.09%, due 10/01/20 (Repurchase Amount $1,197,963, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 9.000%, Market Value plus accrued interest $1,221,919, due 10/01/20-09/01/50) | | | | | 1,197,960 | | | | | | 0.1 | | |
2,363,620 (8) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $2,363,628, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%- 7.875%, Market Value plus accrued interest $2,410,901, due 02/15/21-07/20/70) | | | | | 2,363,620 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,331,813 (8) | | | Palafox Trading LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $1,331,817, collateralized by various U.S. Government Securities, 1.125%-1.375%, Market Value plus accrued interest $1,358,454, due 08/31/23-08/15/40) | | | | $ | 1,331,813 | | | | | | 0.1 | | |
7,837,182 (8) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $7,837,199, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 5.500%, Market Value plus accrued interest $7,993,926, due 10/27/20-07/15/61) | | | | | 7,837,182 | | | | | | 0.9 | | |
1,607,191 (8) | | | South Street Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $1,607,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,639,335, due 06/01/26-02/15/60) | | | | | 1,607,191 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $30,741,024) | | | | | 30,741,024 | | | | | | 3.5 | | |
|
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(8): 3.7% | | ||||||||||||
977,000 (8)(9) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | $ | 977,000 | | | | | | 0.1 | | |
29,769,000 (8)(9) | | | Goldman Sachs Financial Square Government Fund – Institutional Shares, 0.000% | | | | | 29,769,000 | | | | | | 3.5 | | |
977,000 (8)(9) | | | Morgan Stanley Institutional Liquidity Funds – Government Portfolio (Institutional Share Class), 0.020% | | | | | 977,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds | | | | | | | | | | | | | |
| | | (Cost $31,723,000) | | | | | 31,723,000 | | | | | | 3.7 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $80,459,182) | | | | | 80,459,616 | | | | | | 9.3 | | |
| | | Total Investments in Securities | | ||||||||||||
| | | (Cost $886,062,660) | | | | $ | 918,852,089 | | | | | | 105.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (50,436,208) | | | | | | (5.8) | | |
| | | Net Assets | | | | $ | 868,415,881 | | | | | | 100.0 | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Staples | | | | $ | — | | | | | $ | — | | | | | $ | 1,834,074 | | | | | $ | 1,834,074 | | |
Total Common Stock | | | | | — | | | | | | — | | | | | | 1,834,074 | | | | | | 1,834,074 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 828,064,236 | | | | | | — | | | | | | 828,064,236 | | |
Bank Loans | | | | | — | | | | | | 7,918,853 | | | | | | — | | | | | | 7,918,853 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 575,310 | | | | | | — | | | | | | 575,310 | | |
Short-Term Investments | | | | | 31,723,000 | | | | | | 48,736,616 | | | | | | — | | | | | | 80,459,616 | | |
Total Investments, at fair value | | | | $ | 31,723,000 | | | | | $ | 885,295,015 | | | | | $ | 1,834,074 | | | | | $ | 918,852,089 | | |
Voya High Yield Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
| Cost for federal income tax purposes was $886,289,158. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 39,520,817 | | |
| Gross Unrealized Depreciation | | | | | (6,957,886) | | |
| "Net Unrealized Appreciation | | | | $ | 32,562,931 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) |
| Investment Type Allocation as of September 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 36.9% | |
| Collateralized Mortgage Obligations | | | 20.2% | |
| Asset-Backed Securities | | | 13.7% | |
| U.S. Government Agency Obligations | | | 11.4% | |
| Commercial Mortgage-Backed Securities | | | 7.7% | |
| U.S. Treasury Obligations | | | 5.8% | |
| Sovereign Bonds | | | 2.9% | |
| Purchased Options | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 36.9% | | |||||||||||||||
| | | Basic Materials: 1.4% | | ||||||||||||
1,377,000 (1) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | $ | 1,481,994 | | | | | | 0.0 | | |
2,746,000 (1) | | | Anglo American Capital PLC, 4.875%, 05/14/2025 | | | | | 3,129,067 | | | | | | 0.1 | | |
1,846,000 (1) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 2,270,341 | | | | | | 0.0 | | |
750,000 (1) | | | Braskem Netherlands Finance BV, 4.500%, 01/31/2030 | | | | | 701,250 | | | | | | 0.0 | | |
4,570,000 (1) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 4,492,881 | | | | | | 0.1 | | |
5,625,000 (1) | | | Georgia-Pacific LLC, 2.300%, 04/30/2030 | | | | | 5,977,027 | | | | | | 0.1 | | |
1,960,000 (1) | | | Georgia-Pacific LLC, 3.163%, 11/15/2021 | | | | | 2,012,145 | | | | | | 0.0 | | |
2,719,000 (1) | | | Glencore Funding LLC, 2.500%, 09/01/2030 | | | | | 2,648,619 | | | | | | 0.0 | | |
1,748,000 (1) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 1,909,314 | | | | | | 0.0 | | |
1,400,000 (1) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 1,642,808 | | | | | | 0.0 | | |
8,925,000 (1) | | | Novelis Corp., 4.750%, 01/30/2030 | | | | | 8,728,516 | | | | | | 0.1 | | |
9,075,000 (1) | | | Valvoline, Inc., 4.250%, 02/15/2030 | | | | | 9,270,113 | | | | | | 0.1 | | |
8,650,000 (1) | | | WR Grace & Co-Conn, 4.875%, 06/15/2027 | | | | | 8,949,074 | | | | | | 0.1 | | |
75,732,000 (2) | | | Other Securities | | | | | 82,363,754 | | | | | | 0.8 | | |
| | | | | | | | 135,576,903 | | | | | | 1.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications: 3.8% | | ||||||||||||
4,040,000 (1) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | $ | 3,883,636 | | | | | | 0.0 | | |
18,911,000 (1) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 18,355,155 | | | | | | 0.2 | | |
32,093,000 | | | AT&T, Inc., 1.650%-4.500%, 07/15/2026-03/09/2048 | | | | | 34,153,096 | | | | | | 0.4 | | |
31,858,000 | | | Comcast Corp., 1.950%-4.600%, 10/15/2025-11/01/2049 | | | | | 36,822,360 | | | | | | 0.4 | | |
9,425,000 (1) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 9,065,672 | | | | | | 0.1 | | |
2,829,000 (1) | | | Cox Communications, Inc., 2.950%, 10/01/2050 | | | | | 2,720,850 | | | | | | 0.0 | | |
8,250,000 (1) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 8,777,711 | | | | | | 0.1 | | |
1,875,000 (1) | | | Deutsche Telekom AG, 3.625%, 01/21/2050 | | | | | 2,083,232 | | | | | | 0.0 | | |
4,750,000 (1) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 4,821,297 | | | | | | 0.1 | | |
8,075,000 (1) | | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 8,764,504 | | | | | | 0.1 | | |
8,930,000 (1) | | | Match Group Holdings II LLC, 4.125%, 08/01/2030 | | | | | 9,048,590 | | | | | | 0.1 | | |
9,365,000 (1) | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 9,470,356 | | | | | | 0.1 | | |
9,220,000 (1) | | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 8,576,444 | | | | | | 0.1 | | |
3,990,000 (1) | | | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | | | | | 4,297,529 | | | | | | 0.0 | | |
1,875,000 (1) | | | TEGNA, Inc., 4.750%, 03/15/2026 | | | | | 1,919,438 | | | | | | 0.0 | | |
3,420,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 3,568,616 | | | | | | 0.0 | | |
4,400,000 (1) | | | Tencent Holdings Ltd., 2.390%, 06/03/2030 | | | | | 4,478,668 | | | | | | 0.0 | | |
2,569,000 (1) | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 2,628,832 | | | | | | 0.0 | | |
2,393,000 (1) | | | T-Mobile USA, Inc., 3.000%, 02/15/2041 | | | | | 2,368,448 | | | | | | 0.0 | | |
2,393,000 (1) | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 2,364,643 | | | | | | 0.0 | | |
4,084,000 (1) | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | | 4,576,285 | | | | | | 0.1 | | |
10,865,000 (1) | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 12,367,412 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
4,085,000 (1) | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | $ | 4,792,400 | | | | | | 0.1 | | |
8,715,000 (1)(3) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 8,981,897 | | | | | | 0.1 | | |
9,075,000 (1) | | | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | | | | | 8,943,685 | | | | | | 0.1 | | |
134,396,000 (2) | | | Other Securities | | | | | 154,910,433 | | | | | | 1.6 | | |
| | | | | | | | 372,741,189 | | | | | | 3.8 | | |
| | | Consumer, Cyclical: 2.2% | | ||||||||||||
8,860,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 9,099,707 | | | | | | 0.1 | | |
8,715,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | | | | 8,803,980 | | | | | | 0.1 | | |
4,429,000 (1) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 4,654,206 | | | | | | 0.1 | | |
2,330,000 (1)(4) | | | AMC Entertainment Holdings, Inc., 12.000% (PIK Rate 12.000%, Cash Rate 10.000)%, 06/15/2026 | | | | | 664,050 | | | | | | 0.0 | | |
9,508,000 (1) | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 9,597,137 | | | | | | 0.1 | | |
4,340,000 (1) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 4,635,377 | | | | | | 0.0 | | |
5,195,000 (1) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 5,032,994 | | | | | | 0.1 | | |
4,640,000 (1) | | | Daimler Finance North America LLC, 2.125%, 03/10/2025 | | | | | 4,814,797 | | | | | | 0.0 | | |
5,659,000 (1) | | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 5,693,995 | | | | | | 0.1 | | |
6,383,000 (1) | | | Daimler Finance North America LLC, 2.550%, 08/15/2022 | | | | | 6,598,157 | | | | | | 0.1 | | |
1,470,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 1,509,860 | | | | | | 0.0 | | |
1,414,884 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 1,470,040 | | | | | | 0.0 | | |
1,020,000 (1) | | | Group 1 Automotive, Inc., 4.000%, 08/15/2028 | | | | | 1,004,063 | | | | | | 0.0 | | |
4,653,000 (1)(3) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 4,873,768 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
3,635,000 (1) | | | Michaels Stores, Inc., 4.750%, 10/01/2027 | | | | $ | 3,610,009 | | | | | | 0.0 | | |
4,602,000 (1) | | | Nissan Motor Co. Ltd., 3.522%, 09/17/2025 | | | | | 4,655,457 | | | | | | 0.1 | | |
3,633,000 (1) | | | Nissan Motor Co. Ltd., 4.345%, 09/17/2027 | | | | | 3,652,659 | | | | | | 0.0 | | |
6,440,000 (1) | | | PetSmart, Inc., 5.875%, 06/01/2025 | | | | | 6,608,084 | | | | | | 0.1 | | |
4,240,000 (1)(3) | | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 4,026,092 | | | | | | 0.0 | | |
4,490,000 (1) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 4,363,719 | | | | | | 0.0 | | |
112,043,952 (2) | | | Other Securities | | | | | 118,629,540 | | | | | | 1.2 | | |
| | | | | | | | 213,997,691 | | | | | | 2.2 | | |
| | | Consumer, Non-cyclical: 6.1% | | ||||||||||||
2,740,000 (1) | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 2,836,511 | | | | | | 0.0 | | |
5,636,000 (1) | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 5,982,691 | | | | | | 0.1 | | |
3,188,000 (1) | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 3,477,563 | | | | | | 0.1 | | |
1,609,000 (1) | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 1,842,586 | | | | | | 0.0 | | |
2,298,000 (1) | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 2,801,622 | | | | | | 0.0 | | |
26,793,000 | | | AbbVie, Inc., 2.900%-4.500%, 11/06/2022-05/14/2046 | | | | | 30,909,614 | | | | | | 0.3 | | |
7,095,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 6,899,888 | | | | | | 0.1 | | |
2,800,000 (1)(3) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 2,993,732 | | | | | | 0.0 | | |
2,573,000 (1)(3) | | | Alcon Finance Corp., 2.600%, 05/27/2030 | | | | | 2,726,369 | | | | | | 0.0 | | |
4,324,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | | 5,596,131 | | | | | | 0.1 | | |
20,519,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%-4.900%, 02/01/2036-02/01/2046 | | | | | 25,151,742 | | | | | | 0.2 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
7,260,000 (1) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | $ | 7,161,119 | | | | | | 0.1 | | |
3,275,000 (1) | | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 3,356,056 | | | | | | 0.0 | | |
8,862,000 (1) | | | Bayer US Finance LLC, 3.000%, 10/08/2021 | | | | | 9,092,015 | | | | | | 0.1 | | |
5,377,000 (1) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 6,481,322 | | | | | | 0.1 | | |
7,379,000 (1) | | | Danone SA, 2.947%, 11/02/2026 | | | | | 8,191,992 | | | | | | 0.1 | | |
4,635,000 (1) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 4,477,642 | | | | | | 0.1 | | |
4,330,000 (1) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 4,447,018 | | | | | | 0.0 | | |
2,509,000 (1) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 2,575,059 | | | | | | 0.0 | | |
1,173,000 (1) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | | | | | 1,219,860 | | | | | | 0.0 | | |
3,350,000 (1) | | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | | | 3,643,912 | | | | | | 0.0 | | |
2,290,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,394,120 | | | | | | 0.0 | | |
4,825,000 (1) | | | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | | | | | 5,131,049 | | | | | | 0.1 | | |
3,585,000 (1) | | | Mars, Inc., 0.875%, 07/16/2026 | | | | | 3,568,665 | | | | | | 0.0 | | |
3,336,000 (1) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 4,223,096 | | | | | | 0.1 | | |
8,920,000 (1) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 9,221,050 | | | | | | 0.1 | | |
1,430,000 (1) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 1,472,900 | | | | | | 0.0 | | |
8,405,000 (1) | | | Post Holdings, Inc., 5.500%, 12/15/2029 | | | | | 9,004,066 | | | | | | 0.1 | | |
1,626,000 (1) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 1,622,784 | | | | | | 0.0 | | |
2,055,000 (1) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 2,056,545 | | | | | | 0.0 | | |
3,310,000 (1) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 3,254,691 | | | | | | 0.1 | | |
2,250,000 (1) | | | SC Johnson & Son, Inc., 4.750%, 10/15/2046 | | | | | 3,010,045 | | | | | | 0.0 | | |
8,680,000 (1) | | | Tenet Healthcare Corp., 5.125%, 11/01/2027 | | | | | 8,949,948 | | | | | | 0.1 | | |
9,504,000 (1) | | | Upjohn, Inc., 3.850%, 06/22/2040 | | | | | 10,274,509 | | | | | | 0.1 | | |
2,828,000 (1) | | | Upjohn, Inc., 4.000%, 06/22/2050 | | | | | 3,026,640 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
356,721,000 (2) | | | Other Securities | | | | $ | 393,867,454 | | | | | | 4.0 | | |
| | | | | | | | 602,942,006 | | | | | | 6.1 | | |
| | | Energy: 3.4% | | ||||||||||||
4,095,000 (1) | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | | 4,261,545 | | | | | | 0.0 | | |
5,525,000 (1) | | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | | | | | 4,949,129 | | | | | | 0.1 | | |
400,000 (1) | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 425,382 | | | | | | 0.0 | | |
8,950,000 (1) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 9,240,875 | | | | | | 0.1 | | |
1,575,000 (1) | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 1,845,903 | | | | | | 0.0 | | |
6,075,000 (1)(3) | | | Pertamina Persero PT, 3.100%, 01/21/2030 | | | | | 6,308,316 | | | | | | 0.1 | | |
4,000,000 (1) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 4,326,040 | | | | | | 0.0 | | |
7,000,000 (1) | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | | | 5,830,090 | | | | | | 0.1 | | |
1,450,000 (1) | | | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | | | | | 1,502,328 | | | | | | 0.0 | | |
2,663,000 (1) | | | Schlumberger Holdings Corp., 4.000%, 12/21/2025 | | | | | 2,981,859 | | | | | | 0.0 | | |
5,190,000 (1) | | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 5,329,069 | | | | | | 0.1 | | |
3,000,000 (1) | | | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | | | | | 3,034,692 | | | | | | 0.0 | | |
1,290,000 (1) | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 1,396,225 | | | | | | 0.0 | | |
268,184,000 (2) | | | Other Securities | | | | | 280,019,129 | | | | | | 2.9 | | |
| | | | | | | | 331,450,582 | | | | | | 3.4 | | |
| | | Financial: 11.4% | | ||||||||||||
12,331,000 (1) | | | ABN AMRO Bank NV, 4.750%, 07/28/2025 | | | | | 13,923,242 | | | | | | 0.1 | | |
3,420,000 (1)(3) | | | ANZ New Zealand Int’l Ltd./London, 3.400%, 03/19/2024 | | | | | 3,723,958 | | | | | | 0.0 | | |
8,605,000 (1) | | | Athene Global Funding, 2.800%, 05/26/2023 | | | | | 8,978,640 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,452,000 (1) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | $ | 3,639,781 | | | | | | 0.0 | | |
4,600,000 (1) | | | Banco Bradesco SA/ Cayman Islands, 3.200%, 01/27/2025 | | | | | 4,694,921 | | | | | | 0.1 | | |
3,750,000 (1) | | | Banco Nacional de Panama, 2.500%, 08/11/2030 | | | | | 3,715,313 | | | | | | 0.0 | | |
7,100,000 (1)(5) | | | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | | | | | 7,121,013 | | | | | | 0.1 | | |
73,452,000 (3)(5) | | | Bank of America Corp., 0.981%-5.125%, 05/17/2022-12/31/2199 | | | | | 80,146,702 | | | | | | 0.8 | | |
13,595,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 14,369,900 | | | | | | 0.2 | | |
2,980,000 (1) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 3,135,562 | | | | | | 0.0 | | |
5,150,000 (1)(5) | | | BNP Paribas SA, 2.219%, 06/09/2026 | | | | | 5,319,303 | | | | | | 0.1 | | |
2,641,000 (1)(5) | | | BNP Paribas SA, 2.588%, 08/12/2035 | | | | | 2,570,585 | | | | | | 0.0 | | |
9,060,000 (1)(5) | | | BNP Paribas SA, 2.819%, 11/19/2025 | | | | | 9,566,690 | | | | | | 0.1 | | |
2,000,000 (1)(5) | | | BNP Paribas SA, 3.052%, 01/13/2031 | | | | | 2,150,836 | | | | | | 0.0 | | |
4,499,000 (1) | | | BNP Paribas SA, 3.375%, 01/09/2025 | | | | | 4,884,874 | | | | | | 0.1 | | |
8,130,000 (1)(3) | | | BPCE SA, 2.700%, 10/01/2029 | | | | | 8,751,339 | | | | | | 0.1 | | |
2,094,000 (1) | | | BPCE SA, 5.150%, 07/21/2024 | | | | | 2,347,974 | | | | | | 0.0 | | |
7,020,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 7,872,294 | | | | | | 0.1 | | |
25,155,000 (3)(5) | | | Canadian Imperial Bank of Commerce, 2.250%-3.100%, 07/22/2023-01/28/2025 | | | | | 26,378,285 | | | | | | 0.3 | | |
13,013,000 (5) | | | Citigroup, Inc., 1.678%-5.500%, 07/24/2023-06/03/2031 | | | | | 14,222,593 | | | | | | 0.1 | | |
1,147,000 (1) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 1,211,932 | | | | | | 0.0 | | |
1,520,000 (1) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 1,680,139 | | | | | | 0.0 | | |
3,693,000 (1)(5) | | | Cooperatieve Rabobank UA, 1.004%, 09/24/2026 | | | | | 3,673,090 | | | | | | 0.0 | | |
4,027,000 (1)(5) | | | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | | | | | 4,083,693 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
16,663,000 | | | Cooperatieve Rabobank UA, 3.950%-4.625%, 11/09/2022-08/04/2025 | | | | $ | 18,438,939 | | | | | | 0.2 | | |
2,700,000 (1)(3) | | | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | | | | | 2,728,350 | | | | | | 0.0 | | |
15,084,000 (1)(5) | | | Credit Agricole SA/ London, 1.907%, 06/16/2026 | | | | | 15,447,448 | | | | | | 0.2 | | |
3,611,000 | | | Credit Suisse AG/New York NY, 1.000%, 05/05/2023 | | | | | 3,650,816 | | | | | | 0.0 | | |
4,068,000 (1) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 4,621,679 | | | | | | 0.1 | | |
3,222,000 (1)(5) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 3,332,069 | | | | | | 0.0 | | |
6,870,000 (1)(5) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 7,155,963 | | | | | | 0.1 | | |
1,170,000 (1)(5) | | | Credit Suisse Group AG, 3.869%, 01/12/2029 | | | | | 1,305,927 | | | | | | 0.0 | | |
3,166,000 (1)(5) | | | Credit Suisse Group AG, 4.194%, 04/01/2031 | | | | | 3,661,464 | | | | | | 0.1 | | |
1,441,000 (1) | | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 1,636,799 | | | | | | 0.0 | | |
8,409,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | | | | | 8,893,101 | | | | | | 0.1 | | |
4,910,000 (1)(5) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 4,873,411 | | | | | | 0.1 | | |
8,650,000 (1)(3) | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 8,738,337 | | | | | | 0.1 | | |
2,005,000 (1) | | | Danske Bank A/S, 5.000%, 01/12/2022 | | | | | 2,107,037 | | | | | | 0.0 | | |
1,671,000 (1) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 1,667,003 | | | | | | 0.0 | | |
9,425,000 (1) | | | ESH Hospitality, Inc., 4.625%, 10/01/2027 | | | | | 9,260,251 | | | | | | 0.1 | | |
2,931,000 (1) | | | Fairfax US, Inc., 4.875%, 08/13/2024 | | | | | 3,160,367 | | | | | | 0.0 | | |
8,087,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 8,447,753 | | | | | | 0.1 | | |
2,511,000 (1) | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 2,704,284 | | | | | | 0.0 | | |
4,886,000 (1) | | | Great-West Lifeco US Finance 2020 L.P., 0.904%, 08/12/2025 | | | | | 4,879,750 | | | | | | 0.1 | | |
48,810,000 (5) | | | HSBC Holdings PLC, 1.645%-6.000%, 03/13/2023-12/31/2199 | | | | | 51,191,194 | | | | | | 0.5 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,500,000 (1) | | | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | | | | $ | 2,545,625 | | | | | | 0.0 | | |
60,548,000 (5) | | | JPMorgan Chase & Co., 2.182%-5.000%, 04/01/2023-12/31/2199 | | | | | 64,111,697 | | | | | | 0.7 | | |
2,838,000 (1) | | | KKR Group Finance Co. VII LLC, 3.625%, 02/25/2050 | | | | | 2,953,652 | | | | | | 0.0 | | |
2,813,000 (1) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 3,150,115 | | | | | | 0.0 | | |
660,000 (1) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 737,584 | | | | | | 0.0 | | |
28,497,000 (5) | | | Morgan Stanley, 2.188%-5.597%, 04/29/2024-03/24/2051 | | | | | 32,752,772 | | | | | | 0.3 | | |
5,050,000 (1) | | | National Australia Bank Ltd., 2.332%, 08/21/2030 | | | | | 5,002,745 | | | | | | 0.1 | | |
2,990,000 (1)(5) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 3,327,666 | | | | | | 0.0 | | |
4,651,000 (1) | | | National Securities Clearing Corp., 1.500%, 04/23/2025 | | | | | 4,797,643 | | | | | | 0.1 | | |
5,105,000 (1) | | | Nationwide Building Society, 2.000%, 01/27/2023 | | | | | 5,256,312 | | | | | | 0.1 | | |
9,520,000 (1)(5) | | | Nationwide Building Society, 4.363%, 08/01/2024 | | | | | 10,329,266 | | | | | | 0.1 | | |
1,000,000 (1)(5) | | | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | | | | | 990,545 | | | | | | 0.0 | | |
3,915,000 (1) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 4,209,638 | | | | | | 0.0 | | |
1,345,000 (1)(3)(5) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 1,442,613 | | | | | | 0.0 | | |
4,068,000 (1) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 4,462,205 | | | | | | 0.0 | | |
2,000,000 (1)(3)(5) | | | Oversea-Chinese Banking Corp. Ltd., 1.832%, 09/10/2030 | | | | | 1,997,453 | | | | | | 0.0 | | |
5,456,000 (1) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 5,402,377 | | | | | | 0.1 | | |
4,360,000 (1) | | | Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.875%, 03/01/2031 | | | | | 4,316,400 | | | | | | 0.0 | | |
4,520,000 (1) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | | 4,771,018 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
4,410,000 | | | Royal Bank of Canada, 0.885%, (US0003M + 0.660)%, 10/05/2023 | | | | $ | 4,440,373 | | | | | | 0.0 | | |
3,572,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 3,826,963 | | | | | | 0.0 | | |
5,383,000 (1)(5) | | | Scentre Group Trust 2, 5.125%, 09/24/2080 | | | | | 5,294,939 | | | | | | 0.1 | | |
5,780,000 (1)(3) | | | Skandinaviska Enskilda Banken AB, 0.850%, 09/02/2025 | | | | | 5,787,081 | | | | | | 0.1 | | |
3,351,000 (1) | | | Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025 | | | | | 3,367,116 | | | | | | 0.0 | | |
2,904,000 (1) | | | Swedbank AB, 1.300%, 06/02/2023 | | | | | 2,961,673 | | | | | | 0.0 | | |
1,575,000 (1) | | | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | | | | | 1,423,179 | | | | | | 0.0 | | |
3,180,000 | | | UBS AG, 5.125%, 05/15/2024 | | | | | 3,509,925 | | | | | | 0.1 | | |
4,162,000 (1)(5) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 4,174,003 | | | | | | 0.0 | | |
7,779,000 (1)(5) | | | UBS Group AG, 2.859%, 08/15/2023 | | | | | 8,081,815 | | | | | | 0.1 | | |
3,853,000 (1)(5) | | | UBS Group AG, 1.364%, 01/30/2027 | | | | | 3,854,972 | | | | | | 0.1 | | |
2,565,000 (1)(5) | | | UBS Group AG, 3.126%, 08/13/2030 | | | | | 2,849,014 | | | | | | 0.0 | | |
8,766,000 (1) | | | USAA Capital Corp., 2.125%, 05/01/2030 | | | | | 9,241,156 | | | | | | 0.1 | | |
43,804,000 (5) | | | Wells Fargo & Co., 1.654%-5.013%, 08/15/2023-04/04/2051 | | | | | 47,361,403 | | | | | | 0.5 | | |
411,022,004 (2)(6) | | | Other Securities | | | | | 439,855,520 | | | | | | 4.5 | | |
| | | | | | | | 1,114,651,059 | | | | | | 11.4 | | |
| | | Industrial: 2.7% | | ||||||||||||
8,620,000 (1) | | | Airbus Finance BV, 2.700%, 04/17/2023 | | | | | 9,014,665 | | | | | | 0.1 | | |
1,137,000 (1) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 1,125,956 | | | | | | 0.0 | | |
2,027,000 (1) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 2,016,505 | | | | | | 0.0 | | |
5,189,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 5,357,653 | | | | | | 0.1 | | |
3,878,000 (1) | | | BAE Systems PLC, 3.400%, 04/15/2030 | | | | | 4,349,971 | | | | | | 0.0 | | |
3,530,000 (1) | | | Berry Global, Inc., 5.625%, 07/15/2027 | | | | | 3,708,706 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
9,445,000 (1) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | $ | 9,793,284 | | | | | | 0.1 | | |
5,082,000 (1) | | | Carrier Global Corp., 2.493%, 02/15/2027 | | | | | 5,321,796 | | | | | | 0.1 | | |
2,965,000 (1) | | | Carrier Global Corp., 2.722%, 02/15/2030 | | | | | 3,103,609 | | | | | | 0.0 | | |
4,460,000 (1)(3) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 4,696,937 | | | | | | 0.0 | | |
5,287,000 (1) | | | CCL Industries, Inc., 3.050%, 06/01/2030 | | | | | 5,651,026 | | | | | | 0.1 | | |
4,350,000 (1) | | | Cemex SAB de CV, 5.200%, 09/17/2030 | | | | | 4,376,753 | | | | | | 0.0 | | |
9,460,000 (1)(3) | | | GFL Environmental, Inc., 3.750%, 08/01/2025 | | | | | 9,454,088 | | | | | | 0.1 | | |
2,335,000 (1) | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 2,508,135 | | | | | | 0.0 | | |
3,686,000 (1) | | | Raytheon Technologies Corp., 3.500%, 03/15/2027 | | | | | 4,149,708 | | | | | | 0.1 | | |
3,300,000 (1)(3) | | | Sealed Air Corp., 4.000%, 12/01/2027 | | | | | 3,456,090 | | | | | | 0.0 | | |
5,480,000 (1) | | | Sensata Technologies, Inc., 3.750%, 02/15/2031 | | | | | 5,459,450 | | | | | | 0.1 | | |
4,875,000 (1) | | | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | | | | | 4,820,741 | | | | | | 0.0 | | |
7,120,000 (1) | | | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | | | | | 7,310,816 | | | | | | 0.1 | | |
4,150,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 4,222,189 | | | | | | 0.0 | | |
4,235,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | | 4,417,635 | | | | | | 0.1 | | |
5,745,000 (1) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 6,373,758 | | | | | | 0.1 | | |
700,000 (1) | | | Union Pacific Corp., 2.973%, 09/16/2062 | | | | | 689,012 | | | | | | 0.0 | | |
134,864,000 (2) | | | Other Securities | | | | | 152,064,623 | | | | | | 1.6 | | |
| | | | | | | | 263,443,106 | | | | | | 2.7 | | |
| | | Technology: 1.7% | | ||||||||||||
25,855,000 | | | Apple, Inc., 2.550%-4.450%, 05/06/2044-08/20/2060 | | | | | 30,058,916 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
2,143,000 (1) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | $ | 2,519,845 | | | | | | 0.0 | | |
2,139,000 (1) | | | Infor, Inc., 1.450%, 07/15/2023 | | | | | 2,169,732 | | | | | | 0.0 | | |
2,496,000 (1) | | | Infor, Inc., 1.750%, 07/15/2025 | | | | | 2,574,823 | | | | | | 0.0 | | |
5,223,000 (1) | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 5,410,573 | | | | | | 0.1 | | |
22,380,000 | | | Microsoft Corp., 2.400%-3.700%, 08/08/2026-06/01/2050 | | | | | 25,794,588 | | | | | | 0.3 | | |
4,533,000 (1) | | | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | | | | | 5,366,560 | | | | | | 0.0 | | |
2,761,000 (1) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 3,028,837 | | | | | | 0.0 | | |
2,755,000 (1) | | | TSMC Global Ltd., 0.750%, 09/28/2025 | | | | | 2,731,579 | | | | | | 0.0 | | |
2,915,000 (1) | | | TSMC Global Ltd., 1.000%, 09/28/2027 | | | | | 2,866,673 | | | | | | 0.1 | | |
78,492,000 (2) | | | Other Securities | | | | | 86,463,312 | | | | | | 0.9 | | |
| | | | | | | | 168,985,438 | | | | | | 1.7 | | |
| | | Utilities: 4.2% | | ||||||||||||
3,943,000 (1) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 4,364,250 | | | | | | 0.1 | | |
10,755,000 (1) | | | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | | | | | 11,555,846 | | | | | | 0.1 | | |
7,500,000 (1) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 9,374,224 | | | | | | 0.1 | | |
5,385,000 (1) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 5,667,093 | | | | | | 0.1 | | |
4,750,000 (1) | | | Centrais Eletricas Brasileiras SA, 3.625%, 02/04/2025 | | | | | 4,745,487 | | | | | | 0.1 | | |
2,166,000 (1) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 2,342,452 | | | | | | 0.0 | | |
2,155,000 (5) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 2,282,441 | | | | | | 0.0 | | |
3,030,000 | | | Duke Energy Florida LLC, 4.200%, 07/15/2048 | | | | | 3,865,136 | | | | | | 0.0 | | |
1,890,000 (3) | | | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | | | | | 1,986,603 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
8,386,000 (3) | | | Duke Energy Carolinas LLC, 2.950%-4.000%, 12/01/2026-08/15/2049 | | | | $ | 9,748,198 | | | | | | 0.1 | | |
4,700,000 | | | Duke Energy Indiana LLC, 3.250%-3.750%, 05/15/2046-10/01/2049 | | | | | 5,310,210 | | | | | | 0.1 | | |
11,400,000 | | | Duke Energy Progress LLC, 3.700%-4.200%, 05/15/2042-10/15/2046 | | | | | 13,830,872 | | | | | | 0.2 | | |
2,390,000 (1) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 2,400,927 | | | | | | 0.0 | | |
3,462,000 (1) | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | | 3,929,889 | | | | | | 0.0 | | |
3,199,000 (1) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,661,395 | | | | | | 0.0 | | |
3,950,000 (1)(3) | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | | | 4,135,156 | | | | | | 0.1 | | |
1,950,000 (1) | | | Metropolitan Edison Co., 3.500%, 03/15/2023 | | | | | 2,048,304 | | | | | | 0.0 | | |
3,392,000 (1) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 3,869,279 | | | | | | 0.0 | | |
2,992,000 (1) | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 2,986,624 | | | | | | 0.0 | | |
750,000 (1) | | | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | | | | | 882,045 | | | | | | 0.0 | | |
4,500,000 (1) | | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | | | | 5,275,553 | | | | | | 0.1 | | |
277,518,000 (2) | | | Other Securities | | | | | 303,975,856 | | | | | | 3.1 | | |
| | | | | | | | 408,237,840 | | | | | | 4.2 | | |
| | | Total Corporate Bonds/Notes | | | | | | | | | | | | | |
| | | (Cost $3,419,861,656) | | | | | 3,612,025,814 | | | | | | 36.9 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 20.2% | | |||||||||||||||
882,975 (1)(5) | | | Agate Bay Mortgage Trust 2014-2 B4, 3.870%, 09/25/2044 | | | | | 882,650 | | | | | | 0.0 | | |
2,808,625 | | | Alternative Loan Trust 2004-J7 MI, 1.168%, (US0001M + 1.020)%, 10/25/2034 | | | | | 2,706,001 | | | | | | 0.1 | | |
2,560,777 | | | Alternative Loan Trust 2005-10CB 1A1, 0.648%, (US0001M + 0.500)%, 05/25/2035 | | | | | 2,028,310 | | | | | | 0.0 | | |
2,212,576 | | | Alternative Loan Trust 2005-51 3A2A, 2.309%, (12MTA + 1.290)%, 11/20/2035 | | | | | 2,033,854 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,494,082 | | | Alternative Loan Trust 2005-J2 1A12, 0.548%, (US0001M + 0.400)%, 04/25/2035 | | | | $ | 1,218,275 | | | | | | 0.0 | | |
163,732 | | | Alternative Loan Trust 2006-18CB A10, 0.548%, (US0001M + 0.400)%, 07/25/2036 | | | | | 74,634 | | | | | | 0.0 | | |
989,800 | | | Alternative Loan Trust 2006-19CB A28, 0.748%, (US0001M + 0.600)%, 08/25/2036 | | | | | 543,122 | | | | | | 0.0 | | |
850,574 | | | Alternative Loan Trust 2006-HY11 A1, 0.268%, (US0001M + 0.120)%, 06/25/2036 | | | | | 810,851 | | | | | | 0.0 | | |
1,075,193 | | | Alternative Loan Trust 2007-23CB A3, 0.648%, (US0001M + 0.500)%, 09/25/2037 | | | | | 418,149 | | | | | | 0.0 | | |
2,729,044 | | | Alternative Loan Trust 2007-2CB 2A1, 0.748%, (US0001M + 0.600)%, 03/25/2037 | | | | | 1,326,116 | | | | | | 0.0 | | |
1,017,938 | | | Alternative Loan Trust 2007-8CB A3, 0.648%, (US0001M + 0.500)%, 05/25/2037 | | | | | 503,697 | | | | | | 0.0 | | |
1,945,009 | | | American Home Mortgage Assets Trust 2007-4 A4, 0.438%, (US0001M + 0.290)%, 08/25/2037 | | | | | 1,749,028 | | | | | | 0.0 | | |
2,159,949 (1)(5) | | | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | | | | | 2,203,782 | | | | | | 0.0 | | |
892,143 | | | Banc of America Funding 2007-2 1A16 Trust, 0.748%, (US0001M + 0.600)%, 03/25/2037 | | | | | 677,615 | | | | | | 0.0 | | |
992,786 (7) | | | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | | | | | 183,732 | | | | | | 0.0 | | |
3,249,194 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.338%, (US0001M + 0.190)%, 01/25/2037 | | | | | 2,886,424 | | | | | | 0.0 | | |
1,887,596 (1)(5) | | | Chase Mortgage Finance Corp. 2019-1 B2, 3.951%, 03/25/2050 | | | | | 1,944,132 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,204,979 (1)(5) | | | Chase Mortgage Finance Corp. 2019-1 B3, 3.951%, 03/25/2050 | | | | $ | 2,279,879 | | | | | | 0.1 | | |
985,933 (1)(5) | | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | | | 1,020,502 | | | | | | 0.0 | | |
1,017,223 (1)(5) | | | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | | | | | 1,054,055 | | | | | | 0.0 | | |
4,016,901 (1)(5) | | | CIM Trust 2019-J1 1A2, 3.500%, 08/25/2049 | | | | | 4,077,882 | | | | | | 0.1 | | |
2,940,577 (1)(5) | | | CIM Trust 2019-J2 B2, 3.837%, 10/25/2049 | | | | | 2,848,503 | | | | | | 0.0 | | |
980,192 (1)(5) | | | CIM Trust 2019-J2 B3, 3.837%, 10/25/2049 | | | | | 930,881 | | | | | | 0.0 | | |
2,600,000 (1)(5) | | | CIM Trust 2019-R5 M2, 3.250%, 09/25/2059 | | | | | 2,667,127 | | | | | | 0.0 | | |
3,276,692 (1)(5) | | | CIM Trust 2020-J1 B3, 3.465%, 07/25/2050 | | | | | 3,172,375 | | | | | | 0.0 | | |
1,168,388 | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | | 1,192,218 | | | | | | 0.0 | | |
1,162,808 (5) | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.570%, 11/25/2036 | | | | | 1,015,509 | | | | | | 0.0 | | |
520,138 (5) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.355%, 09/25/2037 | | | | | 501,013 | | | | | | 0.0 | | |
1,482,033 (1)(5) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,496,323 | | | | | | 0.1 | | |
2,000,000 (1)(5) | | | COLT 2019-1 M1 Mortgage Loan Trust, 4.518%, 03/25/2049 | | | | | 2,022,462 | | | | | | 0.0 | | |
1,468,741 (1)(5) | | | COLT 2019-4 A3 Mortgage Loan Trust, 2.988%, 11/25/2049 | | | | | 1,481,474 | | | | | | 0.0 | | |
330,184 (1)(5) | | | COLT 2018-4 A1 Mortgage Loan Trust, 4.006%, 12/28/2048 | | | | | 335,335 | | | | | | 0.0 | | |
7,550,000 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.148%, (US0001M + 2.000)%, 01/25/2040 | | | | | 7,396,559 | | | | | | 0.1 | | |
514,578 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.648%, (US0001M + 0.500)%, 11/25/2035 | | | | | 239,161 | | | | | | 0.0 | | |
5,033,537 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.868%, (US0001M + 0.720)%, 11/25/2035 | | | | | 4,942,360 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,546,129 (1) | | | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | | | | $ | 1,479,846 | | | | | | 0.0 | | |
1,479,292 (1)(5) | | | CSMC Trust 2015-2 B3, 3.877%, 02/25/2045 | | | | | 1,477,660 | | | | | | 0.0 | | |
1,800,000 (1)(5) | | | Deephave Residential Mortgage Trust 2019-2A M1, 3.921%, 04/25/2059 | | | | | 1,810,256 | | | | | | 0.0 | | |
1,360,000 (1)(5) | | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 1,382,805 | | | | | | 0.0 | | |
1,000,000 (1)(5) | | | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | | | | | 1,019,764 | | | | | | 0.0 | | |
2,300,000 (1)(5) | | | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | | | | | 2,316,871 | | | | | | 0.0 | | |
1,000,000 (1)(5) | | | Deephaven Residential Mortgage Trust 2019-4 M1, 3.484%, 10/25/2059 | | | | | 1,026,275 | | | | | | 0.0 | | |
3,000,000 (1)(5) | | | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | | | | | 2,926,433 | | | | | | 0.1 | | |
1,600,000 (1) | | | Deephaven Residential Mortgage Trust 2020-2 A2, 2.594%, 05/25/2065 | | | | | 1,609,708 | | | | | | 0.0 | | |
83,488,293 (5)(7) | | | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 0.840%, 04/25/2037 | | | | | 3,099,695 | | | | | | 0.0 | | |
2,822,090 (1)(5) | | | Ellington Financial Mortgage Trust 2019-2 A3, 3.046%, 11/25/2059 | | | | | 2,878,339 | | | | | | 0.0 | | |
3,499,212 (1)(5) | | | Ellington Financial Mortgage Trust 2020-1 A1, 2.006%, 06/25/2065 | | | | | 3,549,949 | | | | | | 0.0 | | |
800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.798%, (US0001M + 3.650)%, 02/25/2040 | | | | | 749,668 | | | | | | 0.0 | | |
3,995,017 (7) | | | Fannie Mae 2008-12 SC, 6.202%, (-1.000*US0001M + 6.350)%, 03/25/2038 | | | | | 897,851 | | | | | | 0.0 | | |
8,548,542 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 9,860,906 | | | | | | 0.1 | | |
736,411 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 792,473 | | | | | | 0.0 | | |
5,919,751 | | | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | | | | | 7,160,417 | | | | | | 0.1 | | |
3,775,654 | | | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | | | | | 4,037,364 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,541,312 | | | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | | | | $ | 4,009,844 | | | | | | 0.1 | | |
24,872,089 (7) | | | Fannie Mae 2016-82 SD, 5.902%, (-1.000*US0001M + 6.050)%, 11/25/2046 | | | | | 5,755,640 | | | | | | 0.1 | | |
4,441,939 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 4,660,603 | | | | | | 0.1 | | |
14,860,406 (7) | | | Fannie Mae 2018-86 US, 6.442%, (-1.000*US0001M + 6.590)%, 09/25/2040 | | | | | 3,792,787 | | | | | | 0.1 | | |
15,798,329 | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 4.398%, (US0001M + 4.250)%, 04/25/2029 | | | | | 16,220,888 | | | | | | 0.2 | | |
5,511,088 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.148%, (US0001M + 4.000)%, 05/25/2025 | | | | | 5,599,170 | | | | | | 0.1 | | |
127,273 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 4.148%, (US0001M + 4.000)%, 05/25/2025 | | | | | 129,212 | | | | | | 0.0 | | |
880,977 | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 5.148%, (US0001M + 5.000)%, 07/25/2025 | | | | | 904,767 | | | | | | 0.0 | | |
7,329,705 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.698%, (US0001M + 5.550)%, 04/25/2028 | | | | | 7,550,115 | | | | | | 0.1 | | |
2,582,427 | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.448%, (US0001M + 4.300)%, 02/25/2025 | | | | | 2,634,988 | | | | | | 0.0 | | |
396,305 | | | Fannie Mae Connecticut Avenue Securities 2016-C01 2M2, 7.098%, (US0001M + 6.950)%, 08/25/2028 | | | | | 425,586 | | | | | | 0.0 | | |
12,761,035 | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.398%, (US0001M + 4.250)%, 01/25/2029 | | | | | 13,271,003 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
12,252,317 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.598%, (US0001M + 4.450)%, 01/25/2029 | | | | $ | 12,684,905 | | | | | | 0.1 | | |
8,304,062 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.498%, (US0001M + 4.350)%, 05/25/2029 | | | | | 8,614,092 | | | | | | 0.1 | | |
2,546,739 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.698%, (US0001M + 3.550)%, 07/25/2029 | | | | | 2,629,624 | | | | | | 0.0 | | |
12,488,822 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.798%, (US0001M + 3.650)%, 09/25/2029 | | | | | 12,672,720 | | | | | | 0.1 | | |
4,746,879 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000)%, 10/25/2029 | | | | | 4,742,912 | | | | | | 0.1 | | |
9,487,805 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.998%, (US0001M + 2.850)%, 11/25/2029 | | | | | 9,459,402 | | | | | | 0.1 | | |
18,673,976 | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 2.348%, (US0001M + 2.200)%, 01/25/2030 | | | | | 18,491,878 | | | | | | 0.2 | | |
8,486,831 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.798%, (US0001M + 2.650)%, 02/25/2030 | | | | | 8,415,191 | | | | | | 0.1 | | |
18,205,656 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.548%, (US0001M + 2.400)%, 05/28/2030 | | | | | 17,936,332 | | | | | | 0.2 | | |
5,881,384 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.648%, (US0001M + 2.500)%, 05/25/2030 | | | | | 5,847,365 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
7,945,228 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.948%, (US0001M + 2.800)%, 02/25/2030 | | | | $ | 7,960,197 | | | | | | 0.1 | | |
18,827,865 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.348%, (US0001M + 2.200)%, 08/25/2030 | | | | | 18,296,149 | | | | | | 0.2 | | |
4,138,459 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.298%, (US0001M + 2.150)%, 10/25/2030 | | | | | 4,075,743 | | | | | | 0.1 | | |
18,604,890 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.698%, (US0001M + 2.550)%, 12/25/2030 | | | | | 18,355,839 | | | | | | 0.2 | | |
15,560,676 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.498%, (US0001M + 2.350)%, 01/25/2031 | | | | | 15,329,916 | | | | | | 0.2 | | |
9,351,258 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.148%, (US0001M + 2.000)%, 03/25/2031 | | | | | 9,220,733 | | | | | | 0.1 | | |
8,964,492 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.248%, (US0001M + 2.100)%, 03/25/2031 | | | | | 8,843,989 | | | | | | 0.1 | | |
14,715,255 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.398%, (US0001M + 2.250)%, 07/25/2030 | | | | | 14,581,461 | | | | | | 0.2 | | |
3,287,444 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.448%, (US0001M + 2.300)%, 08/25/2031 | | | | | 3,281,433 | | | | | | 0.0 | | |
3,261,998 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.248%, (US0001M + 2.100)%, 06/25/2039 | | | | | 3,254,394 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
8,435,217 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.298%, (US0001M + 2.150)%, 09/25/2031 | | | | $ | 8,434,006 | | | | | | 0.1 | | |
10,342,025 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.548%, (US0001M + 2.400)%, 04/25/2031 | | | | | 10,327,436 | | | | | | 0.1 | | |
9,621,275 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.598%, (US0001M + 2.450)%, 07/25/2031 | | | | | 9,601,345 | | | | | | 0.1 | | |
1,000,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.248%, (US0001M + 4.100)%, 07/25/2039 | | | | | 881,563 | | | | | | 0.0 | | |
8,781,684 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.248%, (US0001M + 2.100)%, 09/25/2039 | | | | | 8,748,537 | | | | | | 0.1 | | |
3,300,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.198%, (US0001M + 2.050)%, 01/25/2040 | | | | | 3,252,157 | | | | | | 0.0 | | |
500,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.798%, (US0001M + 3.650)%, 02/25/2040 | | | | | 478,925 | | | | | | 0.0 | | |
5,680,824 | | | Fannie Mae Connecticut Avenue Securities, 5.848%, (US0001M + 5.700)%, 04/25/2028 | | | | | 5,906,065 | | | | | | 0.1 | | |
13,505 | | | Fannie Mae Grantor Trust 1998-T2 A6, 0.037%, (US0001M + 0.550)%, 01/25/2032 | | | | | 13,689 | | | | | | 0.0 | | |
8,928 (7) | | | Fannie Mae Interest Strip Series 104 2, 9.500%, 10/25/2021 | | | | | 282 | | | | | | 0.0 | | |
338,956 (7) | | | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | | | | | 31,027 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,128,312 (7) | | | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | | | | $ | 70,807 | | | | | | 0.0 | | |
127,083 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 143,154 | | | | | | 0.0 | | |
111,301 (7) | | | Fannie Mae REMIC Trust 1999-6 SE, 7.535%, (-1.000*US0001M + 7.685)%, 02/17/2029 | | | | | 8,381 | | | | | | 0.0 | | |
1,081,432 | | | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | | | | | 1,261,529 | | | | | | 0.0 | | |
385,504 | | | Fannie Mae REMIC Trust 2003-45 FJ, 1.655%, (US0001M + 1.500)%, 06/25/2033 | | | | | 403,649 | | | | | | 0.0 | | |
1,491,249 (7) | | | Fannie Mae REMIC Trust 2003-66 SA, 7.502%, (-1.000*US0001M + 7.650)%, 07/25/2033 | | | | | 366,925 | | | | | | 0.0 | | |
253,850 (7) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 54,908 | | | | | | 0.0 | | |
668,263 | | | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | | | | | 769,813 | | | | | | 0.0 | | |
1,009,735 | | | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | | | | | 1,157,803 | | | | | | 0.0 | | |
21,347 | | | Fannie Mae REMIC Trust 2004-56 FE, 0.598%, (US0001M + 0.450)%, 10/25/2033 | | | | | 21,444 | | | | | | 0.0 | | |
535,182 | | | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | | | | | 609,191 | | | | | | 0.0 | | |
1,076,684 | | | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | | | | | 1,189,958 | | | | | | 0.0 | | |
2,795,580 | | | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | | | | | 3,199,899 | | | | | | 0.0 | | |
136,827 | | | Fannie Mae REMIC Trust 2006-104 ES, 32.709%, (-5.000*US0001M + 33.450)%, 11/25/2036 | | | | | 277,033 | | | | | | 0.0 | | |
2,381,983 (7) | | | Fannie Mae REMIC Trust 2006-12 SD, 6.602%, (-1.000*US0001M + 6.750)%, 10/25/2035 | | | | | 505,538 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
796,748 (7) | | | Fannie Mae REMIC Trust 2006-123 UI, 6.592%, (-1.000*US0001M + 6.740)%, 01/25/2037 | | | | $ | 200,809 | | | | | | 0.0 | | |
177,558 (7) | | | Fannie Mae REMIC Trust 2006-72 HS, 6.552%, (-1.000*US0001M + 6.700)%, 08/25/2026 | | | | | 23,877 | | | | | | 0.0 | | |
22,163 | | | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | | | | | 25,727 | | | | | | 0.0 | | |
4,212,495 (7) | | | Fannie Mae REMIC Trust 2007-91 AS, 6.252%, (-1.000*US0001M + 6.400)%, 10/25/2037 | | | | | 1,080,711 | | | | | | 0.0 | | |
1,719,108 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 1,946,694 | | | | | | 0.0 | | |
8,279,458 (5) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.546%, 02/25/2049 | | | | | 9,505,079 | | | | | | 0.1 | | |
1,945,012 (7) | | | Fannie Mae REMIC Trust 2009-90 TS, 6.002%, (-1.000*US0001M + 6.150)%, 11/25/2039 | | | | | 400,519 | | | | | | 0.0 | | |
2,031,148 (7) | | | Fannie Mae REMIC Trust 2010-118 GS, 5.802%, (-1.000*US0001M + 5.950)%, 10/25/2039 | | | | | 142,032 | | | | | | 0.0 | | |
5,043,834 (7) | | | Fannie Mae REMIC Trust 2010-123 SL, 5.922%, (-1.000*US0001M + 6.070)%, 11/25/2040 | | | | | 1,015,393 | | | | | | 0.0 | | |
5,838,846 (7) | | | Fannie Mae REMIC Trust 2010-41 SB, 6.252%, (-1.000*US0001M + 6.400)%, 05/25/2040 | | | | | 1,271,802 | | | | | | 0.0 | | |
1,705,775 (7) | | | Fannie Mae REMIC Trust 2010-43 VS, 6.302%, (-1.000*US0001M + 6.450)%, 05/25/2040 | | | | | 358,249 | | | | | | 0.0 | | |
11,049,000 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 12,697,832 | | | | | | 0.1 | | |
1,567,002 (7) | | | Fannie Mae REMIC Trust 2011-102 SA, 6.452%, (-1.000*US0001M + 6.600)%, 10/25/2041 | | | | | 294,333 | | | | | | 0.0 | | |
3,047,723 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 3,359,316 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,645,090 (7) | | | Fannie Mae REMIC Trust 2011-93 GS, 6.402%, (-1.000*US0001M + 6.550)%, 04/25/2039 | | | | $ | 701,157 | | | | | | 0.0 | | |
516,436 (7) | | | Fannie Mae REMIC Trust 2012-103 IT, 4.000%, 04/25/2041 | | | | | 8,478 | | | | | | 0.0 | | |
6,630,391 (7) | | | Fannie Mae REMIC Trust 2012-122 SB, 6.002%, (-1.000*US0001M + 6.150)%, 11/25/2042 | | | | | 1,238,989 | | | | | | 0.0 | | |
3,209,263 (7) | | | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | | | | | 275,889 | | | | | | 0.0 | | |
6,554,342 (7) | | | Fannie Mae REMIC Trust 2012-133 AS, 6.052%, (-1.000*US0001M + 6.200)%, 10/25/2042 | | | | | 1,282,404 | | | | | | 0.0 | | |
1,002,024 (7) | | | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | | | | | 111,202 | | | | | | 0.0 | | |
3,769,505 (7) | | | Fannie Mae REMIC Trust 2012-15 SP, 6.472%, (-1.000*US0001M + 6.620)%, 06/25/2040 | | | | | 294,897 | | | | | | 0.0 | | |
2,164,276 (7) | | | Fannie Mae REMIC Trust 2012-24 HS, 6.402%, (-1.000*US0001M + 6.550)%, 09/25/2040 | | | | | 253,823 | | | | | | 0.0 | | |
4,792,732 (7) | | | Fannie Mae REMIC Trust 2012-30 QS, 6.452%, (-1.000*US0001M + 6.600)%, 04/25/2031 | | | | | 411,347 | | | | | | 0.0 | | |
1,494,404 (7) | | | Fannie Mae REMIC Trust 2012-68 YS, 6.552%, (-1.000*US0001M + 6.700)%, 07/25/2042 | | | | | 261,416 | | | | | | 0.0 | | |
2,363,915 (7) | | | Fannie Mae REMIC Trust 2013-26 JS, 6.052%, (-1.000*US0001M + 6.200)%, 10/25/2032 | | | | | 339,659 | | | | | | 0.0 | | |
8,368,149 (7) | | | Fannie Mae REMIC Trust 2013-60 DS, 6.052%, (-1.000*US0001M + 6.200)%, 06/25/2033 | | | | | 1,477,176 | | | | | | 0.0 | | |
7,245,720 (7) | | | Fannie Mae REMIC Trust 2013-9 SM, 6.102%, (-1.000*US0001M + 6.250)%, 02/25/2033 | | | | | 1,427,539 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,371,060 (7) | | | Fannie Mae REMIC Trust 2014-17 DS, 6.052%, (-1.000*US0001M + 6.200)%, 02/25/2043 | | | | $ | 450,949 | | | | | | 0.0 | | |
2,442,390 (7) | | | Fannie Mae REMIC Trust 2014-28 BS, 6.052%, (-1.000*US0001M + 6.200)%, 08/25/2043 | | | | | 380,781 | | | | | | 0.0 | | |
3,019,000 | | | Fannie Mae REMIC Trust 2015-17 MK, 2.500%, 12/25/2041 | | | | | 3,356,422 | | | | | | 0.0 | | |
48,546,867 (7) | | | Fannie Mae REMIC Trust 2015-79 SA, 6.102%, (-1.000*US0001M + 6.250)%, 11/25/2045 | | | | | 10,689,103 | | | | | | 0.1 | | |
19,614,985 (7) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 4,186,032 | | | | | | 0.1 | | |
34,348,852 (7) | | | Fannie Mae REMICS 16-60 SB, 5.952%, (-1.000*US0001M + 6.100)%, 09/25/2046 | | | | | 7,849,386 | | | | | | 0.1 | | |
130,553 (7) | | | Fannie Mae REMICS 1997-18 SG, 7.950%, (-1.000*US0001M + 8.100)%, 03/17/2027 | | | | | 16,489 | | | | | | 0.0 | | |
77,332 (7) | | | Fannie Mae REMICS 1997-91 FC, 0.000%, (US0001M + (8.500))%, 11/25/2023 | | | | | 24 | | | | | | 0.0 | | |
2,053 (7) | | | Fannie Mae REMICS 1999-57 SC, 9.600%, (-1.000*US0001M + 9.750)%, 11/17/2029 | | | | | 25 | | | | | | 0.0 | | |
187 (7) | | | Fannie Mae REMICS 2000-38 SK, 9.050%, (-1.000*US0001M + 9.200)%, 10/17/2030 | | | | | 2 | | | | | | 0.0 | | |
293,636 (7) | | | Fannie Mae REMICS 2001-72 SC, 1.000%, (-1.000*US0001M + 8.500)%, 12/25/2031 | | | | | 10,885 | | | | | | 0.0 | | |
97,691 (7) | | | Fannie Mae REMICS 2001-8 SK, 8.600%, (-1.000*US0001M + 8.750)%, 03/18/2031 | | | | | 15,054 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
25 (7) | | | Fannie Mae REMICS 2001-8 SO, 9.644%, (-1.000*US0001M + 9.800)%, 02/20/2031 | | | | $ | — | | | | | | — | | |
622,095 (7) | | | Fannie Mae REMICS 2003-49 SW, 6.852%, (-1.000*US0001M + 7.000)%, 01/25/2033 | | | | | 132,832 | | | | | | 0.0 | | |
5,129,429 (7) | | | Fannie Mae REMICS 2004-54 SN, 6.902%, (-1.000*US0001M + 7.050)%, 07/25/2034 | | | | | 1,195,270 | | | | | | 0.0 | | |
50,928 (7) | | | Fannie Mae REMICS 2004-88 JH, 6.452%, (-1.000*US0001M + 6.600)%, 06/25/2033 | | | | | 214 | | | | | | 0.0 | | |
1,277,892 (7) | | | Fannie Mae REMICS 2005-75 SP, 6.602%, (-1.000*US0001M + 6.750)%, 08/25/2035 | | | | | 238,235 | | | | | | 0.0 | | |
2,670,108 (7) | | | Fannie Mae REMICS 2006-56 SM, 6.602%, (-1.000*US0001M + 6.750)%, 07/25/2036 | | | | | 568,324 | | | | | | 0.0 | | |
466,055 (7) | | | Fannie Mae REMICS 2007-21 SB, 6.252%, (-1.000*US0001M + 6.400)%, 03/25/2037 | | | | | 59,802 | | | | | | 0.0 | | |
1,406,133 (7) | | | Fannie Mae REMICS 2007-52 NS, 6.302%, (-1.000*US0001M + 6.450)%, 06/25/2037 | | | | | 309,170 | | | | | | 0.0 | | |
1,509,636 (7) | | | Fannie Mae REMICS 2007-85 SM, 6.312%, (-1.000*US0001M + 6.460)%, 09/25/2037 | | | | | 340,018 | | | | | | 0.0 | | |
531,925 | | | Fannie Mae REMICS 2008-16 Z, 5.500%, 03/25/2038 | | | | | 613,122 | | | | | | 0.0 | | |
116 (7) | | | Fannie Mae REMICS 2010-112 SG, 6.212%, (-1.000*US0001M + 6.360)%, 06/25/2021 | | | | | 2 | | | | | | 0.0 | | |
8,296,586 (7) | | | Fannie Mae REMICS 2010-150 SJ, 6.332%, (-1.000*US0001M + 6.480)%, 01/25/2041 | | | | | 2,114,690 | | | | | | 0.0 | | |
1,316,060 (7) | | | Fannie Mae REMICS 2010-35 CS, 6.302%, (-1.000*US0001M + 6.450)%, 04/25/2050 | | | | | 252,961 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,793,381 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | $ | 2,092,756 | | | | | | 0.0 | | |
6,166,562 | | | Fannie Mae REMICS 2011-101 DB, 4.000%, 10/25/2041 | | | | | 7,248,181 | | | | | | 0.1 | | |
682,824 | | | Fannie Mae REMICS 2011-116 ZA, 3.500%, 11/25/2041 | | | | | 753,523 | | | | | | 0.0 | | |
132,000 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 146,341 | | | | | | 0.0 | | |
10,886,276 (7) | | | Fannie Mae REMICS 2011-47 GS, 5.782%, (-1.000*US0001M + 5.930)%, 06/25/2041 | | | | | 2,130,947 | | | | | | 0.0 | | |
2,575,043 | | | Fannie Mae REMICS 2011-8 ZA, 4.000%, 02/25/2041 | | | | | 2,824,952 | | | | | | 0.0 | | |
5,867,430 (7) | | | Fannie Mae REMICS 2012-111 SL, 5.952%, (-1.000*US0001M + 6.100)%, 05/25/2041 | | | | | 780,536 | | | | | | 0.0 | | |
6,004,562 | | | Fannie Mae REMICS 2012-111 ZK, 3.500%, 10/25/2042 | | | | | 6,698,113 | | | | | | 0.1 | | |
8,685,065 (7) | | | Fannie Mae REMICS 2012-120 WI, 3.000%, 11/25/2027 | | | | | 592,467 | | | | | | 0.0 | | |
3,000,000 | | | Fannie Mae REMICS 2012-134 KV, 3.000%, 07/25/2031 | | | | | 3,116,667 | | | | | | 0.0 | | |
10,425,657 | | | Fannie Mae REMICS 2012-17 QZ, 4.000%, 03/25/2042 | | | | | 11,611,260 | | | | | | 0.1 | | |
5,815,272 | | | Fannie Mae REMICS 2012-2 HE, 4.000%, 02/25/2042 | | | | | 6,731,175 | | | | | | 0.1 | | |
1,715,854 | | | Fannie Mae REMICS 2012-30 AB, 4.000%, 04/25/2042 | | | | | 1,925,552 | | | | | | 0.0 | | |
2,649,113 | | | Fannie Mae REMICS 2012-33 BW, 4.000%, 04/25/2042 | | | | | 2,999,484 | | | | | | 0.0 | | |
1,058,948 | | | Fannie Mae REMICS 2012-44 KW, 3.500%, 05/25/2032 | | | | | 1,110,903 | | | | | | 0.0 | | |
4,568,401 | | | Fannie Mae REMICS 2012-55 PC, 3.500%, 05/25/2042 | | | | | 4,997,031 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
500,000 | | | Fannie Mae REMICS 2012-80 MY, 3.250%, 08/25/2042 | | | | $ | 575,877 | | | | | | 0.0 | | |
2,700,000 | | | Fannie Mae REMICS 2013-111 BA, 3.000%, 11/25/2033 | | | | | 3,006,872 | | | | | | 0.0 | | |
1,403,000 | | | Fannie Mae REMICS 2013-13 BE, 4.000%, 03/25/2043 | | | | | 1,788,447 | | | | | | 0.0 | | |
1,153,836 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 1,199,609 | | | | | | 0.0 | | |
8,952,640 (7) | | | Fannie Mae REMICS 2013-40 LS, 6.002%, (-1.000*US0001M + 6.150)%, 05/25/2043 | | | | | 1,664,330 | | | | | | 0.0 | | |
9,689,114 (7) | | | Fannie Mae REMICS 2013-70 BI, 3.000%, 07/25/2033 | | | | | 932,884 | | | | | | 0.0 | | |
11,218,639 (7) | | | Fannie Mae REMICS 2014-15 SB, 6.502%, (-1.000*US0001M + 6.650)%, 04/25/2044 | | | | | 2,935,424 | | | | | | 0.0 | | |
6,219,113 (7) | | | Fannie Mae REMICS 2014-20 HI, 4.000%, 01/25/2040 | | | | | 111,527 | | | | | | 0.0 | | |
970,000 | | | Fannie Mae REMICS 2014-61 PY, 3.500%, 10/25/2044 | | | | | 1,132,219 | | | | | | 0.0 | | |
16,819,902 | | | Fannie Mae REMICS 2015-20 EZ, 3.500%, 04/25/2045 | | | | | 18,982,760 | | | | | | 0.2 | | |
389,583 | | | Fannie Mae REMICS 2015-45 EY, 2.500%, 12/25/2040 | | | | | 391,325 | | | | | | 0.0 | | |
8,288,075 (7) | | | Fannie Mae REMICS 2015-56 IC, 6.000%, 08/25/2045 | | | | | 1,554,235 | | | | | | 0.0 | | |
2,000,000 | | | Fannie Mae REMICS 2015-67 AV, 3.500%, 01/25/2036 | | | | | 2,297,201 | | | | | | 0.0 | | |
5,000,000 | | | Fannie Mae REMICS 2015-67 QV, 3.000%, 12/25/2040 | | | | | 5,347,759 | | | | | | 0.1 | | |
3,516,496 (7) | | | Fannie Mae REMICS 2015-76 PI, 6.000%, 09/25/2045 | | | | | 574,767 | | | | | | 0.0 | | |
8,574,596 (7) | | | Fannie Mae REMICS 2016-52 MI, 4.000%, 12/25/2045 | | | | | 1,336,281 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
750,593 | | | Fannie Mae REMICS 2016-9 D, 3.000%, 03/25/2046 | | | | $ | 805,105 | | | | | | 0.0 | | |
8,679,050 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 9,207,976 | | | | | | 0.1 | | |
46,999,724 (7) | | | Fannie Mae REMICS 2018-15 SC, 6.152%, (-1.000*US0001M + 6.300)%, 03/25/2048 | | | | | 10,550,282 | | | | | | 0.1 | | |
3,656,845 | | | Fannie Mae REMICS 2018-38 LA, 3.000%, 06/25/2048 | | | | | 3,851,138 | | | | | | 0.1 | | |
24,260,699 | | | Fannie Mae REMICS 2018-73 AB, 3.000%, 10/25/2048 | | | | | 26,175,654 | | | | | | 0.3 | | |
3,810,346 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 4,022,150 | | | | | | 0.1 | | |
60,580,415 (7) | | | Fannie Mae REMICS 2018-82 SA, 6.052%, (-1.000*US0001M + 6.200)%, 11/25/2048 | | | | | 13,095,123 | | | | | | 0.1 | | |
59,581,413 (7) | | | Fannie Mae REMICS 2018-86 SM, 6.052%, (-1.000*US0001M + 6.200)%, 12/25/2048 | | | | | 12,994,587 | | | | | | 0.1 | | |
53,045,424 (7) | | | Fannie Mae REMICS 2018-91 SB, 5.952%, (-1.000*US0001M + 6.100)%, 12/25/2058 | | | | | 11,714,796 | | | | | | 0.1 | | |
17,015,604 (7) | | | Fannie Mae REMICS 2019-21 AI, 5.000%, 05/25/2059 | | | | | 3,525,723 | | | | | | 0.0 | | |
18,891,130 (7) | | | Fannie Mae REMICS 2019-30 SB, 5.952%, (-1.000*US0001M + 6.100)%, 07/25/2049 | | | | | 3,730,772 | | | | | | 0.1 | | |
17,281,718 (7) | | | Fannie Mae REMICS 2019-39 SA, 5.952%, (-1.000*US0001M + 6.100)%, 08/25/2049 | | | | | 3,361,865 | | | | | | 0.0 | | |
95,855,191 (7) | | | Fannie Mae REMICS 2019-41 S, 5.852%, (-1.000*US0001M + 6.000)%, 08/25/2059 | | | | | 18,303,606 | | | | | | 0.2 | | |
11,088,344 (7) | | | Fannie Mae REMICS 2019-47 SB, 5.952%, (-1.000*US0001M + 6.100)%, 05/25/2040 | | | | | 2,145,969 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5 | | | Fannie Mae REMICS G-9 G, 509.000%, 04/25/2021 | | | | $ | 6 | | | | | | 0.0 | | |
4,744 | | | Fannie Mae REMICS G93-35 ZQ, 6.500%, 11/25/2023 | | | | | 5,021 | | | | | | 0.0 | | |
3,411,992 | | | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | | | | | 3,788,661 | | | | | | 0.1 | | |
32,892,157 (7) | | | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | | | | | 3,148,250 | | | | | | 0.0 | | |
1,713,550 (7) | | | Fannie Mae Series 2013-72 YS, 6.002%, (-1.000*US0001M + 6.150)%, 07/25/2033 | | | | | 272,717 | | | | | | 0.0 | | |
9,713,291 (7) | | | Fannie Mae REMICS 2009-66 SP, 5.952%, (-1.000*US0001M + 6.100)%, 09/25/2039 | | | | | 1,664,878 | | | | | | 0.0 | | |
6,229,749 (7) | | | Fannie Mae REMICS 2016-104 BI, 6.000%, 01/25/2047 | | | | | 1,325,390 | | | | | | 0.0 | | |
28,659,992 (7) | | | Fannie Mae REMICS 2016-81 CS, 5.952%, (-1.000*US0001M + 6.100)%, 11/25/2046 | | | | | 5,726,246 | | | | | | 0.1 | | |
40,546,120 (7) | | | Fannie Mae REMICS 2020-35 IO, 5.000%, 06/25/2050 | | | | | 7,047,848 | | | | | | 0.1 | | |
28,117,075 (7) | | | Fannie Mae REMICS 2020-44 DI, 2.500%, 07/25/2050 | | | | | 3,667,659 | | | | | | 0.0 | | |
23,765,803 (7) | | | Fannie Mae REMICS 2020-44 EI, 3.500%, 09/25/2042 | | | | | 2,688,278 | | | | | | 0.0 | | |
154,927 (7) | | | FHLMC-GNMA 20 S, 8.752%, (-1.000*US0001M + 8.900)%, 10/25/2023 | | | | | 15,362 | | | | | | 0.0 | | |
1,783,409 (1)(5) | | | First Republic Mortgage Trust 2020-1 B1, 2.896%, 04/25/2050 | | | | | 1,730,830 | | | | | | 0.0 | | |
1,092,026 (1)(5) | | | First Republic Mortgage Trust 2020-1 B2, 2.896%, 04/25/2050 | | | | | 1,007,488 | | | | | | 0.0 | | |
1,886,121 (1)(5) | | | Flagstar Mortgage Trust 2018-1 B1, 4.013%, 03/25/2048 | | | | | 1,970,450 | | | | | | 0.0 | | |
2,211,476 (1)(5) | | | Flagstar Mortgage Trust 2018-1 B2, 4.013%, 03/25/2048 | | | | | 2,328,853 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,459,501 (1)(5) | | | Flagstar Mortgage Trust 2018-1 B3, 4.013%, 03/25/2048 | | | | $ | 2,514,273 | | | | | | 0.1 | | |
1,256,882 (1)(5) | | | Flagstar Mortgage Trust 2018-2 B2, 4.044%, 04/25/2048 | | | | | 1,306,901 | | | | | | 0.0 | | |
2,910,394 (1)(5) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 3,007,256 | | | | | | 0.1 | | |
954,435 (1)(5) | | | Flagstar Mortgage Trust 2018-4 B3, 4.279%, 07/25/2048 | | | | | 970,158 | | | | | | 0.0 | | |
1,804,453 (1)(5) | | | Flagstar Mortgage Trust 2018-5 B3, 4.530%, 09/25/2048 | | | | | 1,832,055 | | | | | | 0.0 | | |
1,498,627 (1)(5) | | | Flagstar Mortgage Trust 2019-2 B1, 4.135%, 12/25/2049 | | | | | 1,595,236 | | | | | | 0.0 | | |
1,453,363 (1)(5) | | | Flagstar Mortgage Trust 2019-2 B2, 4.135%, 12/25/2049 | | | | | 1,488,300 | | | | | | 0.0 | | |
2,460,891 (1)(5) | | | Flagstar Mortgage Trust 2020-1NV B2A, 4.332%, 03/25/2050 | | | | | 2,395,361 | | | | | | 0.0 | | |
3,012,000 (1)(5) | | | Flagstar Mortgage Trust 2018-6RR B3, 4.995%, 10/25/2048 | | | | | 3,164,001 | | | | | | 0.0 | | |
2,033,083 (1)(5) | | | Flagstar Mortgage Trust 2020-1NV B1A, 4.332%, 03/25/2050 | | | | | 1,998,228 | | | | | | 0.0 | | |
3,119,739 (1)(5) | | | Flagstar Mortgage Trust 2020-2 A4, 3.000%, 12/25/2049 | | | | | 3,175,157 | | | | | | 0.0 | | |
22,774,021 | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 24,982,645 | | | | | | 0.3 | | |
9,583,319 (7) | | | Freddie Mac 3510 AS, 6.258%, (-1.000*US0001M + 6.410)%, 04/15/2037 | | | | | 2,320,217 | | | | | | 0.0 | | |
6,550,446 (7) | | | Freddie Mac 4191 SA, 6.048%, (-1.000*US0001M + 6.200)%, 03/15/2043 | | | | | 1,275,503 | | | | | | 0.0 | | |
4,345,185 | | | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | | | | | 5,533,441 | | | | | | 0.1 | | |
3,982,901 | | | Freddie Mac 4800 KG, 3.500%, 11/15/2045 | | | | | 4,086,550 | | | | | | 0.1 | | |
743,830 | | | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | | | | | 889,198 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
351,713 | | | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | | | | $ | 409,037 | | | | | | 0.0 | | |
103,939 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 118,187 | | | | | | 0.0 | | |
93,340 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 104,109 | | | | | | 0.0 | | |
623,379 | | | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | | | | | 710,389 | | | | | | 0.0 | | |
87,375 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 90,360 | | | | | | 0.0 | | |
265,115 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 308,075 | | | | | | 0.0 | | |
104,062 (7) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 21,749 | | | | | | 0.0 | | |
700,724 | | | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | | | | | 804,901 | | | | | | 0.0 | | |
138,387 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 164,309 | | | | | | 0.0 | | |
278,897 (7) | | | Freddie Mac REMIC Trust 2866 GS, 6.448%, (-1.000*US0001M + 6.600)%, 09/15/2034 | | | | | 4,880 | | | | | | 0.0 | | |
188,936 (7) | | | Freddie Mac REMIC Trust 2883 SD, 6.548%, (-1.000*US0001M + 6.700)%, 10/15/2034 | | | | | 4,512 | | | | | | 0.0 | | |
199,494 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 228,904 | | | | | | 0.0 | | |
293,024 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 336,503 | | | | | | 0.0 | | |
5,920,566 (7) | | | Freddie Mac REMIC Trust 3045 DI, 6.578%, (-1.000*US0001M + 6.730)%, 10/15/2035 | | | | | 1,393,039 | | | | | | 0.0 | | |
1,022,432 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 1,176,461 | | | | | | 0.0 | | |
1,193,709 (7) | | | Freddie Mac REMIC Trust 3171 PS, 6.333%, (-1.000*US0001M + 6.485)%, 06/15/2036 | | | | | 259,337 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,033,400 (7) | | | Freddie Mac REMIC Trust 3199 S, 6.298%, (-1.000*US0001M + 6.450)%, 08/15/2036 | | | | $ | 1,483,894 | | | | | | 0.0 | | |
501,522 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 590,119 | | | | | | 0.0 | | |
171,785 | | | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | | | | | 198,348 | | | | | | 0.0 | | |
282,377 (5)(7) | | | Freddie Mac REMIC Trust 3524 LA, 5.179%, 03/15/2033 | | | | | 321,169 | | | | | | 0.0 | | |
28,523 | | | Freddie Mac REMIC Trust 3556 NT, 3.252%, (US0001M + 3.100)%, 03/15/2038 | | | | | 29,042 | | | | | | 0.0 | | |
5,748,587 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 6,733,907 | | | | | | 0.1 | | |
523,268 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 617,977 | | | | | | 0.0 | | |
385,976 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 439,944 | | | | | | 0.0 | | |
691,691 | | | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | | | | | 711,744 | | | | | | 0.0 | | |
1,429,727 (7) | | | Freddie Mac REMIC Trust 3856 KS, 6.398%, (-1.000*US0001M + 6.550)%, 05/15/2041 | | | | | 279,784 | | | | | | 0.0 | | |
969,081 (7) | | | Freddie Mac REMIC Trust 3925 SD, 5.898%, (-1.000*US0001M + 6.050)%, 07/15/2040 | | | | | 103,001 | | | | | | 0.0 | | |
6,284,132 (7) | | | Freddie Mac REMIC Trust 3925 SL, 5.898%, (-1.000*US0001M + 6.050)%, 01/15/2041 | | | | | 608,202 | | | | | | 0.0 | | |
311,337 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 350,266 | | | | | | 0.0 | | |
1,225,093 (7) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 63,003 | | | | | | 0.0 | | |
1,620,165 (7) | | | Freddie Mac REMIC Trust 4088 CS, 5.848%, (-1.000*US0001M + 6.000)%, 08/15/2042 | | | | | 299,738 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,780,677 (7) | | | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | | | | $ | 689,055 | | | | | | 0.0 | | |
3,442,105 (7) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 495,857 | | | | | | 0.0 | | |
3,343,592 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 3,655,085 | | | | | | 0.0 | | |
1,369,452 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 1,577,353 | | | | | | 0.0 | | |
1,583,282 (7) | | | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | | | | | 186,123 | | | | | | 0.0 | | |
5,068,077 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 5,909,435 | | | | | | 0.1 | | |
6,802,905 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 8,051,863 | | | | | | 0.1 | | |
1,916,000 | | | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | | | | | 1,992,843 | | | | | | 0.0 | | |
5,772,009 (7) | | | Freddie Mac REMIC Trust 4386 LS, 5.948%, (-1.000*US0001M + 6.100)%, 09/15/2044 | | | | | 1,073,636 | | | | | | 0.0 | | |
4 | | | Freddie Mac REMICS 1023 C, 508.500%, 12/15/2020 | | | | | 4 | | | | | | 0.0 | | |
20 | | | Freddie Mac REMICS 1094 L, 1141.844%, 06/15/2021 | | | | | 64 | | | | | | 0.0 | | |
4 | | | Freddie Mac REMICS 1159 D, 1145.070%, 11/15/2021 | | | | | 16 | | | | | | 0.0 | | |
5 | | | Freddie Mac REMICS 1278 L, 1127.368%, 05/15/2022 | | | | | 16 | | | | | | 0.0 | | |
312 (7) | | | Freddie Mac REMICS 1368 S, 9.348%, (-1.000*US0001M + 9.500)%, 08/15/2022 | | | | | 5 | | | | | | 0.0 | | |
48,103 (7) | | | Freddie Mac REMICS 2074 S, 8.550%, (-1.000*US0001M + 8.700)%, 07/17/2028 | | | | | 4,295 | | | | | | 0.0 | | |
39,668 (7) | | | Freddie Mac REMICS 2232 SA, 8.450%, (-1.000*US0001M + 8.600)%, 05/17/2030 | | | | | 2,636 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
19,322 (7) | | | Freddie Mac REMICS 2301 SP, 9.098%, (-1.000*US0001M + 9.250)%, 04/15/2031 | | | | $ | 2,711 | | | | | | 0.0 | | |
1,376,914 (7) | | | Freddie Mac REMICS 2953 LS, 6.548%, (-1.000*US0001M + 6.700)%, 12/15/2034 | | | | | 78,455 | | | | | | 0.0 | | |
1,461,027 (7) | | | Freddie Mac REMICS 2993 GS, 5.998%, (-1.000*US0001M + 6.150)%, 06/15/2025 | | | | | 124,995 | | | | | | 0.0 | | |
875,693 (7) | | | Freddie Mac REMICS 3006 SI, 6.588%, (-1.000*US0001M + 6.740)%, 07/15/2035 | | | | | 185,284 | | | | | | 0.0 | | |
946,760 (7) | | | Freddie Mac REMICS 3006 YI, 6.588%, (-1.000*US0001M + 6.740)%, 07/15/2035 | | | | | 222,420 | | | | | | 0.0 | | |
5,812,389 (7) | | | Freddie Mac REMICS 3213 JS, 7.048%, (-1.000*US0001M + 7.200)%, 09/15/2036 | | | | | 1,616,905 | | | | | | 0.0 | | |
1,307,025 (7) | | | Freddie Mac REMICS 3375 QI, 0.600%, (-10.000*US0001M + 64.600)%, 10/15/2037 | | | | | 34,141 | | | | | | 0.0 | | |
4,457,639 | | | Freddie Mac REMICS 3736 ZP, 4.000%, 10/15/2040 | | | | | 4,933,084 | | | | | | 0.1 | | |
3,792,473 | | | Freddie Mac REMICS 3740 KE, 4.000%, 10/15/2040 | | | | | 4,157,479 | | | | | | 0.1 | | |
21,774,285 | | | Freddie Mac REMICS 3753 KZ, 4.500%, 11/15/2040 | | | | | 25,120,366 | | | | | | 0.3 | | |
6,413,392 | | | Freddie Mac REMICS 3775 GZ, 4.500%, 12/15/2040 | | | | | 7,072,019 | | | | | | 0.1 | | |
1,900,000 | | | Freddie Mac REMICS 3820 NC, 4.500%, 03/15/2041 | | | | | 2,260,522 | | | | | | 0.0 | | |
726,675 | | | Freddie Mac REMICS 3843 JZ, 5.100%, 04/15/2041 | | | | | 939,183 | | | | | | 0.0 | | |
500,000 | | | Freddie Mac REMICS 3848 WX, 5.000%, 04/15/2041 | | | | | 591,270 | | | | | | 0.0 | | |
2,650,000 | | | Freddie Mac REMICS 3890 ME, 5.000%, 07/15/2041 | | | | | 3,303,722 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,628,211 | | | Freddie Mac REMICS 3893 PU, 4.000%, 07/15/2041 | | | | $ | 5,189,251 | | | | | | 0.1 | | |
7,000,000 | | | Freddie Mac REMICS 3919 BY, 4.000%, 09/15/2041 | | | | | 7,890,632 | | | | | | 0.1 | | |
9,532,558 | | | Freddie Mac REMICS 3919 ZB, 4.000%, 09/15/2041 | | | | | 10,971,053 | | | | | | 0.1 | | |
3,790,000 | | | Freddie Mac REMICS 3923 GY, 4.000%, 09/15/2041 | | | | | 4,489,823 | | | | | | 0.1 | | |
2,955,193 | | | Freddie Mac REMICS 3934 CB, 4.000%, 10/15/2041 | | | | | 3,295,517 | | | | | | 0.0 | | |
420,000 | | | Freddie Mac REMICS 3934 KB, 5.000%, 10/15/2041 | | | | | 502,176 | | | | | | 0.0 | | |
1,500,000 | | | Freddie Mac REMICS 3997 PB, 4.000%, 02/15/2042 | | | | | 1,710,347 | | | | | | 0.0 | | |
2,804,949 | | | Freddie Mac REMICS 4000 ZT, 3.500%, 01/15/2042 | | | | | 3,337,500 | | | | | | 0.0 | | |
7,302,772 (7) | | | Freddie Mac REMICS 4057 SN, 6.498%, (-1.000*US0001M + 6.650)%, 12/15/2041 | | | | | 1,114,559 | | | | | | 0.0 | | |
3,202,073 | | | Freddie Mac REMICS 4057 ZB, 3.500%, 06/15/2042 | | | | | 3,493,061 | | | | | | 0.0 | | |
15,102,891 | | | Freddie Mac REMICS 4084 TZ, 4.000%, 07/15/2042 | | | | | 17,233,694 | | | | | | 0.2 | | |
2,557,094 (7) | | | Freddie Mac REMICS 4090 SN, 6.548%, (-1.000*US0001M + 6.700)%, 08/15/2032 | | | | | 543,889 | | | | | | 0.0 | | |
1,326,097 | | | Freddie Mac REMICS 4100 JA, 3.500%, 10/15/2041 | | | | | 1,426,471 | | | | | | 0.0 | | |
2,128,000 | | | Freddie Mac REMICS 4193 BP, 4.000%, 04/15/2043 | | | | | 2,716,673 | | | | | | 0.0 | | |
10,507,723 | | | Freddie Mac REMICS 4199 BZ, 3.500%, 05/15/2043 | | | | | 12,237,555 | | | | | | 0.1 | | |
310,000 | | | Freddie Mac REMICS 4235 QD, 3.000%, 08/15/2033 | | | | | 346,494 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
42,611,622 (7) | | | Freddie Mac REMICS 4301 SD, 5.948%, (-1.000*US0001M + 6.100)%, 07/15/2037 | | | | $ | 8,888,495 | | | | | | 0.1 | | |
6,373,841 | | | Freddie Mac REMICS 4310 BZ, 4.000%, 02/15/2044 | | | | | 7,227,572 | | | | | | 0.1 | | |
3,102,000 | | | Freddie Mac REMICS 4401 BL, 3.500%, 10/15/2034 | | | | | 3,521,707 | | | | | | 0.0 | | |
23,369,650 (7) | | | Freddie Mac REMICS 4461 AS, 5.448%, (-1.000*US0001M + 5.600)%, 04/15/2045 | | | | | 4,649,873 | | | | | | 0.1 | | |
3,124,000 | | | Freddie Mac REMICS 4492 VB, 3.500%, 05/15/2035 | | | | | 3,581,313 | | | | | | 0.0 | | |
687,855 | | | Freddie Mac REMICS 4500 HC, 3.000%, 11/15/2042 | | | | | 705,476 | | | | | | 0.0 | | |
2,913,000 | | | Freddie Mac REMICS 4505 PB, 3.000%, 08/15/2045 | | | | | 3,262,412 | | | | | | 0.0 | | |
24,937,716 (7) | | | Freddie Mac REMICS 4574 ST, 5.848%, (-1.000*US0001M + 6.000)%, 04/15/2046 | | | | | 4,509,412 | | | | | | 0.1 | | |
7,043,020 | | | Freddie Mac REMICS 4608 JV, 3.500%, 01/15/2055 | | | | | 7,367,831 | | | | | | 0.1 | | |
371,888 | | | Freddie Mac REMICS 4673 WA, 3.500%, 09/15/2043 | | | | | 377,155 | | | | | | 0.0 | | |
32,834,587 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 36,923,130 | | | | | | 0.4 | | |
2,457,000 | | | Freddie Mac REMICS 4772 VG, 4.500%, 08/15/2036 | | | | | 2,774,321 | | | | | | 0.0 | | |
1,350,000 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 1,447,588 | | | | | | 0.0 | | |
13,474,764 | | | Freddie Mac REMICS 4795 D, 5.000%, 05/15/2048 | | | | | 15,969,552 | | | | | | 0.2 | | |
1,632,872 | | | Freddie Mac REMICS 4904 HB, 3.000%, 08/25/2049 | | | | | 1,831,136 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
606,535 | | | Freddie Mac REMICS 4914 DB, 3.000%, 09/25/2049 | | | | $ | 681,050 | | | | | | 0.0 | | |
11,855,001 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 13,729,601 | | | | | | 0.2 | | |
3,091,163 (1) | | | Freddie Mac STACR 2019-HQA3 M2, 1.998%, (US0001M + 1.850)%, 09/27/2049 | | | | | 3,033,788 | | | | | | 0.0 | | |
9,350,000 (1) | | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.998%, (US0001M + 1.850)%, 02/25/2050 | | | | | 9,152,091 | | | | | | 0.1 | | |
4,500,000 (1) | | | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.148%, (US0001M + 3.000)%, 06/25/2050 | | | | | 4,535,872 | | | | | | 0.1 | | |
10,600,000 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.048%, (US0001M + 1.900)%, 01/25/2050 | | | | | 10,417,412 | | | | | | 0.1 | | |
7,700,000 (1) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.248%, (US0001M + 3.100)%, 03/25/2050 | | | | | 7,633,783 | | | | | | 0.1 | | |
13,300,000 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.748%, (US0001M + 3.600)%, 07/25/2050 | | | | | 13,433,097 | | | | | | 0.1 | | |
21,258,309 (1) | | | Freddie Mac STACR Trust 2018-DNA2 M2, 2.298%, (US0001M + 2.150)%, 12/25/2030 | | | | | 20,778,269 | | | | | | 0.2 | | |
8,900,000 (1) | | | Freddie Mac STACR Trust 2018-DNA3 M2, 2.248%, (US0001M + 2.100)%, 09/25/2048 | | | | | 8,719,651 | | | | | | 0.1 | | |
13,178,197 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.448%, (US0001M + 2.300)%, 10/25/2048 | | | | | 12,961,062 | | | | | | 0.1 | | |
11,487,597 (1) | | | Freddie Mac STACR Trust 2019-DNA3 M2, 2.198%, (US0001M + 2.050)%, 07/25/2049 | | | | | 11,294,956 | | | | | | 0.1 | | |
6,005,118 | | | Freddie Mac Strips 277 30, 3.000%, 09/15/2042 | | | | | 6,426,489 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,221,668 (7) | | | Freddie Mac Strips 303 C17, 3.500%, 01/15/2043 | | | | $ | 889,336 | | | | | | 0.0 | | |
45,568,293 (7) | | | Freddie Mac Strips Series 311 S1, 5.798%, (-1.000*US0001M + 5.950)%, 08/15/2043 | | | | | 7,743,543 | | | | | | 0.1 | | |
2,949,563 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 4.048%, (US0001M + 3.900)%, 12/25/2027 | | | | | 2,978,278 | | | | | | 0.0 | | |
5,420,380 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.848%, (US0001M + 4.700)%, 04/25/2028 | | | | | 5,660,669 | | | | | | 0.1 | | |
1,069,209 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 3.948%, (US0001M + 3.800)%, 03/25/2025 | | | | | 1,075,742 | | | | | | 0.0 | | |
11,289,868 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 5.725%, (US0001M + 5.550)%, 07/25/2028 | | | | | 12,016,193 | | | | | | 0.1 | | |
6,333,457 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA2 M3, 5.298%, (US0001M + 5.150)%, 11/25/2028 | | | | | 6,552,647 | | | | | | 0.1 | | |
750,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.998%, (US0001M + 3.850)%, 03/25/2029 | | | | | 781,910 | | | | | | 0.0 | | |
8,824,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 3.598%, (US0001M + 3.450)%, 10/25/2029 | | | | | 9,122,315 | | | | | | 0.1 | | |
8,930,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 2.648%, (US0001M + 2.500)%, 03/25/2030 | | | | | 9,050,788 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
11,169,732 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 3.698%, (US0001M + 3.550)%, 08/25/2029 | | | | $ | 11,547,185 | | | | | | 0.1 | | |
11,512,857 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.798%, (US0001M + 2.650)%, 12/25/2029 | | | | | 11,421,358 | | | | | | 0.1 | | |
10,264,962 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.498%, (US0001M + 2.350)%, 04/25/2030 | | | | | 10,369,716 | | | | | | 0.1 | | |
8,022,355 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.948%, (US0001M + 1.800)%, 07/25/2030 | | | | | 7,910,790 | | | | | | 0.1 | | |
1,431,760 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.448%, (US0001M + 2.300)%, 09/25/2030 | | | | | 1,414,944 | | | | | | 0.0 | | |
9,354,622 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.798%, (US0001M + 2.650)%, 01/25/2049 | | | | | 9,305,762 | | | | | | 0.1 | | |
8,508,068 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.198%, (US0001M + 2.050)%, 04/25/2049 | | | | | 8,405,425 | | | | | | 0.1 | | |
1,024,633 (5) | | | Freddie Mac Structured Pass Through Certificates T-48 1A, 4.818%, 07/25/2033 | | | | | 1,152,157 | | | | | | 0.0 | | |
12,142,028 (7) | | | Freddie Mac REMICS 3346 SC, 6.398%, (-1.000*US0001M + 6.550)%, 10/15/2033 | | | | | 2,662,012 | | | | | | 0.0 | | |
23,489,430 (7) | | | Freddie Mac REMICS 4407 CS, 6.048%, (-1.000*US0001M + 6.200)%, 06/15/2044 | | | | | 3,292,812 | | | | | | 0.0 | | |
36,306,287 (7) | | | Freddie Mac REMICS 4407 PS, 5.448%, (-1.000*US0001M + 5.600)%, 06/15/2044 | | | | | 4,485,954 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
115,749,094 (7) | | | Freddie Mac REMICS 4585 AS, 5.948%, (-1.000*US0001M + 6.100)%, 05/15/2046 | | | | $ | 24,586,832 | | | | | | 0.3 | | |
32,755,367 (7) | | | Freddie Mac REMICS 4611 BS, 5.948%, (-1.000*US0001M + 6.100)%, 06/15/2041 | | | | | 7,061,569 | | | | | | 0.1 | | |
22,099,743 | | | Freddie Mac REMICS 4776 AZ, 4.000%, 07/15/2047 | | | | | 24,694,938 | | | | | | 0.3 | | |
62,160,952 (7) | | | Freddie Mac REMICS 4879 DS, 5.948%, (-1.000*US0001M + 6.100)%, 08/15/2034 | | | | | 12,561,709 | | | | | | 0.1 | | |
54,535,149 (7) | | | Freddie Mac REMICS 5019 HI, 3.500%, 10/25/2050 | | | | | 8,129,146 | | | | | | 0.1 | | |
6,153,320 (1) | | | Freddie Mac Stacr Trust 2019-HQA1 M2, 2.498%, (US0001M + 2.350)%, 02/25/2049 | | | | | 6,118,615 | | | | | | 0.1 | | |
42,826,521 (7) | | | Freddie Mac Strips 365 C23, 3.500%, 10/15/2047 | | | | | 5,329,928 | | | | | | 0.1 | | |
3,290,804 (1)(5) | | | Galton Funding Mortgage Trust 2017-2 A21, 4.000%, 06/25/2059 | | | | | 3,380,355 | | | | | | 0.0 | | |
3,561,207 (1)(5) | | | Galton Funding Mortgage Trust 2018-1 B1, 3.800%, 11/25/2057 | | | | | 3,663,088 | | | | | | 0.0 | | |
3,898,452 (1)(5) | | | Galton Funding Mortgage Trust 2018-2 B2, 4.750%, 10/25/2058 | | | | | 4,047,011 | | | | | | 0.1 | | |
2,500,000 (1)(5) | | | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | | | | | 2,652,703 | | | | | | 0.0 | | |
1,813,082 (7) | | | Ginnie Mae 2005-37 SI, 5.994%, (-1.000*US0001M + 6.150)%, 05/20/2035 | | | | | 359,468 | | | | | | 0.0 | | |
1,720,864 (7) | | | Ginnie Mae 2007-23 ST, 6.044%, (-1.000*US0001M + 6.200)%, 04/20/2037 | | | | | 297,304 | | | | | | 0.0 | | |
2,006,083 (7) | | | Ginnie Mae 2007-40 SE, 6.594%, (-1.000*US0001M + 6.750)%, 07/20/2037 | | | | | 474,142 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,415,324 (7) | | | Ginnie Mae 2007-7 EI, 6.044%, (-1.000*US0001M + 6.200)%, 02/20/2037 | | | | $ | 300,342 | | | | | | 0.0 | | |
4,806,821 (7) | | | Ginnie Mae 2010-11 SA, 6.268%, (-1.000*US0001M + 6.420)%, 01/16/2040 | | | | | 1,108,436 | | | | | | 0.0 | | |
2,055,119 (7) | | | Ginnie Mae 2010-14 SB, 6.644%, (-1.000*US0001M + 6.800)%, 11/20/2035 | | | | | 472,907 | | | | | | 0.0 | | |
1,698,520 (7) | | | Ginnie Mae 2010-99 IT, 5.000%, 08/16/2040 | | | | | 281,292 | | | | | | 0.0 | | |
744,086 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 736,877 | | | | | | 0.0 | | |
2,263,360 | | | Ginnie Mae 2015-3 ZD, 4.000%, 01/20/2045 | | | | | 2,712,545 | | | | | | 0.0 | | |
50,512,936 (7) | | | Ginnie Mae 2018-167 CS, 5.944%, (-1.000*US0001M + 6.100)%, 12/20/2048 | | | | | 7,524,442 | | | | | | 0.1 | | |
558,393 (7) | | | Ginnie Mae Series 2005-7 AH, 6.618%, (-1.000*US0001M + 6.770)%, 02/16/2035 | | | | | 119,152 | | | | | | 0.0 | | |
10,795,480 (7) | | | Ginnie Mae Series 2007-41 SL, 6.544%, (-1.000*US0001M + 6.700)%, 07/20/2037 | | | | | 2,640,468 | | | | | | 0.0 | | |
1,147,449 (7) | | | Ginnie Mae Series 2008-2 SW, 6.394%, (-1.000*US0001M + 6.550)%, 01/20/2038 | | | | | 299,167 | | | | | | 0.0 | | |
699,160 (7) | | | Ginnie Mae Series 2008-35 SN, 6.244%, (-1.000*US0001M + 6.400)%, 04/20/2038 | | | | | 121,854 | | | | | | 0.0 | | |
370,601 (7) | | | Ginnie Mae Series 2008-40 PS, 6.348%, (-1.000*US0001M + 6.500)%, 05/16/2038 | | | | | 77,469 | | | | | | 0.0 | | |
955,437 (7) | | | Ginnie Mae Series 2009-25 KS, 6.044%, (-1.000*US0001M + 6.200)%, 04/20/2039 | | | | | 213,243 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
750,783 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | $ | 853,765 | | | | | | 0.0 | | |
792,173 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 910,641 | | | | | | 0.0 | | |
754,050 (7) | | | Ginnie Mae Series 2009-33 SN, 6.144%, (-1.000*US0001M + 6.300)%, 05/20/2039 | | | | | 16,839 | | | | | | 0.0 | | |
12,450,202 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,889,148 | | | | | | 0.2 | | |
1,595,838 | | | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | | | | | 1,797,003 | | | | | | 0.0 | | |
84,682 (7) | | | Ginnie Mae Series 2009-43 HS, 6.044%, (-1.000*US0001M + 6.200)%, 06/20/2038 | | | | | 1,517 | | | | | | 0.0 | | |
2,127,760 | | | Ginnie Mae Series 2009-98 DA, 3.250%, 07/16/2039 | | | | | 2,266,351 | | | | | | 0.0 | | |
4,379,182 | | | Ginnie Mae Series 2010-108 WL, 4.000%, 04/16/2040 | | | | | 4,836,944 | | | | | | 0.1 | | |
1,855,048 (7) | | | Ginnie Mae Series 2010-116 NS, 6.498%, (-1.000*US0001M + 6.650)%, 09/16/2040 | | | | | 372,892 | | | | | | 0.0 | | |
5,264,741 (7) | | | Ginnie Mae Series 2010-116 SK, 6.464%, (-1.000*US0001M + 6.620)%, 08/20/2040 | | | | | 1,164,295 | | | | | | 0.0 | | |
7,552,676 (7) | | | Ginnie Mae Series 2010-149 HS, 5.948%, (-1.000*US0001M + 6.100)%, 05/16/2040 | | | | | 926,830 | | | | | | 0.0 | | |
480,000 | | | Ginnie Mae Series 2010-164 MD, 4.000%, 12/20/2040 | | | | | 549,750 | | | | | | 0.0 | | |
1,766,093 (7) | | | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | | | | | 369,118 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,425,805 (7) | | | Ginnie Mae Series 2010-68 MS, 5.694%, (-1.000*US0001M + 5.850)%, 06/20/2040 | | | | $ | 269,527 | | | | | | 0.0 | | |
3,071,350 | | | Ginnie Mae Series 2011-52 PA, 4.250%, 02/16/2041 | | | | | 3,329,233 | | | | | | 0.1 | | |
3,978,920 (7) | | | Ginnie Mae Series 2011-72 SA, 5.198%, (-1.000*US0001M + 5.350)%, 05/16/2041 | | | | | 681,112 | | | | | | 0.0 | | |
3,832,637 (7) | | | Ginnie Mae Series 2011-73 LS, 6.534%, (-1.000*US0001M + 6.690)%, 08/20/2039 | | | | | 285,916 | | | | | | 0.0 | | |
18,835 | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 18,956 | | | | | | 0.0 | | |
917,932 (7) | | | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | | | | | 67,007 | | | | | | 0.0 | | |
1,388,000 | | | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | | | | | 1,506,324 | | | | | | 0.0 | | |
7,264,742 (7) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 1,295,388 | | | | | | 0.0 | | |
539,697 | | | Ginnie Mae Series 2013-27 KA, 2.250%, 02/20/2043 | | | | | 562,390 | | | | | | 0.0 | | |
1,491,253 (7) | | | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | | | | | 98,466 | | | | | | 0.0 | | |
4,639,898 (7) | | | Ginnie Mae Series 2014-185 SB, 5.444%, (-1.000*US0001M + 5.600)%, 12/20/2044 | | | | | 910,999 | | | | | | 0.0 | | |
4,093,317 (7) | | | Ginnie Mae Series 2014-3 QS, 5.994%, (-1.000*US0001M + 6.150)%, 03/20/2043 | | | | | 620,831 | | | | | | 0.0 | | |
7,833,721 (7) | | | Ginnie Mae Series 2014-3 SU, 5.894%, (-1.000*US0001M + 6.050)%, 07/20/2039 | | | | | 1,718,987 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,153,978 (7) | | | Ginnie Mae Series 2014-56 SP, 6.048%, (-1.000*US0001M + 6.200)%, 12/16/2039 | | | | $ | 934,387 | | | | | | 0.0 | | |
10,632,972 (7) | | | Ginnie Mae Series 2014-58 SG, 5.448%, (-1.000*US0001M + 5.600)%, 04/16/2044 | | | | | 1,857,358 | | | | | | 0.0 | | |
34,774,762 (7) | | | Ginnie Mae Series 2015-110 MS, 5.554%, (-1.000*US0001M + 5.710)%, 08/20/2045 | | | | | 5,738,187 | | | | | | 0.1 | | |
2,041,092 | | | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | | | | | 2,174,480 | | | | | | 0.0 | | |
26,461,415 (7) | | | Ginnie Mae Series 2016-160 GS, 5.944%, (-1.000*US0001M + 6.100)%, 11/20/2046 | | | | | 5,791,676 | | | | | | 0.1 | | |
1,619,899 | | | Ginnie Mae Series 2016-44 JA, 3.500%, 03/20/2046 | | | | | 1,746,202 | | | | | | 0.0 | | |
305,044 | | | Ginnie Mae Series 2018-104 HZ, 3.500%, 08/20/2048 | | | | | 340,124 | | | | | | 0.0 | | |
3,136,789 | | | Ginnie Mae Series 2018-120 DE, 3.500%, 09/20/2048 | | | | | 3,322,010 | | | | | | 0.1 | | |
182,528 | | | Ginnie Mae Series 2018-122 GZ, 3.500%, 09/20/2048 | | | | | 216,897 | | | | | | 0.0 | | |
4,241,136 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 4,518,291 | | | | | | 0.1 | | |
181,421 | | | Ginnie Mae Series 2018-147 KZ, 3.750%, 10/20/2048 | | | | | 217,339 | | | | | | 0.0 | | |
176,532 | | | Ginnie Mae Series 2019-100 JB, 3.000%, 08/20/2049 | | | | | 188,494 | | | | | | 0.0 | | |
532,322 | | | Ginnie Mae Series 2019-100 KB, 3.000%, 08/20/2049 | | | | | 566,986 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,349,931 | | | Ginnie Mae Series 2019-100 MC, 3.000%, 08/20/2049 | | | | $ | 1,432,224 | | | | | | 0.0 | | |
1,081,376 | | | Ginnie Mae Series 2019-23 NG, 3.500%, 02/20/2049 | | | | | 1,212,352 | | | | | | 0.0 | | |
71,326 | | | Ginnie Mae Series 2019-54 AB, 3.000%, 04/20/2049 | | | | | 77,175 | | | | | | 0.0 | | |
798,785 | | | Ginnie Mae Series 2019-78 MB, 3.000%, 06/20/2049 | | | | | 908,987 | | | | | | 0.0 | | |
416,445 | | | Ginnie Mae Series 2019-89 KB, 3.000%, 07/20/2049 | | | | | 471,449 | | | | | | 0.0 | | |
299,424 | | | Ginnie Mae Series 2019-89 WB, 3.000%, 07/20/2049 | | | | | 315,905 | | | | | | 0.0 | | |
5,024,891 (7) | | | Ginnie Mae Series 2013-111 SA, 6.544%, (-1.000*US0001M + 6.700)%, 07/20/2043 | | | | | 1,039,829 | | | | | | 0.0 | | |
29,068,436 (7) | | | Ginnie Mae Series 2016-6 SB, 5.494%, (-1.000*US0001M + 5.650)%, 01/20/2046 | | | | | 5,571,684 | | | | | | 0.1 | | |
18,646,059 (7) | | | Ginnie Mae Series 2017-101 SA, 6.044%, (-1.000*US0001M + 6.200)%, 07/20/2047 | | | | | 3,175,899 | | | | | | 0.0 | | |
28,507,499 (7) | | | Ginnie Mae Series 2017-163 SH, 6.044%, (-1.000*US0001M + 6.200)%, 11/20/2047 | | | | | 6,021,779 | | | | | | 0.1 | | |
39,856,948 (7) | | | Ginnie Mae Series 2019-159 SM, 5.894%, (-1.000*US0001M + 6.050)%, 12/20/2049 | | | | | 8,565,545 | | | | | | 0.1 | | |
35,983,098 (7) | | | Ginnie Mae Series 2020-32 SG, 5.944%, (-1.000*US0001M + 6.100)%, 03/20/2050 | | | | | 7,869,982 | | | | | | 0.1 | | |
95,134,971 (7) | | | Ginnie Mae Series 2020-46 BS, 3.194%, (-1.000*US0001M + 3.350)%, 04/20/2050 | | | | | 7,270,957 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,601,666 (1)(5) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/01/2050 | | | | $ | 1,634,055 | | | | | | 0.0 | | |
2,568,767 (1)(5) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/01/2050 | | | | | 2,681,003 | | | | | | 0.0 | | |
2,100,000 (1)(5) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/01/2050 | | | | | 2,205,960 | | | | | | 0.0 | | |
3,754,460 (1)(5) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 3,877,044 | | | | | | 0.1 | | |
2,936,239 (1)(5) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.486%, 11/25/2049 | | | | | 3,100,394 | | | | | | 0.0 | | |
1,177,573 (1)(5) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.096%, 03/25/2050 | | | | | 1,299,237 | | | | | | 0.0 | | |
6,168,419 (1)(5) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 6,270,278 | | | | | | 0.1 | | |
1,652,338 (1)(5) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B2A, 3.465%, 10/25/2050 | | | | | 1,713,946 | | | | | | 0.0 | | |
4,000,000 (1)(5) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 4,094,375 | | | | | | 0.1 | | |
2,894 | | | GSR Mortgage Loan Trust 2005-5F 8A1, 0.648%, (US0001M + 0.500)%, 06/25/2035 | | | | | 2,715 | | | | | | 0.0 | | |
2,494,017 | | | HarborView Mortgage Loan Trust 2007-5 A1A, 0.346%, (US0001M + 0.190)%, 09/19/2037 | | | | | 2,327,715 | | | | | | 0.0 | | |
126,946 | | | HomeBanc Mortgage Trust 2004-1 2A, 1.008%, (US0001M + 0.860)%, 08/25/2029 | | | | | 122,342 | | | | | | 0.0 | | |
2,000,000 | | | HomeBanc Mortgage Trust 2005-4 M1, 0.618%, (US0001M + 0.470)%, 10/25/2035 | | | | | 1,990,835 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,831,312 (1)(5) | | | Homeward Opportunities Fund I Trust 2019-2 A3, 3.007%, 09/25/2059 | | | | $ | 1,852,553 | | | | | | 0.0 | | |
1,035,619 | | | Impac CMB Trust Series 2005-1 M1, 0.838%, (US0001M + 0.690)%, 04/25/2035 | | | | | 981,084 | | | | | | 0.0 | | |
1,621,950 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.358%, (US0001M + 0.210)%, 04/25/2046 | | | | | 1,481,196 | | | | | | 0.0 | | |
2,348,128 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.358%, (US0001M + 0.210)%, 02/25/2046 | | | | | 1,896,540 | | | | | | 0.0 | | |
1,970,011 (1)(5) | | | JP Morgan Mortgage Trust 2019-9 B2A, 3.507%, 05/25/2050 | | | | | 2,075,641 | | | | | | 0.0 | | |
1,476,729 (1)(5) | | | JP Morgan Mortgage Trust 2019-HYB1 B1, 3.933%, 10/25/2049 | | | | | 1,557,528 | | | | | | 0.0 | | |
1,797,664 (1)(5) | | | JP Morgan Mortgage Trust 2019-INV1 B3, 5.094%, 10/25/2049 | | | | | 1,872,176 | | | | | | 0.0 | | |
5,831,696 (1)(5) | | | JP Morgan Mortgage Trust 2020-1 A15, 3.500%, 06/25/2050 | | | | | 6,028,442 | | | | | | 0.1 | | |
2,300,000 (1)(5) | | | JP Morgan Mortgage Trust 2020-1 A7, 3.500%, 06/25/2050 | | | | | 2,385,869 | | | | | | 0.0 | | |
1,289,705 (1)(5) | | | JP Morgan Mortgage Trust 2020-1 B1, 3.877%, 06/25/2050 | | | | | 1,376,435 | | | | | | 0.0 | | |
4,192,000 (1)(5) | | | JP Morgan Mortgage Trust 2020-7 A15, 3.000%, 01/25/2051 | | | | | 4,291,069 | | | | | | 0.1 | | |
923,291 (1)(5) | | | JP Morgan Mortgage Trust 2020-INV1 A3, 3.500%, 08/25/2050 | | | | | 954,304 | | | | | | 0.0 | | |
589,375 (1)(5) | | | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | | | 608,641 | | | | | | 0.0 | | |
3,824,314 (1)(5) | | | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 3,937,609 | | | | | | 0.1 | | |
366,294 | | | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | | | | | 244,815 | | | | | | 0.0 | | |
2,427,324 (5) | | | JP Morgan Mortgage Trust 2005-A4 B1, 3.254%, 07/25/2035 | | | | | 2,358,622 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,250,638 (1)(5) | | | JP Morgan Mortgage Trust 2016-1 B3, 3.861%, 05/25/2046 | | | | $ | 4,358,428 | | | | | | 0.1 | | |
1,090,864 (1)(5) | | | JP Morgan Mortgage Trust 2017-1 B4, 3.509%, 01/25/2047 | | | | | 1,085,235 | | | | | | 0.0 | | |
3,801,664 (1)(5) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | | 3,917,146 | | | | | | 0.1 | | |
3,426,512 (1)(5) | | | JP Morgan Mortgage Trust 2017-3 B1, 3.803%, 08/25/2047 | | | | | 3,573,247 | | | | | | 0.1 | | |
1,957,875 (1)(5) | | | JP Morgan Mortgage Trust 2017-3 B2, 3.803%, 08/25/2047 | | | | | 2,010,122 | | | | | | 0.0 | | |
1,415,510 (1)(5) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.813%, 12/25/2048 | | | | | 1,437,844 | | | | | | 0.0 | | |
943,673 (1)(5) | | | JP Morgan Mortgage Trust 2017-6 B4, 3.813%, 12/25/2048 | | | | | 956,197 | | | | | | 0.0 | | |
2,041,459 (1)(5) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.719%, 06/25/2048 | | | | | 2,122,353 | | | | | | 0.0 | | |
1,965,081 (1)(5) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.719%, 06/25/2048 | | | | | 2,009,777 | | | | | | 0.0 | | |
2,594,020 (1)(5) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.719%, 06/25/2048 | | | | | 2,613,138 | | | | | | 0.0 | | |
2,509,203 (1)(5) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.751%, 09/25/2048 | | | | | 2,566,600 | | | | | | 0.0 | | |
2,162,773 (1)(5) | | | JP Morgan Mortgage Trust 2018-4 B2, 3.752%, 10/25/2048 | | | | | 2,227,571 | | | | | | 0.0 | | |
1,721,890 (1)(5) | | | JP Morgan Mortgage Trust 2018-6C B2, 3.923%, 12/25/2048 | | | | | 1,836,999 | | | | | | 0.0 | | |
2,905,679 (1)(5) | | | JP Morgan Mortgage Trust 2018-9 B3, 4.442%, 02/25/2049 | | | | | 3,047,550 | | | | | | 0.0 | | |
1,441,560��(1)(5) | | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 1,490,201 | | | | | | 0.0 | | |
3,167,751 (1)(5) | | | JP Morgan Mortgage Trust 2019-1 B1, 4.518%, 05/25/2049 | | | | | 3,371,165 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,042,865 (1)(5) | | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | | $ | 2,100,172 | | | | | | 0.0 | | |
2,775,675 (1)(5) | | | JP Morgan Mortgage Trust 2019-6 B1, 4.261%, 12/25/2049 | | | | | 2,991,645 | | | | | | 0.0 | | |
4,190,456 (1)(5) | | | JP Morgan Mortgage Trust 2019-6 B2, 4.261%, 12/25/2049 | | | | | 4,508,466 | | | | | | 0.1 | | |
1,928,057 (1)(5) | | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | | | 2,011,900 | | | | | | 0.0 | | |
3,074,793 (1)(5) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 3,167,480 | | | | | | 0.0 | | |
3,571,972 (1)(5) | | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.797%, 12/25/2049 | | | | | 3,721,087 | | | | | | 0.1 | | |
1,583,989 (1)(5) | | | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | | | | | 1,629,568 | | | | | | 0.0 | | |
791,850 (1)(5) | | | JP Morgan Mortgage Trust 2020-3 B2, 3.892%, 08/25/2050 | | | | | 846,298 | | | | | | 0.0 | | |
3,924,465 (1)(5) | | | JP Morgan Mortgage Trust 2020-4 A15, 3.000%, 11/25/2050 | | | | | 4,018,718 | | | | | | 0.1 | | |
6,000,000 (1)(5) | | | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | | | | | 6,171,937 | | | | | | 0.1 | | |
4,000,000 (1)(5) | | | JP Morgan Mortgage Trust 2020-LTV2 A15, 3.000%, 11/25/2050 | | | | | 4,093,125 | | | | | | 0.1 | | |
1,000,000 (1)(5) | | | JP Morgan Mortgage Trust 2020-LTV2 B1, 4.233%, 11/25/2050 | | | | | 1,094,477 | | | | | | 0.0 | | |
7,617,817,917 (1)(7) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 5,023,951 | | | | | | 0.1 | | |
15,218,407 (7) | | | Lehman Mortgage Trust 2006-7 2A4, 6.402%, (-1.000*US0001M + 6.550)%, 11/25/2036 | | | | | 4,686,644 | | | | | | 0.1 | | |
10,610,767 (7) | | | Lehman Mortgage Trust 2006-9 2A5, 6.472%, (-1.000*US0001M + 6.620)%, 01/25/2037 | | | | | 2,611,839 | | | | | | 0.0 | | |
1,506,045 | | | Lehman XS Trust Series 2005-5N 1A2, 0.508%, (US0001M + 0.360)%, 11/25/2035 | | | | | 1,291,030 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,672,374 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | $ | 3,689,512 | | | | | | 0.0 | | |
2,630,106 (1)(5) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 2,815,650 | | | | | | 0.0 | | |
852,074 (1)(5) | | | New Residential Mortgage Loan Trust 2017-6A B2, 4.000%, 08/27/2057 | | | | | 910,981 | | | | | | 0.0 | | |
1,652,876 (1)(5) | | | OBX 2019-EXP1 1A3 Trust, 4.000%, 01/25/2059 | | | | | 1,718,794 | | | | | | 0.0 | | |
1,611,692 (1)(5) | | | OBX 2019-EXP2 1A3 Trust, 4.000%, 07/25/2059 | | | | | 1,687,233 | | | | | | 0.0 | | |
1,761,058 (1)(5) | | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | | 1,817,967 | | | | | | 0.1 | | |
3,865,000 (1)(5) | | | OBX 2020-EXP3 1A9 Trust, 3.000%, 01/25/2060 | | | | | 3,957,486 | | | | | | 0.1 | | |
9,826,000 | | | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-4 M2, 0.648%, (US0001M + 0.500)%, 11/25/2035 | | | | | 8,887,029 | | | | | | 0.1 | | |
769,803 (1)(5) | | | PSMC 2020-1 A1 Trust, 3.500%, 01/25/2050 | | | | | 791,158 | | | | | | 0.0 | | |
4,036,819 (1)(5) | | | RCKT Mortgage Trust 2019-1 A13, 3.500%, 09/25/2049 | | | | | 4,136,174 | | | | | | 0.1 | | |
1,782,159 (1)(5) | | | RCKT Mortgage Trust 2020-1 A13, 3.000%, 02/25/2050 | | | | | 1,812,976 | | | | | | 0.0 | | |
25,000,000 | | | Seasoned Loans Structured Transaction Trust Series 2019-3 A2C, 2.750%, 11/25/2029 | | | | | 26,755,387 | | | | | | 0.3 | | |
1,544,851 (1)(5) | | | Sequoia Mortgage Trust 2014-3 B3, 3.933%, 10/25/2044 | | | | | 1,566,626 | | | | | | 0.0 | | |
1,544,019 (1)(5) | | | Sequoia Mortgage Trust 2014-4 B3, 3.870%, 11/25/2044 | | | | | 1,559,977 | | | | | | 0.0 | | |
1,648,680 (1)(5) | | | Sequoia Mortgage Trust 2015-2 B3, 3.737%, 05/25/2045 | | | | | 1,734,238 | | | | | | 0.0 | | |
1,467,086 (1)(5) | | | Sequoia Mortgage Trust 2015-3 B3, 3.702%, 07/25/2045 | | | | | 1,478,401 | | | | | | 0.0 | | |
3,300,000 (1)(5) | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,463,244 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,188,937 (1)(5) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | $ | 1,221,387 | | | | | | 0.0 | | |
2,573,323 (1)(5) | | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.478%, 02/25/2048 | | | | | 2,714,152 | | | | | | 0.0 | | |
884,569 (1)(5) | | | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | | | | | 917,388 | | | | | | 0.0 | | |
2,622,792 (1)(5) | | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | | | | | 2,690,493 | | | | | | 0.0 | | |
2,955,432 (1)(5) | | | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | | | | | 3,075,707 | | | | | | 0.0 | | |
1,191,653 (1)(5) | | | Sequoia Mortgage Trust 2019-5 A19, 3.500%, 12/25/2049 | | | | | 1,212,381 | | | | | | 0.0 | | |
938,342 (1)(5) | | | Sequoia Mortgage Trust 2019-CH1 A1, 4.500%, 03/25/2049 | | | | | 964,823 | | | | | | 0.0 | | |
3,121,121 (1)(5) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 3,222,743 | | | | | | 0.0 | | |
3,892,776 (1)(5) | | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | | | 3,984,330 | | | | | | 0.1 | | |
5,200,000 (1)(5) | | | Sequoia Mortgage Trust 2020-1 A7, 3.500%, 02/25/2050 | | | | | 5,466,311 | | | | | | 0.1 | | |
3,804,786 (1)(5) | | | Sequoia Mortgage Trust 2020-2 A19, 3.500%, 03/25/2050 | | | | | 3,898,741 | | | | | | 0.1 | | |
744,842 (1)(5) | | | Sequoia Mortgage Trust 2017-5 B3, 3.825%, 08/25/2047 | | | | | 734,563 | | | | | | 0.0 | | |
1,983,333 (1)(5) | | | Sequoia Mortgage Trust 2020-2 B2, 3.663%, 03/25/2050 | | | | | 2,083,488 | | | | | | 0.0 | | |
2,671,211 (1)(5) | | | Sequoia Mortgage Trust 2020-3 B2, 3.422%, 04/25/2050 | | | | | 2,585,978 | | | | | | 0.0 | | |
1,869,230 (1)(5) | | | Shellpoint Co-Originator Trust 2017-2 B2, 3.708%, 10/25/2047 | | | | | 1,851,058 | | | | | | 0.0 | | |
2,193,308 (1)(5) | | | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | | | | | 2,225,430 | | | | | | 0.0 | | |
2,410,189 (1)(5) | | | TIAA Bank Mortgage Loan Trust 2018-2 B2, 3.816%, 07/25/2048 | | | | | 2,507,039 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,231,000 (1)(5) | | | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | | | | $ | 1,283,648 | | | | | | 0.0 | | |
2,321,556 (1)(8) | | | Verus Securitization Trust 2019-3 A2, 2.938% (Step Rate @ 3.938% on 07/25/2023), 07/25/2059 | | | | | 2,364,329 | | | | | | 0.0 | | |
880,097 (1)(8) | | | Verus Securitization Trust 2019-4 A3, 3.000% (Step Rate @ 4.000% on 10/25/2023), 11/25/2059 | | | | | 895,783 | | | | | | 0.0 | | |
2,440,815 (1)(5) | | | Verus Securitization Trust 2019-INV2 A2, 3.117%, 07/25/2059 | | | | | 2,499,841 | | | | | | 0.1 | | |
1,647,909 (1)(5) | | | Verus Securitization Trust 2020-INV1 A1, 1.977%, 04/25/2060 | | | | | 1,670,089 | | | | | | 0.0 | | |
1,000,000 (1)(5) | | | Verus Securitization Trust 2020-INV1 A2, 3.035%, 04/25/2060 | | | | | 1,030,089 | | | | | | 0.0 | | |
336,262 (5) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.925%, 10/25/2036 | | | | | 319,529 | | | | | | 0.0 | | |
4,074,588 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.958%, 06/25/2034 | | | | | 4,074,157 | | | | | | 0.1 | | |
2,287,088 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 0.658%, (US0001M + 0.510)%, 08/25/2045 | | | | | 2,357,586 | | | | | | 0.0 | | |
72,140,004 (5)(7) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 2.168%, 08/25/2045 | | | | | 3,436,230 | | | | | | 0.1 | | |
1,823,777 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 0.638%, (US0001M + 0.490)%, 10/25/2045 | | | | | 1,758,653 | | | | | | 0.0 | | |
370,617 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.555%, 10/25/2036 | | | | | 360,000 | | | | | | 0.0 | | |
782,454 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.231%, 11/25/2036 | | | | | 767,397 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,012,490 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.333%, 12/25/2036 | | | | $ | 955,007 | | | | | | 0.0 | | |
2,340,767 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 3.333%, 12/25/2036 | | | | | 2,207,873 | | | | | | 0.0 | | |
1,445,086 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.546%, 12/25/2036 | | | | | 1,353,776 | | | | | | 0.0 | | |
1,238,523 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.140%, 08/25/2046 | | | | | 1,176,763 | | | | | | 0.0 | | |
1,822,789 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.353%, 12/25/2036 | | | | | 1,806,036 | | | | | | 0.0 | | |
466,945 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.233%, 03/25/2037 | | | | | 427,200 | | | | | | 0.0 | | |
1,173,957 (5) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.181%, 04/25/2037 | | | | | 1,065,369 | | | | | | 0.0 | | |
1,522,829 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 1.048%, (US0001M + 0.900)%, 11/25/2035 | | | | | 1,279,214 | | | | | | 0.0 | | |
1,458,948 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 1,394,566 | | | | | | 0.0 | | |
939,022 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 929,686 | | | | | | 0.0 | | |
416,178 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 421,271 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,219,126 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.979%, (12MTA + 0.960)%, 08/25/2046 | | | | $ | 2,812,459 | | | | | | 0.1 | | |
689,713 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 0.378%, (US0001M + 0.230)%, 01/25/2047 | | | | | 645,820 | | | | | | 0.0 | | |
1,428,876 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 0.468%, (US0001M + 0.320)%, 01/25/2047 | | | | | 1,337,600 | | | | | | 0.0 | | |
775,403 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.578%, (US0001M + 0.430)%, 06/25/2037 | | | | | 621,956 | | | | | | 0.0 | | |
980,831 | | | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | | | | | 974,161 | | | | | | 0.0 | | |
281,716 (5) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.019%, 04/25/2036 | | | | | 267,749 | | | | | | 0.0 | | |
2,010,236 (1)(5) | | | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.569%, 09/25/2049 | | | | | 1,975,159 | | | | | | 0.0 | | |
2,794,068 (1)(5) | | | Wells Fargo Mortgage Backed Securities 2020-2 A17 Trust, 3.000%, 12/25/2049 | | | | | 2,872,291 | | | | | | 0.0 | | |
3,000,000 (1)(5) | | | Wells Fargo Mortgage Backed Securities 2020-2 A5 Trust, 3.000%, 12/25/2049 | | | | | 3,149,932 | | | | | | 0.1 | | |
2,982,441 (1)(5) | | | Wells Fargo Mortgage Backed Securities 2020-2 B1 Trust, 3.302%, 12/25/2049 | | | | | 3,070,898 | | | | | | 0.0 | | |
2,817,948 (1)(5) | | | Wells Fargo Mortgage Backed Securities 2020-1 A17 Trust, 3.000%, 12/25/2049 | | | | | 2,872,252 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,991,938 (1)(5) | | | Wells Fargo Mortgage Backed Securities 2020-4 B1 Trust, 3.288%, 07/25/2050 | | | | $ | 4,218,989 | | | | | | 0.1 | | |
1,773,888 (1)(5) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.773%, 08/20/2045 | | | | | 1,836,945 | | | | | | 0.0 | | |
1,087,393 (1)(5) | | | WinWater Mortgage Loan Trust 2015-5 B3, 3.773%, 08/20/2045 | | | | | 1,151,603 | | | | | | 0.0 | | |
58,818,102 | | | Other Securities | | | | | 64,368,941 | | | | | | 0.7 | | |
| | | Total Collateralized Mortgage Obligations | | | | | | | | | | | | | |
| | | (Cost $1,872,786,714) | | | | | 1,977,702,432 | | | | | | 20.2 | | |
U.S. TREASURY OBLIGATIONS: 5.8% | | |||||||||||||||
| | | U.S. Treasury Bonds: 2.6% | | ||||||||||||
46,320,000 | | | 0.625%,08/15/2030 | | | | | 46,055,832 | | | | | | 0.5 | | |
140,117,000 | | | 1.125%,08/15/2040 | | | | | 137,522,647 | | | | | | 1.4 | | |
71,856,000 (3) | | | 1.250%,05/15/2050 | | | | | 68,111,628 | | | | | | 0.7 | | |
| | | | | | | | 251,690,107 | | | | | | 2.6 | | |
| | | U.S. Treasury Notes: 3.2% | | ||||||||||||
90,044,000 | | | 0.125%,09/30/2022 | | | | | 90,036,966 | | | | | | 0.9 | | |
110,402,000 | | | 0.125%,09/15/2023 | | | | | 110,302,810 | | | | | | 1.1 | | |
97,530,000 | | | 0.250%,09/30/2025 | | | | | 97,404,278 | | | | | | 1.0 | | |
14,673,000 | | | 0.375%-0.625%, 08/31/2027-05/15/2030 | | | | | 14,575,985 | | | | | | 0.2 | | |
| | | | | | | | 312,320,039 | | | | | | 3.2 | | |
| | | Total U.S. Treasury Obligations | | | | | | | | | | | | | |
| | | (Cost $565,156,650) | | | | | 564,010,146 | | | | | | 5.8 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS(9): 11.4% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 3.7%(9) | | ||||||||||||
3,361 | | | 2.670%, (US0012M + 1.773)%,05/01/2037 | | | | | 3,539 | | | | | | 0.0 | | |
18,220,805 | | | 3.000%,10/01/2046 | | | | | 19,441,714 | | | | | | 0.2 | | |
22,407,085 | | | 3.000%,08/01/2048 | | | | | 23,815,188 | | | | | | 0.2 | | |
19,851,868 | | | 3.500%,12/01/2046 | | | | | 21,519,099 | | | | | | 0.2 | | |
27,847,458 | | | 3.500%,01/01/2048 | | | | | 29,616,208 | | | | | | 0.3 | | |
52,257,951 | | | 3.500%,03/01/2048 | | | | | 57,151,846 | | | | | | 0.6 | | |
35,011,780 | | | 3.500%,11/01/2048 | | | | | 38,609,048 | | | | | | 0.4 | | |
24,429,160 | | | 4.000%,11/01/2045 | | | | | 26,654,384 | | | | | | 0.3 | | |
136,452,356 | | | 2.500%-7.000%, 01/01/2024-06/01/2048 | | | | | 147,922,731 | | | | | | 1.5 | | |
| | | | | | | | 364,733,757 | | | | | | 3.7 | | |
| | | Federal National Mortgage Association: 0.3%(9) | | ||||||||||||
26,798,553 | | | 2.136%-6.000%, 07/01/2035-08/01/2056 | | | | | 30,181,970 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS(9): (continued) | | |||||||||||||||
| | | Government National Mortgage Association: 2.2% | | ||||||||||||
22,950,000 (10) | | | 3.000%,11/19/2050 | | | | $ | 24,020,403 | | | | | | 0.3 | | |
29,392,328 | | | 3.500%,03/20/2048 | | | | | 31,574,982 | | | | | | 0.3 | | |
26,615,786 | | | 4.000%,09/20/2047 | | | | | 28,570,972 | | | | | | 0.3 | | |
17,700,000 (10) | | | 4.000%,10/20/2049 | | | | | 18,807,633 | | | | | | 0.2 | | |
102,976,134 (5) | | | 3.000%-5.500%, 10/15/2039-03/20/2060 | | | | | 110,049,072 | | | | | | 1.1 | | |
| | | | | | | | 213,023,062 | | | | | | 2.2 | | |
| | | Uniform Mortgage-Backed Securities: 5.2% | | ||||||||||||
38,000,000 (10) | | | 2.000%,12/14/2050 | | | | | 39,191,574 | | | | | | 0.4 | | |
28,869,277 | | | 3.000%,01/01/2047 | | | | | 30,355,877 | | | | | | 0.3 | | |
35,998,917 | | | 3.500%,06/01/2034 | | | | | 38,819,850 | | | | | | 0.4 | | |
21,865,043 | | | 3.500%,08/01/2046 | | | | | 24,119,961 | | | | | | 0.3 | | |
25,764,052 | | | 3.500%,11/01/2047 | | | | | 28,471,661 | | | | | | 0.3 | | |
20,984,343 | | | 3.500%,09/01/2049 | | | | | 22,175,640 | | | | | | 0.2 | | |
27,716,211 | | | 3.500%,02/01/2050 | | | | | 29,207,369 | | | | | | 0.3 | | |
24,075,710 | | | 4.000%,04/01/2049 | | | | | 25,938,362 | | | | | | 0.3 | | |
244,721,814 | | | 2.500%-7.500%, 12/01/2027-10/01/2049 | | | | | 266,622,070 | | | | | | 2.7 | | |
| | | | | | | | 504,902,364 | | | | | | 5.2 | | |
| | | Total U.S. Government Agency Obligations | | | | | | | | | | | | | |
| | | (Cost $1,053,962,116) | | | | | 1,112,841,153 | | | | | | 11.4 | | |
SOVEREIGN BONDS: 2.9% | | |||||||||||||||
8,471,965 (8) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | | | | | 3,553,989 | | | | | | 0.0 | | |
1,819,735 (8) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 1.125% on 07/09/2021), 07/09/2035 | | | | | 687,878 | | | | | | 0.0 | | |
BRL 123,000,000 | | | Brazil Notas do Tesouro Nacional Serie F, 10.000%, 01/01/2027 | | | | | 25,504,028 | | | | | | 0.3 | | |
BRL 52,000,000 | | | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2023 | | | | | 10,522,534 | | | | | | 0.1 | | |
CNY 160,790,000 | | | China Government Bond, 3.250%, 06/06/2026 | | | | | 23,872,116 | | | | | | 0.2 | | |
7,900,000 (1) | | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | | | 7,791,375 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
300,000 (1) | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | $ | 319,875 | | | | | | 0.0 | | |
300,000 (1) | | | Dominican Republic International Bond, 6.600%, 01/28/2024 | | | | | 330,044 | | | | | | 0.0 | | |
250,000 (1)(3) | | | Egypt Government International Bond, 5.875%, 06/11/2025 | | | | | 257,071 | | | | | | 0.0 | | |
7,675,000 (1) | | | Egypt Government International Bond, 7.625%, 05/29/2032 | | | | | 7,524,915 | | | | | | 0.1 | | |
1,240,000 (1) | | | Gabon Government International Bond, 6.625%, 02/06/2031 | | | | | 1,112,266 | | | | | | 0.0 | | |
12,725,000 (1) | | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | | | 11,500,041 | | | | | | 0.1 | | |
2,350,000 (1) | | | Jordan Government International Bond, 5.850%, 07/07/2030 | | | | | 2,287,480 | | | | | | 0.0 | | |
1,200,000 (1) | | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | | | 1,182,300 | | | | | | 0.0 | | |
600,000 (1) | | | Morocco Government International Bond, 4.250%, 12/11/2022 | | | | | 631,808 | | | | | | 0.0 | | |
600,000 (1) | | | Paraguay Government International Bond, 4.625%, 01/25/2023 | | | | | 636,000 | | | | | | 0.0 | | |
3,600,000 (1) | | | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | | | | | 3,711,780 | | | | | | 0.0 | | |
4,000,000 (1) | | | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | | | | | 4,579,740 | | | | | | 0.1 | | |
1,750,000 (1) | | | Saudi Government International Bond, 3.250%, 10/22/2030 | | | | | 1,904,910 | | | | | | 0.0 | | |
2,925,000 (1) | | | Saudi Government International Bond, 4.500%, 04/17/2030 | | | | | 3,503,951 | | | | | | 0.1 | | |
288,994,377,731 (2) | | | Other Securities | | | | | 176,530,407 | | | | | | 1.8 | | |
| | | Total Sovereign Bonds | | | | | | | | | | | | | |
| | | (Cost $302,433,064) | | | | | 287,944,508 | | | | | | 2.9 | | |
ASSET-BACKED SECURITIES:13.7% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 1.7% | | ||||||||||||
8,246,000 | | | Americredit Automobile Receivables Trust 2018-1 C, 3.500%, 01/18/2024 | | | | | 8,581,996 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
5,950,000 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | $ | 6,326,356 | | | | | | 0.1 | | |
8,440,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 8,811,802 | | | | | | 0.1 | | |
5,750,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 C, 2.320%, 07/18/2025 | | | | | 5,936,549 | | | | | | 0.0 | | |
5,050,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | | | | | 5,147,666 | | | | | | 0.0 | | |
8,300,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | | | 8,372,613 | | | | | | 0.1 | | |
750,000 | | | CarMax Auto Owner Trust 2017-4 D, 3.300%, 05/15/2024 | | | | | 769,489 | | | | | | 0.0 | | |
1,500,000 | | | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | | | | | 1,563,699 | | | | | | 0.0 | | |
21,081,000 | | | CarMax Auto Owner Trust 2020-2 A4, 2.050%, 05/15/2025 | | | | | 22,075,096 | | | | | | 0.2 | | |
6,150,000 (1) | | | Oscar US Funding XI LLC 2019-2A A4, 2.680%, 09/10/2026 | | | | | 6,442,928 | | | | | | 0.1 | | |
500,000 | | | Santander Drive Auto Receivables Trust 2018-1 D, 3.320%, 03/15/2024 | | | | | 512,635 | | | | | | 0.0 | | |
9,100,000 | | | Santander Drive Auto Receivables Trust 2018-4 D, 3.980%, 12/15/2025 | | | | | 9,542,430 | | | | | | 0.1 | | |
2,850,000 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 2,911,956 | | | | | | 0.0 | | |
7,550,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 7,774,489 | | | | | | 0.1 | | |
9,600,000 | | | Santander Drive Auto Receivables Trust 2020-1 B, 3.030%, 11/15/2024 | | | | | 10,035,239 | | | | | | 0.1 | | |
9,850,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 10,103,636 | | | | | | 0.1 | | |
6,256,432 (1) | | | Santander Consumer Auto Receivables Trust 2020-AA A, 1.370%, 10/15/2024 | | | | | 6,317,854 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
4,150,000 (1) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | $ | 4,258,136 | | | | | | 0.0 | | |
18,750,000 (1) | | | Toyota Auto Loan Extended Note Trust 2020-1A A, 1.350%, 05/25/2033 | | | | | 19,273,073 | | | | | | 0.2 | | |
24,130,000 | | | Other Securities | | | | | 24,408,742 | | | | | | 0.3 | | |
| | | | | | | | 169,166,384 | | | | | | 1.7 | | |
| | | Credit Card Asset-Backed Securities: 0.0% | | ||||||||||||
600,000 | | | Other Securities | | | | | 611,138 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
3,325,107 (1)(5) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 3,290,568 | | | | | | 0.0 | | |
6,525,309 | | | Freddie Mac Structured Pass Through Certificates T-31 A7, 0.273%, (US0001M + 0.250)%, 05/25/2031 | | | | | 6,503,665 | | | | | | 0.1 | | |
810,111 | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 0.468%, (US0001M + 0.160)%, 02/25/2037 | | | | | 742,996 | | | | | | 0.0 | | |
983,093 | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.608%, (US0001M + 0.230)%, 02/25/2037 | | | | | 894,013 | | | | | | 0.0 | | |
12,139,819 | | | Other Securities | | | | | 9,682,028 | | | | | | 0.1 | | |
| | | | | | | | 21,113,270 | | | | | | 0.2 | | |
| | | Other Asset-Backed Securities: 9.7% | | ||||||||||||
8,850,000 (1) | | | Aimco CLO 11 Ltd. 2020-11A A2, 1.551%, (US0003M + 1.300)%, 10/15/2031 | | | | | 8,850,000 | | | | | | 0.1 | | |
2,650,103 (1) | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 2,439,835 | | | | | | 0.0 | | |
10,000,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 1.602%, (US0003M + 1.330)%, 01/20/2033 | | | | | 9,961,670 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,068,797 (1)(5)(7)(11) | | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | | | | $ | — | | | | | | — | | |
9,975,646 (1) | | | AMMC CLO 15 Ltd. 2014-15A ARR, 1.535%, (US0003M + 1.260)%, 01/15/2032 | | | | | 9,836,865 | | | | | | 0.1 | | |
3,900,000 (1) | | | Apidos CLO XII 2013-12A AR, 1.355%, (US0003M + 1.080)%, 04/15/2031 | | | | | 3,851,305 | | | | | | 0.1 | | |
500,000 (1) | | | Apidos CLO XII 2013-12A CR, 2.075%, (US0003M + 1.800)%, 04/15/2031 | | | | | 485,408 | | | | | | 0.0 | | |
20,000,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 1.592%, (US0003M + 1.320)%, 01/20/2033 | | | | | 19,989,020 | | | | | | 0.2 | | |
11,400,000 (1) | | | Apidos CLO XXXIII 2020-33A A, 1.973%, (US0003M + 1.700)%, 07/24/2031 | | | | | 11,427,884 | | | | | | 0.1 | | |
4,450,000 (1) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | | | 4,147,948 | | | | | | 0.1 | | |
2,050,000 (1) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | | | 1,788,634 | | | | | | 0.0 | | |
3,806,619 (1) | | | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | | | | | 3,898,439 | | | | | | 0.0 | | |
6,700,000 (1) | | | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | | | | | 6,728,630 | | | | | | 0.1 | | |
7,300,000 (1) | | | Arbys Funding LLC 2020-1A A2, 3.237%, 07/30/2050 | | | | | 7,559,030 | | | | | | 0.1 | | |
10,000,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.505%, (US0003M + 1.230)%, 01/15/2030 | | | | | 9,765,490 | | | | | | 0.1 | | |
3,890,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 1.622%, (US0003M + 1.350)%, 07/18/2029 | | | | | 3,813,550 | | | | | | 0.0 | | |
6,361,000 (1) | | | Babson CLO Ltd. 2018-3A A2, 1.572%, (US0003M + 1.300)%, 07/20/2029 | | | | | 6,240,993 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,650,000 (1) | | | Bain Capital Credit CLO 2017-1A A2, 1.622%, (US0003M + 1.350)%, 07/20/2030 | | | | $ | 1,623,202 | | | | | | 0.0 | | |
3,750,000 (1) | | | Barings Clo Ltd. 2019-4A C, 3.075%, (US0003M + 2.800)%, 01/15/2033 | | | | | 3,755,287 | | | | | | 0.0 | | |
4,250,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.603%, (US0003M + 1.330)%, 01/17/2033 | | | | | 4,240,641 | | | | | | 0.0 | | |
8,765,333 (1) | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 1.525%, (US0003M + 1.250)%, 07/15/2029 | | | | | 8,710,637 | | | | | | 0.1 | | |
15,250,000 (1) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.472%, (US0003M + 1.200)%, 01/20/2031 | | | | | 14,780,834 | | | | | | 0.2 | | |
5,000,000 (1) | | | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, 1.422%, (US0003M + 1.150)%, 04/20/2031 | | | | | 4,841,465 | | | | | | 0.0 | | |
17,350,000 (1) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 1.625%, (US0003M + 1.350)%, 01/15/2033 | | | | | 17,188,246 | | | | | | 0.2 | | |
2,500,000 (1) | | | Benefit Street Partners Clo XII Ltd. 2017-12A A1, 1.525%, (US0003M + 1.250)%, 10/15/2030 | | | | | 2,470,672 | | | | | | 0.0 | | |
4,070,000 (1) | | | BlueMountain CLO 2015-1A BR, 2.766%, (US0003M + 2.500)%, 04/13/2027 | | | | | 4,054,062 | | | | | | 0.0 | | |
6,500,000 (1) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 6,500,000 | | | | | | 0.1 | | |
7,570,000 (1) | | | Broad River BSL Funding CLO 2020-1A A, 2.061%, (US0003M + 1.850)%, 04/20/2029 | | | | | 7,578,372 | | | | | | 0.1 | | |
10,000,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 1.412%, (US0003M + 1.140)%, 01/20/2031 | | | | | 9,854,500 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
689,945 (1) | | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 1.330%, (US0003M + 1.050)%, 05/15/2031 | | | | $ | 677,143 | | | | | | 0.0 | | |
3,250,000 (1) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 1.403%, (US0003M + 1.130)%, 04/17/2031 | | | | | 3,154,684 | | | | | | 0.0 | | |
3,530,000 (1) | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 1.523%, (US0003M + 1.250)%, 10/17/2030 | | | | | 3,508,393 | | | | | | 0.0 | | |
37,149 | | | Chase Funding Trust Series 2003-5 2A2, 0.748%, (US0001M + 0.600)%, 07/25/2033 | | | | | 35,436 | | | | | | 0.0 | | |
4,050,000 (1) | | | CIFC Funding 2013-2A A1LR, 1.482%, (US0003M + 1.210)%, 10/18/2030 | | | | | 4,030,390 | | | | | | 0.1 | | |
2,150,000 (1) | | | CIFC Funding 2017-2A C, 2.622%, (US0003M + 2.350)%, 04/20/2030 | | | | | 2,114,557 | | | | | | 0.0 | | |
7,400,000 (1) | | | CIFC Funding 2017-4 A1, 1.514%, (US0003M + 1.250)%, 10/24/2030 | | | | | 7,347,971 | | | | | | 0.1 | | |
3,000,000 (1) | | | CIFC Funding 2017-5A A1, 1.453%, (US0003M + 1.180)%, 11/16/2030 | | | | | 2,973,666 | | | | | | 0.0 | | |
11,380,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 1.601%, (US0003M + 1.330)%, 01/16/2033 | | | | | 11,384,415 | | | | | | 0.1 | | |
3,000,000 (1) | | | CIFC Funding 2019-6A A2 Ltd., 2.021%, (US0003M + 1.750)%, 01/16/2033 | | | | | 3,005,451 | | | | | | 0.0 | | |
6,000,000 (1) | | | CIFC Funding 2020-3A A2 Ltd., 3.451%, (US0003M + 1.600)%, 10/20/2031 | | | | | 5,999,370 | | | | | | 0.1 | | |
8,750,000 (1) | | | CIFC Funding 2018-1A A Ltd., 1.272%, (US0003M + 1.000)%, 04/18/2031 | | | | | 8,619,275 | | | | | | 0.1 | | |
4,675,000 (1) | | | Cole Park CLO Ltd. 2015-1A CR, 2.272%, (US0003M + 2.000)%, 10/20/2028 | | | | | 4,658,376 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
7,425,000 | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 0.853%, (US0001M + 0.705)%, 09/25/2035 | | | | $ | 7,205,639 | | | | | | 0.1 | | |
9,111,174 | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 0.298%, (US0001M + 0.150)%, 10/25/2036 | | | | | 8,215,513 | | | | | | 0.1 | | |
4,702,500 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 5,140,644 | | | | | | 0.1 | | |
2,425,500 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 2,586,478 | | | | | | 0.0 | | |
4,200,000 (1) | | | Deer Creek Clo Ltd. 2017-1A A, 1.452%, (US0003M + 1.180)%, 10/20/2030 | | | | | 4,147,660 | | | | | | 0.0 | | |
7,000,000 (1) | | | Dewolf Park Clo Ltd. 2017-1A A, 1.485%, (US0003M + 1.210)%, 10/15/2030 | | | | | 6,946,394 | | | | | | 0.1 | | |
632,125 (1) | | | Domino’s Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | | | | | 636,623 | | | | | | 0.0 | | |
6,798,625 (1) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 7,251,333 | | | | | | 0.1 | | |
2,597,000 (1) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 2,836,044 | | | | | | 0.0 | | |
5,762,250 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 6,102,108 | | | | | | 0.1 | | |
2,297,125 (1) | | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 2,426,165 | | | | | | 0.0 | | |
6,660,000 (1) | | | Dryden Senior Loan Fund 2017-47A A2, 1.625%, (US0003M + 1.350)%, 04/15/2028 | | | | | 6,485,455 | | | | | | 0.1 | | |
5,565,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.480%, (US0003M + 1.200)%, 08/15/2030 | | | | | 5,537,709 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
7,000,000 (1) | | | Dryden 78 CLO Ltd. 2020-78A A, 2.447%, (US0003M + 1.180)%, 04/17/2033 | | | | $ | 6,931,799 | | | | | | 0.1 | | |
8,000,000 (1) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.522%, (US0003M + 1.250)%, 01/20/2030 | | | | | 7,803,304 | | | | | | 0.1 | | |
4,228,050 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 4,266,518 | | | | | | 0.0 | | |
4,250,000 (1) | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 1.484%, (US0003M + 1.220)%, 07/24/2030 | | | | | 4,216,642 | | | | | | 0.1 | | |
2,500,000 (1) | | | Galaxy XV CLO Ltd. 2013-15A AR, 1.475%, (US0003M + 1.200)%, 10/15/2030 | | | | | 2,478,115 | | | | | | 0.0 | | |
11,150,000 (1) | | | Galaxy XXI CLO Ltd. 2015-21A AR, 1.292%, (US0003M + 1.020)%, 04/20/2031 | | | | | 10,939,443 | | | | | | 0.1 | | |
2,300,000 (1) | | | Gilbert Park CLO Ltd. 2017-1A A, 1.465%, (US0003M + 1.190)%, 10/15/2030 | | | | | 2,281,430 | | | | | | 0.0 | | |
7,000,000 (1) | | | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 1.422%, (US0003M + 1.150)%, 11/28/2030 | | | | | 6,934,795 | | | | | | 0.1 | | |
4,651,970 (1) | | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | | | 5,027,597 | | | | | | 0.1 | | |
1,128,638 (1) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 1,190,360 | | | | | | 0.0 | | |
865,484 (1) | | | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | | | | | 896,952 | | | | | | 0.0 | | |
2,327,607 (1) | | | HERO Funding Trust 2016-4A A2, 4.290%, 09/20/2047 | | | | | 2,452,910 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,250,000 (1) | | | Home Partners of America 2018-1 E Trust, 2.001%, (US0001M + 1.850)%, 07/17/2037 | | | | $ | 1,252,477 | | | | | | 0.0 | | |
24,245,394 (1) | | | Invitation Homes 2017-SFR2 A Trust, 1.001%, (US0001M + 0.850)%, 12/17/2036 | | | | | 24,234,847 | | | | | | 0.2 | | |
7,750,000 (1) | | | Jay Park CLO Ltd. 2016-1A BR, 2.272%, (US0003M + 2.000)%, 10/20/2027 | | | | | 7,690,929 | | | | | | 0.1 | | |
7,300,000 (1) | | | Jersey Mike’s Funding 2019-1A A2, 4.433%, 02/15/2050 | | | | | 7,812,016 | | | | | | 0.1 | | |
4,168,722 (1) | | | JG Wentworth XLII LLC 2018-2A A, 3.960%, 10/15/2075 | | | | | 4,824,793 | | | | | | 0.1 | | |
2,987,304 (1) | | | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | | | | | 3,353,393 | | | | | | 0.0 | | |
20,900,000 (1) | | | Kayne CLO 6 Ltd. 2019-6A A1, 1.652%, (US0003M + 1.380)%, 01/20/2033 | | | | | 20,781,163 | | | | | | 0.2 | | |
6,000,000 (1) | | | Kayne CLO 6 Ltd. 2019-6A A2, 2.122%, (US0003M + 1.850)%, 01/20/2033 | | | | | 6,011,718 | | | | | | 0.1 | | |
4,250,000 (1) | | | Kayne CLO 7 Ltd. 2020-7A A1, 2.607%, (US0003M + 1.200)%, 04/17/2033 | | | | | 4,190,130 | | | | | | 0.0 | | |
6,000,000 (1)(10) | | | KKR CLO 21 A Ltd., 1.275%, (US0003M + 1.000)%, 04/15/2031 | | | | | 5,863,026 | | | | | | 0.1 | | |
6,000,000 (1) | | | LCM 26A A2 Ltd., 1.522%, (US0003M + 1.250)%, 01/20/2031 | | | | | 5,845,392 | | | | | | 0.1 | | |
11,237,000 (1) | | | LCM XIV L.P. 14A AR, 1.312%, (US0003M + 1.040)%, 07/20/2031 | | | | | 11,034,824 | | | | | | 0.1 | | |
5,000,000 (1) | | | LCM XVIII L.P. 18A A2R, 1.492%, (US0003M + 1.220)%, 04/20/2031 | | | | | 4,856,850 | | | | | | 0.0 | | |
8,870,841 (1) | | | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | | | | | 9,096,003 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,600,000 (1) | | | Madison Park Funding XXI Ltd. 2016-21A BR, 3.125%, (US0003M + 2.850)%, 10/15/2032 | | | | $ | 3,559,806 | | | | | | 0.0 | | |
5,400,000 (1) | | | Madison Park Funding XV Ltd. 2014-15A B1R, 2.445%, (US0003M + 2.200)%, 01/27/2026 | | | | | 5,387,655 | | | | | | 0.1 | | |
1,400,000 (1) | | | Madison Park Funding XXVII Ltd. 2018-27A B, 2.072%, (US0003M + 1.800)%, 04/20/2030 | | | | | 1,349,344 | | | | | | 0.0 | | |
13,050,000 (1) | | | Magnetite CLO Ltd. 2020-26A A, 1.949%, (US0003M + 1.750)%, 07/15/2030 | | | | | 13,086,175 | | | | | | 0.1 | | |
13,150,000 (1) | | | Magnetite XXII Ltd. 2019-22A A2, 1.925%, (US0003M + 1.650)%, 04/15/2031 | | | | | 13,150,671 | | | | | | 0.1 | | |
8,800,000 (1) | | | Magnetite XXVII Ltd. 2020-27A A1, 3.351%, (US0003M + 1.550)%, 07/20/2033 | | | | | 8,800,598 | | | | | | 0.1 | | |
1,818,172 (1) | | | Marlette Funding Trust 2018-1A C, 3.690%, 03/15/2028 | | | | | 1,823,655 | | | | | | 0.0 | | |
3,488,000 (1) | | | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | | | | | 3,518,971 | | | | | | 0.0 | | |
500,000 (1) | | | Marlette Funding Trust 2019-2 A2A, 3.530%, 07/16/2029 | | | | | 506,947 | | | | | | 0.0 | | |
4,200,000 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 4,221,560 | | | | | | 0.1 | | |
1,100,000 (1)(5) | | | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | | | | | 1,187,481 | | | | | | 0.0 | | |
3,200,000 (1)(5) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 3,419,984 | | | | | | 0.0 | | |
2,482,000 (1)(5) | | | Mill City Mortgage Trust 2015-2 B2, 3.701%, 09/25/2057 | | | | | 2,697,096 | | | | | | 0.0 | | |
1,102,940 (1) | | | Mill City Solar Loan 2019-1A A Ltd., 4.340%, 03/20/2043 | | | | | 1,165,092 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
5,629,217 (1) | | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | | $ | 5,926,034 | | | | | | 0.1 | | |
4,410,149 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 4,671,122 | | | | | | 0.0 | | |
7,208,971 (1) | | | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | | | | | 7,692,275 | | | | | | 0.1 | | |
1,841,982 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,887,211 | | | | | | 0.0 | | |
4,953,572 (1) | | | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | | | | | 5,255,826 | | | | | | 0.1 | | |
2,715,238 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 2,869,028 | | | | | | 0.0 | | |
7,602,029 (1) | | | Mosaic Solar Loan Trust 2020-1A B, 3.100%, 04/20/2046 | | | | | 7,810,240 | | | | | | 0.1 | | |
3,250,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.721%, (US0003M + 2.450)%, 10/16/2032 | | | | | 3,249,977 | | | | | | 0.0 | | |
12,250,000 (1) | | | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 1.612%, (US0003M + 1.340)%, 01/19/2033 | | | | | 12,209,844 | | | | | | 0.1 | | |
2,200,000 (1) | | | Newark BSL CLO 1 Ltd. 2016-1A A1R, 1.345%, (US0003M + 1.100)%, 12/21/2029 | | | | | 2,184,043 | | | | | | 0.0 | | |
16,650,000 (1) | | | Oaktree CLO 2020-1A A Ltd., 2.345%, (US0003M + 2.000)%, 07/15/2029 | | | | | 16,712,704 | | | | | | 0.2 | | |
2,500,000 (1) | | | OCP CLO 2015-8 Ltd. 2015-8A BR, 2.123%, (US0003M + 1.850)%, 04/17/2027 | | | | | 2,482,370 | | | | | | 0.0 | | |
5,000,000 (1) | | | OCP CLO 2017-13A A1A Ltd., 1.535%, (US0003M + 1.260)%, 07/15/2030 | | | | | 4,961,830 | | | | | | 0.1 | | |
11,000,000 (1) | | | OCP CLO 2020-18A A Ltd., 2.053%, (US0003M + 1.800)%, 04/20/2030 | | | | | 11,028,754 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
12,050,000 (1) | | | OCP CLO 2020-19 A A1 Ltd., 2.070%, (US0003M + 1.750)%, 07/20/2031 | | | | $ | 12,066,978 | | | | | | 0.1 | | |
9,470,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 1.592%, (US0003M + 1.320)%, 03/17/2030 | | | | | 9,395,490 | | | | | | 0.1 | | |
2,300,000 (1) | | | Octagon Investment Partners 48 Ltd. 2020-3A A, 4.751%, (US0003M + 1.500)%, 10/20/2031 | | | | | 2,304,756 | | | | | | 0.0 | | |
3,000,000 (1) | | | Octagon Investment Partners Ltd. 2017-1A A2, 1.625%, (US0003M + 1.350)%, 07/15/2029 | | | | | 2,957,382 | | | | | | 0.0 | | |
5,520,000 (1) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 1.650%, (US0003M + 1.375)%, 07/15/2029 | | | | | 5,446,722 | | | | | | 0.1 | | |
4,060,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.622%, (US0003M + 1.350)%, 07/19/2030 | | | | | 3,969,844 | | | | | | 0.1 | | |
21,243,110 (1) | | | Octagon Loan Funding Ltd. 2014-1A ARR, 1.450%, (US0003M + 1.180)%, 11/18/2031 | | | | | 21,082,618 | | | | | | 0.2 | | |
17,700,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.620%, (US0003M + 1.340)%, 11/15/2032 | | | | | 17,577,994 | | | | | | 0.2 | | |
3,550,000 (1) | | | Palmer Square CLO 2014-1A A1R2 Ltd., 1.403%, (US0003M + 1.130)%, 01/17/2031 | | | | | 3,520,542 | | | | | | 0.0 | | |
6,600,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.372%, (US0003M + 1.100)%, 07/20/2030 | | | | | 6,538,567 | | | | | | 0.1 | | |
10,000,000 (1) | | | Palmer Square CLO 2018-1A A1 Ltd., 1.302%, (US0003M + 1.030)%, 04/18/2031 | | | | | 9,876,500 | | | | | | 0.1 | | |
6,700,000 (1) | | | Palmer Square Loan Funding 2018-1A B Ltd., 1.675%, (US0003M + 1.400)%, 04/15/2026 | | | | | 6,543,334 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
4,000,000 (1) | | | Palmer Square Loan Funding 2018-1A C Ltd., 2.125%, (US0003M + 1.850)%, 04/15/2026 | | | | $ | 3,802,236 | | | | | | 0.0 | | |
1,000,000 (1)(10) | | | Palmer Square Loan Funding 2018-2A C Ltd., 2.225%, (US0003M + 1.950)%, 07/15/2026 | | | | | 952,306 | | | | | | 0.0 | | |
5,012,125 (1) | | | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | | | | | 5,217,330 | | | | | | 0.1 | | |
1,435,000 (1) | | | Progress Residential 2018-SFR1 F Trust, 4.778%, 03/17/2035 | | | | | 1,469,017 | | | | | | 0.0 | | |
2,000,000 (1)(5) | | | Sofi Consumer Loan Program 2016-4 C LLC, 5.920%, 11/25/2025 | | | | | 2,034,032 | | | | | | 0.0 | | |
5,101,000 (1) | | | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | | | | | 5,201,375 | | | | | | 0.1 | | |
1,585,000 (1) | | | Sofi Consumer Loan Program 2017-6 B LLC, 3.520%, 11/25/2026 | | | | | 1,625,558 | | | | | | 0.0 | | |
7,000,000 (1) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 7,100,656 | | | | | | 0.1 | | |
7,190,000 (1) | | | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | | | | | 7,375,747 | | | | | | 0.1 | | |
3,700,000 (1) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 3,767,565 | | | | | | 0.0 | | |
9,950,000 (1) | | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 9,802,861 | | | | | | 0.1 | | |
3,450,000 (1) | | | SoFi Consumer Loan Program 2018-4 B Trust, 3.960%, 11/26/2027 | | | | | 3,518,616 | | | | | | 0.0 | | |
2,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 C Trust, 3.460%, 04/25/2028 | | | | | 2,045,703 | | | | | | 0.0 | | |
2,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 2,052,896 | | | | | | 0.0 | | |
4,100,000 (1) | | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | | | 4,052,420 | | | | | | 0.1 | | |
1,300,000 (1) | | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | | | 1,282,537 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
343,583 (1) | | | Sonic Capital LLC 2018-1A A2, 4.026%, 02/20/2048 | | | | $ | 358,798 | | | | | | 0.0 | | |
7,257,417 (1) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 7,716,100 | | | | | | 0.1 | | |
22,060,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.675%, (US0003M + 1.400)%, 01/15/2033 | | | | | 21,867,769 | | | | | | 0.2 | | |
4,783,585 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 5,250,929 | | | | | | 0.1 | | |
4,550,762 (1) | | | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | | | | | 4,682,400 | | | | | | 0.0 | | |
6,042,375 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 6,550,821 | | | | | | 0.1 | | |
7,200,000 (1) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 6,611,215 | | | | | | 0.1 | | |
6,873,016 (1) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 1.502%, (US0003M + 1.230)%, 10/18/2030 | | | | | 6,801,564 | | | | | | 0.1 | | |
12,250,000 (1) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.441%, (US0003M + 1.190)%, 11/01/2031 | | | | | 12,066,716 | | | | | | 0.1 | | |
7,080,000 (1) | | | THL Credit Wind River 2017-2A A CLO Ltd., 1.502%, (US0003M + 1.230)%, 07/20/2030 | | | | | 7,007,975 | | | | | | 0.1 | | |
7,500,000 (1) | | | Tiaa Clo III Ltd. 2017-2A A, 1.421%, (US0003M + 1.150)%, 01/16/2031 | | | | | 7,328,198 | | | | | | 0.1 | | |
1,400,000 (1)(5) | | | Towd Point Mortgage Trust 2015-2 1B1, 3.629%, 11/25/2060 | | | | | 1,496,507 | | | | | | 0.0 | | |
2,640,000 (1)(5) | | | Towd Point Mortgage Trust 2015-2 2B2, 4.304%, 11/25/2057 | | | | | 2,910,338 | | | | | | 0.0 | | |
4,346,000 (1)(5) | | | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | | | | | 4,649,650 | | | | | | 0.1 | | |
3,200,000 (1)(5) | | | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | | | | | 3,509,158 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,200,000 (1)(5) | | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | $ | 2,366,351 | | | | | | 0.0 | | |
3,000,000 (1) | | | Trafigura Securitisation Finance PLC 2018-1A B, 4.290%, 03/15/2022 | | | | | 3,004,745 | | | | | | 0.0 | | |
7,250,000 (1) | | | Venture XX CLO Ltd. 2015-20A CR, 2.175%, (US0003M + 1.900)%, 04/15/2027 | | | | | 6,981,823 | | | | | | 0.1 | | |
1,945,000 (1) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 2,012,783 | | | | | | 0.0 | | |
3,588,525 (1) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 3,781,911 | | | | | | 0.1 | | |
18,325,785 | | | Other Securities | | | | | 18,347,409 | | | | | | 0.2 | | |
| | | | | | | | 942,377,972 | | | | | | 9.7 | | |
| | | Student Loan Asset-Backed Securities: 2.1% | | ||||||||||||
640,381 (1) | | | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | | | | | 653,056 | | | | | | 0.0 | | |
169,694 (1) | | | Commonbond Student Loan Trust 2018-A-GS C, 3.820%, 02/25/2044 | | | | | 172,266 | | | | | | 0.0 | | |
1,832,224 (1) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 1,880,874 | | | | | | 0.0 | | |
2,715,588 (1) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 2,811,160 | | | | | | 0.0 | | |
5,549,686 (1) | | | Commonbond Student Loan Trust 2018-CGS A2, 0.948%, (US0001M + 0.800)%, 02/25/2046 | | | | | 5,494,159 | | | | | | 0.1 | | |
10,043,338 (1) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 10,269,471 | | | | | | 0.1 | | |
10,400,000 (1) | | | Laurel Road Prime Student Loan Trust 2020-A AFX, 1.400%, 11/25/2050 | | | | | 10,389,012 | | | | | | 0.1 | | |
8,420,099 (1) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | | 8,535,306 | | | | | | 0.1 | | |
10,312,359 (1) | | | Navient Private Education Refi Loan Trust 2020-FA A, 1.220%, 07/15/2069 | | | | | 10,358,723 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
6,633,000 (1) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | $ | 6,942,811 | | | | | | 0.1 | | |
20,812,000 (1) | | | Sofi Professional Loan Program 2019-C A2FX LLC, 2.370%, 11/16/2048 | | | | | 21,422,316 | | | | | | 0.2 | | |
22,493,688 (1) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | | 23,028,548 | | | | | | 0.2 | | |
255,319 (1) | | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | | | | | 255,025 | | | | | | 0.0 | | |
277,720 (1)(5) | | | Earnest Student Loan Program, LLC 2016-B B, 4.810%, 09/25/2036 | | | | | 276,550 | | | | | | 0.0 | | |
205,173 (1) | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 207,632 | | | | | | 0.0 | | |
452,715 (1) | | | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | | | | | 459,248 | | | | | | 0.0 | | |
10,305,264 (1) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 10,797,814 | | | | | | 0.1 | | |
10,820,000 (1) | | | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | | | | | 10,842,785 | | | | | | 0.1 | | |
2,700,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 2,429,513 | | | | | | 0.0 | | |
1,450,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,455,769 | | | | | | 0.0 | | |
22,200,000 (1) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | | 22,376,832 | | | | | | 0.3 | | |
4,100,000 (1)(5) | | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | | | | | 4,292,087 | | | | | | 0.1 | | |
3,000,000 (1)(5) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 3,060,357 | | | | | | 0.0 | | |
3,900,000 (1) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 4,066,044 | | | | | | 0.0 | | |
3,250,000 (1) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 3,345,828 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
8,000,000 (1) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | $ | 8,458,293 | | | | | | 0.1 | | |
13,529,000 (1) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 14,314,066 | | | | | | 0.2 | | |
5,800,000 (1) | | | Sofi Professional Loan Program 2018-C BFX Trust, 4.130%, 01/25/2048 | | | | | 6,174,714 | | | | | | 0.1 | | |
6,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 6,427,892 | | | | | | 0.1 | | |
3,000,000 (1) | | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | | | 3,142,692 | | | | | | 0.0 | | |
| | | | | | | | 204,340,843 | | | | | | 2.1 | | |
| | | Total Asset-Backed Securities | | | | | | | | | | | | | |
| | | (Cost $1,322,451,722) | | | | | 1,337,609,607 | | | | | | 13.7 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES : 7.7% | | |||||||||||||||
10,647,000 (1)(5) | | | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.990%, 05/27/2021 | | | | | 10,404,582 | | | | | | 0.1 | | |
35,176,617 (5)(7) | | | BANK 2017-BNK4 XA, 1.568%, 05/15/2050 | | | | | 2,340,346 | | | | | | 0.0 | | |
167,655,000 (5)(7) | | | BANK 2017-BNK8 XB, 0.222%, 11/15/2050 | | | | | 2,000,711 | | | | | | 0.0 | | |
203,637,146 (5)(7) | | | BANK 2018-BNK14 XA, 0.667%, 09/15/2060 | | | | | 6,419,335 | | | | | | 0.1 | | |
19,110,000 (1)(5)(7) | | | BANK 2018-BNK14 XD, 1.753%, 09/15/2060 | | | | | 2,136,471 | | | | | | 0.0 | | |
24,627,879 (5)(7) | | | BANK 2019-BNK16 XA, 1.124%, 02/15/2052 | | | | | 1,591,530 | | | | | | 0.0 | | |
5,210,000 (1) | | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 4,186,569 | | | | | | 0.0 | | |
6,580,000 (5) | | | Bank 2019-BNK19 C, 4.168%, 08/15/2061 | | | | | 7,226,915 | | | | | | 0.1 | | |
100,475,232 (5)(7) | | | Bank 2019-BNK19 XA, 1.095%, 08/15/2061 | | | | | 7,132,486 | | | | | | 0.1 | | |
92,840,000 (1)(5)(7) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 2,546,917 | | | | | | 0.0 | | |
2,620,000 (1)(5) | | | BENCHMARK 2018-B3 D Mortgage Trust, 3.208%, 04/10/2051 | | | | | 2,089,811 | | | | | | 0.0 | | |
54,375,557 (5)(7) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.204%, 08/15/2052 | | | | | 3,709,180 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES : (continued) | | |||||||||||||||
7,470,000 (1) | | | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | | | | $ | 6,514,703 | | | | | | 0.1 | | |
36,583,347 (5)(7) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.211%, 03/15/2052 | | | | | 2,670,409 | | | | | | 0.0 | | |
8,640,000 (1) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 08/15/2053 | | | | | 8,711,558 | | | | | | 0.1 | | |
6,420,000 (1) | | | Benchmark 2020-B17 D Mortgage Trust, 2.250%, 03/15/2053 | | | | | 5,077,026 | | | | | | 0.1 | | |
92,703,798 (5)(7) | | | Benchmark 2020-B17 XA Mortgage Trust, 1.542%, 03/15/2053 | | | | | 8,913,479 | | | | | | 0.1 | | |
110,670,000 (5)(7) | | | Benchmark 2020-B19 XA Mortgage Trust, 1.779%, 09/15/2053 | | | | | 14,313,161 | | | | | | 0.1 | | |
3,860,000 (1) | | | BHP Trust 2019-BXHP D, 1.924%, (US0001M + 1.771)%, 08/15/2036 | | | | | 3,567,458 | | | | | | 0.0 | | |
7,974,102 (1) | | | BX Commercial Mortgage Trust 2019-XL A, 1.072%, (US0001M + 0.920)%, 10/15/2036 | | | | | 7,990,807 | | | | | | 0.1 | | |
24,415,940 (1) | | | BX Commercial Mortgage Trust 2019-XL G, 2.452%, (US0001M + 2.300)%, 10/15/2036 | | | | | 24,113,236 | | | | | | 0.3 | | |
13,961,323 (1) | | | BX Commercial Mortgage Trust 2019-XL J, 2.802%, (US0001M + 2.650)%, 10/15/2036 | | | | | 13,677,325 | | | | | | 0.1 | | |
12,448,606 (1) | | | BX Commercial Mortgage Trust 2020-BXLP F, 2.152%, (US0001M + 2.000)%, 12/15/2036 | | | | | 12,291,882 | | | | | | 0.1 | | |
9,440,360 (1) | | | BX Commercial Mortgage Trust 2020-BXLP G, 2.652%, (US0001M + 2.500)%, 12/15/2029 | | | | | 9,349,237 | | | | | | 0.1 | | |
2,125,000 (1)(5) | | | BX Commercial Mortgage Trust 2020-VIV2 C, 3.661%, 03/09/2044 | | | | | 2,057,014 | | | | | | 0.0 | | |
6,280,000 (1) | | | BX Commercial Mortgage Trust 2020-VKNG E, 2.300%, (US0001M + 2.100)%, 10/15/2037 | | | | | 6,272,168 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES : (continued) | | |||||||||||||||
5,150,000 (1) | | | BX Trust 2019-MMP E, 2.052%, (US0001M + 1.900)%, 08/15/2036 | | | | $ | 4,862,852 | | | | | | 0.0 | | |
6,000,000 (1) | | | BX Trust 2019-OC11 A, 3.202%, 12/09/2041 | | | | | 6,391,282 | | | | | | 0.1 | | |
6,300,000 (1)(5) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 5,868,170 | | | | | | 0.1 | | |
93,323,179 (5)(7) | | | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.155%, 11/15/2050 | | | | | 4,615,391 | | | | | | 0.1 | | |
24,649,848 (5)(7) | | | CD 2016-CD1 Mortgage Trust XA, 1.527%, 08/10/2049 | | | | | 1,516,996 | | | | | | 0.0 | | |
45,113,000 (1)(5)(7) | | | CD 2016-CD1 Mortgage Trust XB, 0.810%, 08/10/2049 | | | | | 1,711,466 | | | | | | 0.0 | | |
33,538,420 (5)(7) | | | CD 2017-CD4 Mortgage Trust XA, 1.453%, 05/10/2050 | | | | | 2,055,308 | | | | | | 0.1 | | |
7,453,264 (1)(5) | | | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.292%, 04/15/2044 | | | | | 6,995,896 | | | | | | 0.1 | | |
4,139,000 (5) | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.261%, 11/10/2046 | | | | | 4,100,587 | | | | | | 0.1 | | |
3,910,000 (1)(5) | | | Citigroup Commercial Mortgage Trust 2014-GC19, 5.262%, 03/10/2047 | | | | | 3,754,530 | | | | | | 0.0 | | |
7,745,000 (1) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.594%, 08/10/2049 | | | | | 4,662,243 | | | | | | 0.1 | | |
40,480,895 (5)(7) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.121%, 07/10/2049 | | | | | 3,178,438 | | | | | | 0.0 | | |
82,213,689 (5)(7) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.248%, 10/12/2050 | | | | | 4,177,475 | | | | | | 0.1 | | |
3,940,000 (5) | | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.410%, 09/15/2050 | | | | | 3,691,603 | | | | | | 0.0 | | |
40,061,325 (5)(7) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.051%, 09/15/2050 | | | | | 2,010,289 | | | | | | 0.0 | | |
88,619,846 (5)(7) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.753%, 06/10/2051 | | | | | 3,937,832 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES : (continued) | | |||||||||||||||
7,480,000 | | | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | | | | $ | 8,425,161 | | | | | | 0.1 | | |
27,985,099 (5)(7) | | | COMM 2012-CR2 XA, 1.787%, 08/15/2045 | | | | | 591,974 | | | | | | 0.0 | | |
30,723,787 (5)(7) | | | COMM 2012-CR4 XA, 1.843%, 10/15/2045 | | | | | 768,328 | | | | | | 0.0 | | |
27,260,000 (1)(5)(7) | | | COMM 2012-CR4 XB, 0.766%, 10/15/2045 | | | | | 329,969 | | | | | | 0.0 | | |
47,575,935 (1)(5)(7) | | | COMM 2012-LC4 XA, 2.177%, 12/10/2044 | | | | | 892,753 | | | | | | 0.0 | | |
4,640,000 (1)(5) | | | COMM 2013-CR10 E Mortgage Trust, 4.949%, 08/10/2046 | | | | | 3,958,731 | | | | | | 0.1 | | |
9,645,000 (1)(5) | | | COMM 2013-CR10 F Mortgage Trust, 4.949%, 08/10/2046 | | | | | 7,897,864 | | | | | | 0.1 | | |
3,310,000 (5) | | | COMM 2015-CCRE26 D Mortgage Trust, 3.630%, 10/10/2048 | | | | | 2,785,414 | | | | | | 0.1 | | |
128,114,549 (1)(5)(7) | | | COMM 2015-PC1 XA, 0.792%, 07/10/2050 | | | | | 2,598,727 | | | | | | 0.0 | | |
920,000 (5) | | | COMM 2016-COR1 C, 4.528%, 10/10/2049 | | | | | 932,052 | | | | | | 0.0 | | |
65,134,365 (5)(7) | | | COMM 2016-CR28 XA, 0.770%, 02/10/2049 | | | | | 1,746,155 | | | | | | 0.0 | | |
36,013,746 (5)(7) | | | COMM 2017-COR2 XA, 1.318%, 09/10/2050 | | | | | 2,274,301 | | | | | | 0.0 | | |
8,261,000 (1)(5) | | | COMM 2020-CBM F Mortgage Trust, 3.754%, 11/13/2039 | | | | | 6,741,727 | | | | | | 0.1 | | |
15,420,000 (1) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 2.802%, (US0001M + 2.650)%, 05/15/2036 | | | | | 15,190,922 | | | | | | 0.2 | | |
4,100,000 (1)(5) | | | Credit Suisse Mortgage Capital Certificates 2020-NET C, 3.526%, 08/15/2037 | | | | | 4,254,488 | | | | | | 0.0 | | |
5,421,000 (5) | | | Csail 2015-C2 C Commercial Mortgage Trust, 4.330%, 06/15/2057 | | | | | 4,340,796 | | | | | | 0.1 | | |
4,340,000 (1)(5) | | | CSAIL 2017-CX10 D Commercial Mortgage Trust, 4.248%, 11/15/2050 | | | | | 3,685,242 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES : (continued) | | |||||||||||||||
19,066,000 (5) | | | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | | | | $ | 22,399,015 | | | | | | 0.2 | | |
5,848,000 (1) | | | CSWF 2018-TOP E, 2.402%, (US0001M + 2.250)%, 08/15/2035 | | | | | 5,386,908 | | | | | | 0.1 | | |
5,528,000 (1) | | | CSWF 2018-TOP F, 2.902%, (US0001M + 2.750)%, 08/15/2035 | | | | | 5,028,405 | | | | | | 0.0 | | |
4,460,000 (1)(5) | | | DBJPM 16-C3 Mortgage Trust, 3.632%, 08/10/2049 | | | | | 3,511,298 | | | | | | 0.0 | | |
5,000,000 (1)(5) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.670%, 07/10/2044 | | | | | 3,840,410 | | | | | | 0.0 | | |
12,519,000 (1) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.805%, (US0001M + 3.650)%, 07/10/2044 | | | | | 8,965,827 | | | | | | 0.1 | | |
4,480,000 (1) | | | Exantas Capital Corp. 2019-RSO7 C Ltd., 2.201%, (US0001M + 2.050)%, 04/15/2036 | | | | | 4,212,656 | | | | | | 0.0 | | |
4,500,000 (1)(5) | | | Fontainebleau Miami Beach Trust 2019-FBLU F, 4.095%, 12/10/2036 | | | | | 4,123,372 | | | | | | 0.0 | | |
77,599,012 (5)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.913%, 01/25/2043 | | | | | 593,834 | | | | | | 0.0 | | |
42,047,111 (5)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.937%, 05/25/2040 | | | | | 1,205,646 | | | | | | 0.0 | | |
31,879,545 (5)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.647%, 05/25/2041 | | | | | 1,229,164 | | | | | | 0.0 | | |
68,902,339 (5)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.700%, 04/25/2030 | | | | | 8,837,035 | | | | | | 0.1 | | |
223,355,545 (5)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates KHG2 X, 0.406%, 02/25/2030 | | | | | 5,404,355 | | | | | | 0.1 | | |
185,472,573 (1)(7) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 151,030 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES : (continued) | | |||||||||||||||
4,580,000 (1) | | | GS Mortgage Securities Corp. II 2018-RIVR E, 1.702%, (US0001M + 1.550)%, 07/15/2035 | | | | $ | 4,036,153 | | | | | | 0.1 | | |
4,400,000 (1) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.252%, (US0001M + 2.100)%, 07/15/2035 | | | | | 3,766,081 | | | | | | 0.0 | | |
12,770,000 (1) | | | GS Mortgage Securities Corp. Trust 2019-70P E, 2.352%, (US0001M + 2.200)%, 10/15/2036 | | | | | 11,751,084 | | | | | | 0.1 | | |
1,163,318 (1)(5) | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 1,152,273 | | | | | | 0.0 | | |
5,340,000 (1)(5) | | | GS Mortgage Securities Trust 2010-C2 G, 4.548%, 12/10/2043 | | | | | 4,951,658 | | | | | | 0.1 | | |
6,140,000 (1) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 2,948,628 | | | | | | 0.0 | | |
45,843,656 (5)(7) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.202%, 11/10/2046 | | | | | 1,214,059 | | | | | | 0.0 | | |
64,077,276 (5)(7) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.138%, 06/10/2047 | | | | | 1,451,953 | | | | | | 0.0 | | |
81,385,091 (5)(7) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.678%, 11/10/2049 | | | | | 1,811,420 | | | | | | 0.0 | | |
69,739,961 (5)(7) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.183%, 05/10/2050 | | | | | 3,991,330 | | | | | | 0.1 | | |
6,310,000 | | | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | | | | | 7,426,332 | | | | | | 0.1 | | |
78,284,699 (5)(7) | | | GS Mortgage Securities Trust 2019-GC38 XA, 1.123%, 02/10/2052 | | | | | 5,252,027 | | | | | | 0.1 | | |
13,220,000 (1)(5) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | | | | | 12,491,680 | | | | | | 0.1 | | |
10,120,000 (1)(5) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | | | | | 9,169,199 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES : (continued) | | |||||||||||||||
11,820,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | $ | 13,317,237 | | | | | | 0.1 | | |
7,690,000 (1)(5) | | | Hudson Yards 2019-55HY F Mortgage Trust, 3.041%, 12/10/2041 | | | | | 6,838,537 | | | | | | 0.1 | | |
2,400,000 (1)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.663%, 07/15/2046 | | | | | 2,313,005 | | | | | | 0.0 | | |
4,500,000 (1)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 4,133,036 | | | | | | 0.0 | | |
72,231,125 (5)(7) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.643%, 06/15/2045 | | | | | 841,276 | | | | | | 0.0 | | |
5,550,000 (1)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 4,622,587 | | | | | | 0.0 | | |
16,560,000 (1) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/ 2047 | | | | | 17,476,952 | | | | | | 0.2 | | |
88,263,808 (5)(7) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.819%, 12/15/2049 | | | | | 2,530,718 | | | | | | 0.0 | | |
10,720,000 (1)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | | | | | 9,722,814 | | | | | | 0.1 | | |
6,363,797 (1)(5) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.373%, 11/15/2045 | | | | $ | 5,872,131 | | | | | | 0.1 | | |
7,840,000 (1)(5) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.055%, 01/15/2047 | | | | | 6,948,855 | | | | | | 0.1 | | |
6,470,000 (1)(5) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 4,512,224 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES : (continued) | | |||||||||||||||
10,745,805 (5)(7) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.900%, 04/15/2047 | | | | $ | 169,466 | | | | | | 0.0 | | |
3,080,000 (1)(5) | | | JPMBB Commercial Mortgage Securities Trust 2014-C26 D, 4.022%, 01/15/2048 | | | | | 2,727,899 | | | | | | 0.0 | | |
1,266,931 (5)(7) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.110%, 10/15/2048 | | | | | 42,126 | | | | | | 0.0 | | |
12,440,000 | | | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | | | | | 14,826,253 | | | | | | 0.2 | | |
5,000,000 | | | JPMDB Commercial Mortgage Securities Trust 2019-COR6 A4, 3.057%, 11/13/2052 | | | | | 5,635,368 | | | | | | 0.1 | | |
2,000,000 (1) | | | KNDL 2019-KNSQ F Mortgage Trust, 2.152%, (US0001M + 2.000)%, 05/15/2036 | | | | | 1,891,866 | | | | | | 0.0 | | |
3,876,401 (1)(5)(7) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.875%, 11/15/2038 | | | | | 11,509 | | | | | | 0.0 | | |
46,254,257 (1)(5)(7) | | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.146%, 03/10/2050 | | | | | 1,494,235 | | | | | | 0.0 | | |
4,250,000 (1)(5) | | | Manhattan West 2020-1MW D, 2.413%, 09/10/2039 | | | | | 4,157,217 | | | | | | 0.0 | | |
3,400,000 (1) | | | Merit 2020-Hill E, 3.252%, (US0001M + 3.100)%, 08/15/2037 | | | | | 3,424,022 | | | | | | 0.0 | | |
4,340,000 (1)(5) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 D, 5.060%, 11/15/2046 | | | | | 3,595,515 | | | | | | 0.0 | | |
73,599,302 (5)(7) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.150%, 12/15/2047 | | | | | 2,318,349 | | | | | | 0.0 | | |
3,470,000 (1)(5) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 5.070%, 04/15/2047 | | | | | 2,993,951 | | | | | | 0.0 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES : (continued) | | |||||||||||||||
2,330,000 (1) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | | | | $ | 1,604,876 | | | | | | 0.0 | | |
7,040,000 (1) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 D, 3.060%, 10/15/2048 | | | | | 5,752,999 | | | | | | 0.1 | | |
14,914,000 (1) | | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 11,280,186 | | | | | | 0.1 | | |
7,864,000 (1)(5) | | | Morgan Stanley Capital I Trust 2016-BNK2 E, 4.033%, 11/15/2049 | | | | | 4,473,790 | | | | | | 0.1 | | |
7,455,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 8,524,327 | | | | | | 0.1 | | |
4,670,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 3,832,682 | | | | | | 0.1 | | |
46,432,332 (5)(7) | | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.930%, 12/15/2050 | | | | | 2,128,059 | | | | | | 0.0 | | |
6,820,000 (1) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 6,758,183 | | | | | | 0.1 | | |
8,247,000 (1) | | | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | | | | | 7,885,683 | | | | | | 0.1 | | |
14,680,000 (1) | | | One Bryant Park Trust 2019-OBP A, 2.516%, 09/13/2049 | | | | | 15,706,261 | | | | | | 0.2 | | |
12,429,000 (1) | | | Shelter Growth CRE 2018-FL1 F Issuer Ltd., 6.652%, (US0001M + 6.500)%, 01/15/2035 | | | | | 12,052,829 | | | | | | 0.1 | | |
5,280,000 (1)(5) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.620%, 12/10/2045 | | | | | 2,813,269 | | | | | | 0.0 | | |
9,020,000 (1)(5) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.620%, 12/10/2045 | | | | | 4,040,606 | | | | | | 0.1 | | |
6,239,500 (1) | | | Wells Fargo Commercial Mortgage Trust 2010-C1 E, 4.000%, 11/15/2043 | | | | | 6,191,052 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES : (continued) | | |||||||||||||||
8,780,000 (1) | | | Wells Fargo Commercial Mortgage Trust 2010-C1 F, 4.000%, 11/15/2043 | | | | $ | 8,686,474 | | | | | | 0.1 | | |
8,660,000 | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | | 10,221,446 | | | | | | 0.1 | | |
1,264,000 (1) | | | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | | | | | 909,741 | | | | | | 0.0 | | |
6,000,000 (1)(12) | | | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | | | | | 5,092,486 | | | | | | 0.1 | | |
3,270,000 (1)(5) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.844%, 11/15/2044 | | | | | 3,023,417 | | | | | | 0.0 | | |
12,968,271 (1)(5)(7) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.956%, 08/15/2045 | | | | | 301,847 | | | | | | 0.0 | | |
9,432,920 (1)(5)(7) | | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.043%, 11/15/2045 | | | | | 283,669 | | | | | | 0.0 | | |
12,946,000 (1)(5) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.398%, 03/15/2045 | | | | | 8,554,214 | | | | | | 0.1 | | |
3,920,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | | | 2,937,677 | | | | | | 0.0 | | |
80,961,917 (5)(7) | | | WFRBS Commercial Mortgage Trust 2014-C25 XA, 0.959%, 11/15/2047 | | | | | 2,245,487 | | | | | | 0.0 | | |
37,380,000 | | | Other Securities | | | | | 41,756,321 | | | | | | 0.4 | | |
| | | Total Commercial Mortgage-Backed Securities | | | | | | | | | | | | | |
| | | (Cost $784,871,393) | | | | | 754,026,839 | | | | | | 7.7 | | |
|
| | | | | | | Value | | | Percentage of Net Assets | | ||||||
| PURCHASED OPTIONS(13): 0.0% | | |||||||||||||||
| | | | Total Purchased Options | | | | | | | | | | | | | |
| | | | (Cost $5,249,526) | | | | | 3,107,829 | | | | | | 0.0 | | |
| | | | Total Long-Term Investments | | | | | | | | | | | | | |
| | | | (Cost $9,326,772,841) | | | | | 9,649,268,328 | | | | | | 98.6 | | |
|
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 4.3% | | |||||||||||||||
| | | Commercial Paper: 0.5% | | ||||||||||||
9,640,000 | | | Consolidated Edison Company, 0.190%, 10/19/2020 | | | | $ | 9,639,069 | | | | | | 0.1 | | |
25,000,000 | | | Consolidated Edison Company, 0.190%, 10/20/2020 | | | | | 24,997,458 | | | | | | 0.3 | | |
3,000,000 | | | Sumitomo Mitsui Banking Corp., 0.100%, 10/19/2020 | | | | | 3,000,340 | | | | | | 0.0 | | |
10,000,000 | | | Thunder Bay Funding LLC, 0.120%, 10/08/2020 | | | | | 9,999,742 | | | | | | 0.1 | | |
| | | Total Commercial Paper | | | | | | | | | | | | | |
| | | (Cost $47,637,860) | | | | | 47,636,609 | | | | | | 0.5 | | |
| | | | | ||||||||||||
| | | U.S. Treasury Bills: 0.5% | | ||||||||||||
50,000,000 (14) | | | United States Treasury Bill, 0.090%, 11/27/2020 | | | | | | | | | | | | | |
| | | (Cost $49,992,439) | | | | | 49,992,875 | | | | | | 0.5 | | |
| | | Repurchase Agreements: 3.1% | | ||||||||||||
6,622,902 (15) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $6,622,926, collateralized by various U.S. Government Agency Obligations, 2.000%-6.594%, Market Value plus accrued interest $6,755,360, due 09/01/29-02/20/69) | | | | | 6,622,902 | | | | | | 0.1 | | |
11,984,524 (15) | | | BNP Paribas S.A., Repurchase Agreement dated 09/30/20, 0.24%, due 10/01/20 (Repurchase Amount $11,984,603, collateralized by various U.S. Government Securities, 0.750%-7.875%, Market Value plus accrued interest $12,583,750, due 08/10/21-08/21/40) | | | | | 11,984,524 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
12,807,943 (15) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/ 20, 0.10%, due 10/01/20 (Repurchase Amount $12,807,978, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.415%-9.000%, Market Value plus accrued interest $13,064,102, due 10/25/20-06/20/69) | | | | $ | 12,807,943 | | | | | | 0.1 | | |
3,085,727 (15) | | | CF Secured LLC, Repurchase Agreement dated 09/30/20, 0.09%, due 10/01/20 (Repurchase Amount $3,085,735, collateralized by various U.S. Government Agency Obligations, 0.000%-5.000%, Market Value plus accrued interest $3,147,454, due 08/15/27-09/01/50) | | | | | 3,085,727 | | | | | | 0.0 | | |
11,314,118 (15) | | | Citadel Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $11,314,155, collateralized by various U.S. Government Securities, 0.000%-7.500%, Market Value plus accrued interest $11,540,448, due 10/08/20-08/15/50) | | | | | 11,314,118 | | | | | | 0.1 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
23,583,947 (15) | | | Citigroup, Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $23,583,999, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.625%, Market Value plus accrued interest $24,055,627, due 11/27/20-11/01/59) | | | | $ | 23,583,947 | | | | | | 0.2 | | |
156,561,000 | | | Deutsche Bank Repurchase Agreement dated 9/30/2020, 0.060%, due 10/1/2020, $156,561,261 to be received upon repurchase (Collateralized by $147,469,100, Note, 2.750%, Market Value plus accrued interest $159,692,246 due 11/30/2020) | | | | | 156,561,000 | | | | | | 1.6 | | |
4,511,403 (15) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 09/30/ 20, 0.09%, due 10/01/20 (Repurchase Amount $4,511,414, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $4,601,631, due 10/01/20-09/01/50) | | | | | 4,511,403 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
8,901,164 (15) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/ 20, 0.13%, due 10/01/20 (Repurchase Amount $8,901,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.875%, Market Value plus accrued interest $9,079,220, due 02/15/21-07/20/70) | | | | $ | 8,901,164 | | | | | | 0.1 | | |
4,807,279 (15) | | | Palafox Trading LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $4,807,295, collateralized by various U.S. Government Securities, 1.125%-1.375%, Market Value plus accrued interest $4,903,442, due 08/31/23-08/15/40) | | | | | 4,807,279 | | | | | | 0.1 | | |
34,773,096 (15) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/ 20, 0.08%, due 10/01/20 (Repurchase Amount $34,773,172, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $35,468,558, due 10/27/20-07/15/61) | | | | | 34,773,096 | | | | | | 0.4 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,808,149 (15) | | | Royal Bank of Canada, Repurchase Agreement dated 09/30/20, 0.21%, due 10/01/20 (Repurchase Amount $2,808,165, collateralized by various U.S. Government Securities, 0.000%-10.200%, Market Value plus accrued interest $2,938,802, due 10/27/20-07/09/40) | | | | $ | 2,808,149 | | | | | | 0.0 | | |
6,052,527 (15) | | | South Street Securities LLC, Repurchase Agreement dated 09/30/ 20, 0.12%, due 10/01/20 (Repurchase Amount $6,052,547, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $6,173,578, due 06/01/26-02/15/60) | | | | | 6,052,527 | | | | | | 0.1 | | |
16,163,896 (15) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/20, 0.21%, due 10/01/20 (Repurchase Amount $16,163,989, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,531,431, due 04/15/22-02/15/46) | | | | | 16,163,896 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $303,977,675) | | | | | 303,977,675 | | | | | | 3.1 | | |
| | | | | ||||||||||||
| | | Mutual Funds(15): 0.2% | | ||||||||||||
4,683,000 (15)(16) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 4,683,000 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(15) (continued) | | ||||||||||||
10,975,000 (15)(16) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% | | | | $ | 10,975,000 | | | | | | 0.1 | | |
4,683,000 (15)(16) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.020% | | | | | 4,683,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds | | | | | | | | | | | | | |
| | | (Cost $20,341,000) | | | | | 20,341,000 | | | | | | 0.2 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $421,948,974) | | | | $ | 421,948,159 | | | | | | 4.3 | | |
| | | Total Investments in Securities | | ||||||||||||
| | | (Cost $9,748,721,815) | | | | $ | 10,071,216,487 | | | | | | 102.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (287,603,555) | | | | | | (2.9) | | |
| | | Net Assets | | | | $ | 9,783,612,932 | | | | | | 100.0 | | |
|
payment rates.
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased Options | | | | $ | — | | | | | $ | 3,107,829 | | | | | $ | — | | | | | $ | 3,107,829 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 3,612,025,814 | | | | | | — | | | | | | 3,612,025,814 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 1,977,702,432 | | | | | | — | | | | | | 1,977,702,432 | | |
Asset-Backed Securities | | | | | — | | | | | | 1,337,609,607 | | | | | | — | | | | | | 1,337,609,607 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,112,841,153 | | | | | | — | | | | | | 1,112,841,153 | | |
Sovereign Bonds | | | | | — | | | | | | 287,944,508 | | | | | | — | | | | | | 287,944,508 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 754,026,839 | | | | | | — | | | | | | 754,026,839 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 564,010,146 | | | | | | — | | | | | | 564,010,146 | | |
Short-Term Investments | | | | | 20,341,000 | | | | | | 401,607,159 | | | | | | — | | | | | | 421,948,159 | | |
Total Investments, at fair value | | | | $ | 20,341,000 | | | | | $ | 10,050,875,487 | | | | | $ | — | | | | | $ | 10,071,216,487 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 235,643 | | | | | | — | | | | | | 235,643 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 2,297,958 | | | | | | — | | | | | | 2,297,958 | | |
Futures | | | | | 485,622 | | | | | | — | | | | | | — | | | | | | 485,622 | | |
Total Assets | | | | $ | 20,826,622 | | | | | $ | 10,053,409,088 | | | | | $ | — | | | | | $ | 10,074,235,710 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (941,977) | | | | | $ | — | | | | | $ | (941,977) | | |
Futures | | | | | (7,064,938) | | | | | | — | | | | | | — | | | | | | (7,064,938) | | |
Total Liabilities | | | | $ | (7,064,938) | | | | | $ | (941,977) | | | | | $ | — | | | | | $ | (8,006,915) | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Counterparty | | | Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | |||||||||
Deutsche Bank | | | | $ | 156,561,000 | | | | | $ | (156,561,000) | | | | | $ | — | | |
Totals | | | | $ | 156,561,000 | | | | | $ | (156,561,000) | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 5,447,414 | | | RON 22,410,907 | | | Barclays Bank PLC | | | | | 10/22/20 | | | | | $ | 64,277 | | |
USD 5,447,414 | | | RON 22,410,907 | | | Barclays Bank PLC | | | | | 10/22/20 | | | | | | 64,277 | | |
PHP 5,077 | | | USD 103 | | | Barclays Bank PLC | | | | | 10/22/20 | | | | | | 2 | | |
USD 5,446,871 | | | RON 22,410,907 | | | Barclays Bank PLC | | | | | 10/22/20 | | | | | | 63,734 | | |
USD 6,562,176 | | | PEN 23,308,540 | | | BNP Paribas | | | | | 10/16/20 | | | | | | 94,049 | | |
USD 6,564,172 | | | PEN 23,308,540 | | | BNP Paribas | | | | | 10/16/20 | | | | | | 96,046 | | |
RUB 62,501,620 | | | USD 840,913 | | | BNP Paribas | | | | | 10/22/20 | | | | | | (37,869) | | |
USD 23,541,188 | | | CNY 165,280,589 | | | BNP Paribas | | | | | 10/22/20 | | | | | | (760,277) | | |
USD 6,654,004 | | | IDR 99,291,517,879 | | | BNP Paribas | | | | | 10/22/20 | | | | | | (12,925) | | |
USD 6,654,450 | | | IDR 99,291,517,879 | | | BNP Paribas | | | | | 10/22/20 | | | | | | (12,479) | | |
MXN 20,395,900 | | | USD 897,609 | | | Citibank N.A. | | | | | 10/16/20 | | | | | | 23,221 | | |
USD 842,649 | | | RUB 61,868,599 | | | Citibank N.A. | | | | | 10/22/20 | | | | | | 47,739 | | |
USD 6,661,446 | | | IDR 99,291,517,879 | | | Citibank N.A. | | | | | 10/22/20 | | | | | | (5,483) | | |
USD 209 | | | TRY 1,549 | | | Citibank N.A. | | | | | 10/22/20 | | | | | | 9 | | |
USD 29,372,528 | | | BRL 159,651,436 | | | Goldman Sachs International | | | | | 10/16/20 | | | | | | 954,563 | | |
USD 6,303,479 | | | BRL 33,444,368 | | | Goldman Sachs International | | | | | 10/16/20 | | | | | | 350,380 | | |
ILS 1,663 | | | USD 488 | | | Goldman Sachs International | | | | | 10/22/20 | | | | | | (2) | | |
ZAR 1,187 | | | USD 68 | | | HSBC Bank USA N.A. | | | | | 10/22/20 | | | | | | 2 | | |
USD 6,553,049 | | | PEN 23,308,540 | | | JPMorgan Chase Bank N.A. | | | | | 10/16/20 | | | | | | 84,923 | | |
USD 17,250,484 | | | EUR 14,521,273 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | 224,921 | | |
EUR 14,521,273 | | | USD 16,936,625 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | 88,938 | | |
USD 897,996 | | | MXN 20,193,940 | | | Morgan Stanley Capital Services LLC | | | | | 10/16/20 | | | | | | (13,717) | | |
USD 288 | | | CZK 6,471 | | | Morgan Stanley Capital Services LLC | | | | | 10/22/20 | | | | | | 8 | | |
USD 223 | | | HUF 65,821 | | | Morgan Stanley Capital Services LLC | | | | | 10/22/20 | | | | | | 11 | | |
USD 9,045 | | | MYR 38,391 | | | Morgan Stanley Capital Services LLC | | | | | 10/22/20 | | | | | | (190) | | |
PLN 1,479 | | | USD 392 | | | Morgan Stanley Capital Services LLC | | | | | 10/22/20 | | | | | | (10) | | |
USD 16,959,095 | | | EUR 14,521,273 | | | Morgan Stanley Capital Services LLC | | | | | 12/04/20 | | | | | | (89,556) | | |
USD 2,766,594 | | | COP 10,411,329,485 | | | Standard Chartered Bank | | | | | 10/16/20 | | | | | | 48,071 | | |
USD 4,814,035 | | | PEN 17,015,205 | | | Standard Chartered Bank | | | | | 10/16/20 | | | | | | 92,310 | | |
CLP 1,567,550 | | | USD 2,005 | | | Standard Chartered Bank | | | | | 10/16/20 | | | | | | (8) | | |
RON 2,375,098 | | | USD 579,964 | | | Standard Chartered Bank | | | | | 10/22/20 | | | | | | (9,461) | | |
USD 1,717,030 | | | IDR 25,564,862,797 | | | Standard Chartered Bank | | | | | 10/22/20 | | | | | | 477 | | |
| | | | | | | | | | | | | | | | $ | 1,355,981 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 138 | | | | | | 12/21/20 | | | | | $ | 19,255,312 | | | | | $ | 20,427 | | |
U.S. Treasury 2-Year Note | | | | | 1,853 | | | | | | 12/31/20 | | | | | | 409,440,618 | | | | | | 142,554 | | |
U.S. Treasury 5-Year Note | | | | | 1,568 | | | | | | 12/31/20 | | | | | | 197,617,000 | | | | | | 56,533 | | |
U.S. Treasury Long Bond | | | | | 553 | | | | | | 12/21/20 | | | | | | 97,483,531 | | | | | | (387,585) | | |
U.S. Treasury Ultra Long Bond | | | | | 2,366 | | | | | | 12/21/20 | | | | | | 524,808,375 | | | | | | (6,677,353) | | |
| | | | | | | | | | | | | | | | $ | 1,248,604,836 | | | | | $ | (6,845,424) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | (1,693) | | | | | | 12/21/20 | | | | | | (270,747,734) | | | | | | 266,108 | | |
| | | | | | | | | | | | | | | | $ | (270,747,734) | | | | | $ | 266,108 | | |
ReferenceEntity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
CDX North American Investment Grade Index, Series 35, Version 1 | | | Buy | | | | | (1.000) | | | | | | 12/20/25 | | | | | | USD211,074,000 | | | | | $ | (4,398,993) | | | | | $ | 235,643 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (4,398,993) | | | | | $ | 235,643 | | |
Description | | | Counterparty | | | Reference Entity(1) | | | Fixed Rate | | | Pay/ Receive Financing Rate | | | Strike Price | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Put on 5-Year Credit Default Swap | | | Citibank N.A. | | | CDX North American High Yield Index, Series 34, Version 8 | | | 5.000% | | | Pay | | | | | 99.000% | | | | | | 11/18/20 | | | | | | USD190,551,000 | | | | | $ | 1,721,176 | | | | | $ | 1,353,305 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,721,176 | | | | | $ | 1,353,305 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Call USD vs. Put AUD | | | Citibank N.A. | | | | | 10/14/20 | | | | 0 .670 | | | USD 114,888,500 | | | | $ | 806,713 | | | | | $ | 11,465 | | |
Call USD vs. Put AUD | | | Standard Chartered Bank | | | | | 10/16/20 | | | | 0 .670 | | | USD 114,888,500 | | | | | 764,780 | | | | | | 18,614 | | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 12/21/20 | | | | 0 .688 | | | USD 106,832,500 | | | | | 979,227 | | | | | | 864,488 | | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 12/21/20 | | | | 0 .688 | | | USD 47,396,000 | | | | | 431,256 | | | | | | 383,528 | | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 12/21/20 | | | | 0 .688 | | | USD 58,876,500 | | | | | 546,374 | | | | | | 476,429 | | |
| | | | | | | | | | | | | | | | | | | $ | 3,528,350 | | | | | $ | 1,754,524 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Credit contracts | | | Investments in securities at value* | | | | $ | 1,353,305 | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | | 1,754,524 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 2,297,958 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 485,622 | | |
Credit contracts | | | Net Assets — Unrealized appreciation*** | | | | | 235,643 | | |
Total Asset Derivatives | | | | | | | $ | 6,127,052 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 941,977 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 7,064,938 | | |
Total Liability Derivatives | | | | | | | $ | 8,006,915 | | |
Voya Intermediate Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Derivatives not accounted for ashedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 16,027,123 | | | | | $ | 304,506 | | | | | $ | 16,331,629 | | |
Equity contracts | | | | | (3,218,683) | | | | | | — | | | | | | (129,112) | | | | | | — | | | | | | — | | | | | | (3,347,795) | | |
Foreign exchange contracts | | | | | (4,023,188) | | | | | | (5,677,121) | | | | | | — | | | | | | — | | | | | | 990,879 | | | | | | (8,709,430) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 32,010,797 | | | | | | — | | | | | | — | | | | | | 32,010,797 | | |
Total | | | | $ | (7,241,871) | | | | | $ | (5,677,121) | | | | | $ | 31,881,685 | | | | | $ | 16,027,123 | | | | | $ | 1,295,385 | | | | | $ | 36,285,201 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (367,871) | | | | | $ | — | | | | | $ | — | | | | | $ | (15,665,424) | | | | | $ | — | | | | | $ | (16,033,295) | | |
Foreign exchange contracts | | | | | (10,632,186) | | | | | | (13,387,346) | | | | | | — | | | | | | — | | | | | | 11,124,366 | | | | | | (12,895,166) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (35,390,454) | | | | | | — | | | | | | — | | | | | | (35,390,454) | | |
Total | | | | $ | (11,000,057) | | | | | $ | (13,387,346) | | | | | $ | (35,390,454) | | | | | $ | (15,665,424) | | | | | $ | 11,124,366 | | | | | $ | (64,318,915) | | |
| | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | 1,364,770 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 1,743,059 | | | | | $ | — | | | | | $ | 3,107,829 | | |
Forward foreign currency contracts | | | | | 192,290 | | | | | | 190,095 | | | | | | 70,969 | | | | | | 1,304,943 | | | | | | 2 | | | | | | 84,923 | | | | | | 313,878 | | | | | | 140,858 | | | | | | 2,297,958 | | |
Total Assets | | | | $ | 192,290 | | | | | $ | 190,095 | | | | | $ | 1,435,739 | | | | | $ | 1,304,943 | | | | | $ | 2 | | | | | $ | 84,923 | | | | | $ | 2,056,937 | | | | | $ | 140,858 | | | | | $ | 5,405,787 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 823,550 | | | | | $ | 5,483 | | | | | $ | 2 | | | | | $ | — | | | | | $ | — | | | | | $ | 103,473 | | | | | $ | 9,469 | | | | | $ | 941,977 | | |
Total Liabilities | | | | $ | — | | | | | $ | 823,550 | | | | | $ | 5,483 | | | | | $ | 2 | | | | | $ | — | | | | | $ | — | | | | | $ | 103,473 | | | | | $ | 9,469 | | | | | $ | 941,977 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 192,290 | | | | | $ | (633,455) | | | | | $ | 1,430,256 | | | | | $ | 1,304,941 | | | | | $ | 2 | | | | | $ | 84,923 | | | | | $ | 1,953,464 | | | | | $ | 131,389 | | | | | $ | 4,463,810 | | |
Total collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | 460,000 | | | | | $ | (1,430,256) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,953,464) | | | | | $ | (131,389) | | | | | $ | (3,055,109) | | |
Net Exposure(1) | | | | $ | 192,290 | | | | | $ | (173,455) | | | | | $ | — | | | | | $ | 1,304,941 | | | | | $ | 2 | | | | | $ | 84,923 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,408,701 | | |
| Cost for federal income tax purposes was $9,810,167,768. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 392,050,341 | | |
| Gross Unrealized Depreciation | | | | | (135,106,421) | | |
| Net Unrealized Appreciation | | | | $ | 256,943,920 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) |
| Investment Type Allocation as of September 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 46.0% | |
| Asset-Backed Securities | | | 19.5% | |
| Commercial Mortgage-Backed Securities | | | 18.6% | |
| U.S. Treasury Obligations | | | 7.1% | |
| Collateralized Mortgage Obligations | | | 6.6% | |
| U.S. Government Agency Obligations | | | 0.5% | |
| Assets in Excess of Other Liabilities* | | | 1.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 46.0% | | |||||||||||||||
| | | Basic Materials: 1.5% | | ||||||||||||
613,000 (1) | | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 622,622 | | | | | | 0.3 | | |
293,000 (1) | | | Cleveland-Cliffs, Inc., 4.875%, 01/15/2024 | | | | | 289,673 | | | | | | 0.1 | | |
300,000 (1) | | | OCI NV, 6.625%, 04/15/2023 | | | | | 310,575 | | | | | | 0.1 | | |
300,000 (1) | | | Tronox, Inc., 6.500%, 05/01/2025 | | | | | 312,563 | | | | | | 0.2 | | |
1,486,000 | | | Other Securities | | | | | 1,540,683 | | | | | | 0.8 | | |
| | | | | | | | 3,076,116 | | | | | | 1.5 | | |
| | | Communications: 3.3% | | ||||||||||||
250,000 (1) | | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 223,279 | | | | | | 0.1 | | |
300,000 (1) | | | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | | | | | 299,062 | | | | | | 0.1 | | |
250,000 (1) | | | Sirius XM Radio, Inc., 3.875%, 08/01/2022 | | | | | 252,969 | | | | | | 0.1 | | |
250,000 (1) | | | Sirius XM Radio, Inc., 4.625%, 07/15/2024 | | | | | 258,906 | | | | | | 0.2 | | |
300,000 (1) | | | TEGNA, Inc., 4.875%, 09/15/2021 | | | | | 300,439 | | | | | | 0.2 | | |
230,000 (1) | | | T-Mobile USA, Inc., 3.500%, 04/15/2025 | | | | | 252,591 | | | | | | 0.1 | | |
4,761,000 | | | Other Securities | | | | | 5,066,413 | | | | | | 2.5 | | |
| | | | | | | | 6,653,659 | | | | | | 3.3 | | |
| | | Consumer, Cyclical: 5.4% | | ||||||||||||
250,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 4.250%, 05/15/2024 | | | | | 254,862 | | | | | | 0.1 | | |
350,000 (1)(2) | | | Allison Transmission, Inc., 5.000%, 10/01/2024 | | | | | 354,177 | | | | | | 0.2 | | |
732,000 | | | American Honda Finance Corp., 0.650%-2.050%, 01/10/2023-09/08/2023 | | | | | 743,241 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
300,000 (1) | | | Avient Corp., 5.750%, 05/15/2025 | | | | $ | 318,375 | | | | | | 0.1 | | |
313,000 (1) | | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 321,279 | | | | | | 0.2 | | |
203,000 (1) | | | BMW US Capital LLC, 3.900%, 04/09/2025 | | | | | 227,188 | | | | | | 0.1 | | |
514,000 (1) | | | Daimler Finance North America LLC, 3.400%, 02/22/2022 | | | | | 532,410 | | | | | | 0.3 | | |
124,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 127,362 | | | | | | 0.1 | | |
250,000 (1) | | | Lions Gate Capital Holdings LLC, 6.375%, 02/01/2024 | | | | | 248,279 | | | | | | 0.1 | | |
300,000 (1) | | | Navistar International Corp., 9.500%, 05/01/2025 | | | | | 337,509 | | | | | | 0.2 | | |
200,000 (1) | | | Nissan Motor Acceptance Corp., 3.875%, 09/21/2023 | | | | | 207,273 | | | | | | 0.1 | | |
214,000 (1) | | | Nissan Motor Co. Ltd., 3.522%, 09/17/2025 | | | | | 216,486 | | | | | | 0.1 | | |
285,000 (1) | | | Panasonic Corp., 2.536%, 07/19/2022 | | | | | 294,187 | | | | | | 0.1 | | |
250,000 (1) | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 235,583 | | | | | | 0.1 | | |
250,000 (1) | | | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.625%, 03/01/2024 | | | | | 267,161 | | | | | | 0.1 | | |
200,000 (1) | | | Toyota Industries Corp., 3.110%, 03/12/2022 | | | | | 206,591 | | | | | | 0.1 | | |
510,000 | | | Toyota Motor Credit Corp., 0.379%, (US0003M + 0.125)%, 08/13/2021 | | | | | 510,453 | | | | | | 0.3 | | |
509,000 | | | Toyota Motor Credit Corp., 0.450%-0.500%, 07/22/2022-08/14/2023 | | | | | 509,768 | | | | | | 0.2 | | |
250,000 (1) | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 4.250%, 05/30/2023 | | | | | 237,500 | | | | | | 0.1 | | |
4,721,000 (3) | | | Other Securities | | | | | 4,943,923 | | | | | | 2.4 | | |
| | | | | | | | 11,093,607 | | | | | | 5.4 | | |
| | | Consumer, Non-cyclical: 6.8% | | ||||||||||||
490,000 (1) | | | AbbVie, Inc., 2.150%, 11/19/2021 | | | | | 499,284 | | | | | | 0.3 | | |
245,000 (1) | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 253,630 | | | | | | 0.1 | | |
241,000 (1) | | | AbbVie, Inc., 3.450%, 03/15/2022 | | | | | 249,751 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
283,000 | | | AbbVie, Inc., 2.900%-3.375%, 11/14/2021-11/06/2022 | | | | $ | 293,692 | | | | | | 0.1 | | |
106,000 (1) | | | Baxter International, Inc., 3.750%, 10/01/2025 | | | | | 120,306 | | | | | | 0.1 | | |
81,000 (1) | | | Cargill, Inc., 1.375%, 07/23/2023 | | | | | 82,882 | | | | | | 0.0 | | |
712,000 | | | General Mills, Inc., 3.150%, 12/15/2021 | | | | | 731,007 | | | | | | 0.4 | | |
141,000 (1) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 144,712 | | | | | | 0.1 | | |
100,000 (1) | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | | 102,072 | | | | | | 0.0 | | |
890,000 | | | Keurig Dr Pepper, Inc., 3.551%-4.057%, 05/25/2021-05/25/2023 | | | | | 947,756 | | | | | | 0.5 | | |
247,000 (1) | | | Mylan, Inc., 3.125%, 01/15/2023 | | | | | 260,144 | | | | | | 0.1 | | |
300,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/2022 | | | | | 301,050 | | | | | | 0.1 | | |
300,000 (1) | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 306,000 | | | | | | 0.2 | | |
300,000 (1) | | | Prestige Brands, Inc., 6.375%, 03/01/2024 | | | | | 308,063 | | | | | | 0.2 | | |
198,000 (1) | | | Royalty Pharma PLC, 0.750%, 09/02/2023 | | | | | 197,602 | | | | | | 0.1 | | |
507,000 (1) | | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | | 519,558 | | | | | | 0.3 | | |
252,000 (1) | | | Takeda Pharmaceutical Co. Ltd., 2.450%, 01/18/2022 | | | | | 257,686 | | | | | | 0.1 | | |
250,000 (1) | | | TreeHouse Foods, Inc., 6.000%, 02/15/2024 | | | | | 256,901 | | | | | | 0.1 | | |
331,000 (1) | | | Upjohn, Inc., 1.650%, 06/22/2025 | | | | | 339,284 | | | | | | 0.2 | | |
7,338,000 | | | Other Securities | | | | | 7,606,193 | | | | | | 3.7 | | |
| | | | | | | | 13,777,573 | | | | | | 6.8 | | |
| | | Energy: 2.8% | | ||||||||||||
663,000 | | | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 5.875%, 03/01/2022 | | | | | 692,303 | | | | | | 0.3 | | |
498,000 (1) | | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 517,236 | | | | | | 0.3 | | |
170,000 (1) | | | Schlumberger Finance Canada Ltd., 2.200%, 11/20/2020 | | | | | 170,447 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
4,197,000 | | | Other Securities | | | | $ | 4,282,755 | | | | | | 2.1 | | |
| | | | | | | | 5,662,741 | | | | | | 2.8 | | |
| | | Financial: 17.4% | | ||||||||||||
400,000 (1) | | | ABN AMRO Bank NV, 3.400%, 08/27/2021 | | | | | 411,008 | | | | | | 0.2 | | |
1,043,000 | | | American Express Co., 2.500%-3.700%, 05/17/2021-07/30/2024 | | | | | 1,081,748 | | | | | | 0.5 | | |
127,000 (1) | | | Athene Global Funding, 2.550%, 06/29/2025 | | | | | 130,802 | | | | | | 0.1 | | |
1,682,000 (4) | | | Bank of America Corp., 3.004%, 12/20/2023 | | | | | 1,767,117 | | | | | | 0.9 | | |
590,000 (4) | | | Bank of America Corp., 0.981%-2.015%, 09/25/2025-06/19/2026 | | | | | 598,745 | | | | | | 0.3 | | |
260,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | | | | | 268,505 | | | | | | 0.1 | | |
800,000 (1) | | | BPCE SA, 2.750%, 01/11/2023 | | | | | 838,394 | | | | | | 0.4 | | |
878,000 | | | Citigroup, Inc., 2.900%, 12/08/2021 | | | | | 902,257 | | | | | | 0.5 | | |
221,000 (4) | | | Citigroup, Inc., 1.678%-3.106%, 05/15/2024-04/08/2026 | | | | | 228,620 | | | | | | 0.1 | | |
300,000 (1)(4) | | | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | | | | | 304,224 | | | | | | 0.1 | | |
769,000 | | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | | | | | 817,646 | | | | | | 0.4 | | |
250,000 (1)(4) | | | Credit Agricole SA/London, 1.907%, 06/16/2026 | | | | | 256,024 | | | | | | 0.1 | | |
400,000 (1) | | | Danske Bank A/S, 1.226%, 06/22/2024 | | | | | 403,713 | | | | | | 0.2 | | |
220,000 (1) | | | Danske Bank A/S, 2.000%, 09/08/2021 | | | | | 223,309 | | | | | | 0.1 | | |
305,000 (1)(4) | | | Danske Bank A/S, 3.001%, 09/20/2022 | | | | | 311,042 | | | | | | 0.2 | | |
260,000 (1) | | | DNB Bank ASA, 2.150%, 12/02/2022 | | | | | 269,232 | | | | | | 0.1 | | |
300,000 (1) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 303,442 | | | | | | 0.1 | | |
230,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 240,260 | | | | | | 0.1 | | |
197,000 (1) | | | Great-West Lifeco US Finance 2020 L.P., 0.904%, 08/12/2025 | | | | | 196,748 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
783,000 | | | Intercontinental Exchange, Inc., 0.700%-3.450%, 06/15/2023-09/21/2023 | | | | $ | 826,683 | | | | | | 0.4 | | |
855,000 (4) | | | JPMorgan Chase & Co., 2.776%, 04/25/2023 | | | | | 884,700 | | | | | | 0.4 | | |
698,000 | | | JPMorgan Chase & Co., 3.200%, 01/25/2023 | | | | | 741,974 | | | | | | 0.4 | | |
335,000 (4) | | | JPMorgan Chase & Co., 1.514%-2.083%, 06/01/2024-04/22/2026 | | | | | 345,524 | | | | | | 0.2 | | |
408,000 (1) | | | Metropolitan Life Global Funding I, 3.375%, 01/11/2022 | | | | | 423,535 | | | | | | 0.2 | | |
925,000 (4) | | | Mitsubishi UFJ Financial Group, Inc., 0.848%-2.623%, 09/13/2021-07/17/2025 | | | | | 941,011 | | | | | | 0.5 | | |
515,000 (2) | | | Mizuho Financial Group, Inc., 0.880%, (US0003M + 0.630)%, 05/25/2024 | | | | | 514,908 | | | | | | 0.3 | | |
400,000 (4) | | | Mizuho Financial Group, Inc., 0.849%-2.555%, 09/08/2024-09/13/2025 | | | | | 409,852 | | | | | | 0.2 | | |
1,100,000 | | | Morgan Stanley, 3.750%, 02/25/2023 | | | | | 1,181,121 | | | | | | 0.6 | | |
739,000 | | | Morgan Stanley, 4.000%-5.500%, 07/28/2021-07/23/2025 | | | | | 786,225 | | | | | | 0.4 | | |
129,000 (1) | | | National Securities Clearing Corp., 1.200%, 04/23/2023 | | | | | 131,352 | | | | | | 0.1 | | |
206,000 (1) | | | Nationwide Building Society, 2.000%, 01/27/2023 | | | | | 212,106 | | | | | | 0.1 | | |
217,000 (1) | | | Nationwide Financial Services, Inc., 5.375%, 03/25/2021 | | | | | 221,818 | | | | | | 0.1 | | |
200,000 (1) | | | Nordea Bank Abp, 0.750%, 08/28/2025 | | | | | 199,601 | | | | | | 0.1 | | |
200,000 (1) | | | Nordea Bank ABP, 4.875%, 05/13/2021 | | | | | 205,200 | | | | | | 0.1 | | |
242,000 (1) | | | Pacific Life Global Funding II, 0.500%, 09/23/2023 | | | | | 241,889 | | | | | | 0.1 | | |
210,000 | | | Royal Bank of Canada, 0.885%, (US0003M + 0.660)%, 10/05/2023 | | | | | 211,446 | | | | | | 0.1 | | |
764,000 | | | Royal Bank of Canada, 1.150%-3.700%, 01/17/2023-06/10/2025 | | | | | 796,660 | | | | | | 0.4 | | |
459,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.550%, 09/01/2023 | | | | | 459,636 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
308,000 (1) | | | Svenska Handelsbanken AB, 0.625%, 06/30/2023 | | | | $ | 309,573 | | | | | | 0.2 | | |
607,000 | | | Svenska Handelsbanken AB, 3.350%, 05/24/2021 | | | | | 619,257 | | | | | | 0.3 | | |
200,000 (1) | | | Swedbank AB, 0.600%, 09/25/2023 | | | | | 199,748 | | | | | | 0.1 | | |
736,000 | | | Toronto-Dominion Bank/The, 0.450%-1.150%, 09/11/2023-06/12/2025 | | | | | 742,374 | | | | | | 0.4 | | |
205,000 (1) | | | UBS AG/London, 1.750%, 04/21/2022 | | | | | 208,785 | | | | | | 0.1 | | |
201,000 (1)(4) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 201,580 | | | | | | 0.1 | | |
355,000 (1)(4) | | | UBS Group AG, 2.859%, 08/15/2023 | | | | | 368,819 | | | | | | 0.2 | | |
103,000 (1) | | | USAA Capital Corp., 1.500%, 05/01/2023 | | | | | 105,686 | | | | | | 0.0 | | |
763,000 (4) | | | Wells Fargo & Co., 1.654%-4.125%, 08/15/2023-10/30/2025 | | | | | 797,015 | | | | | | 0.4 | | |
11,866,000 | | | Other Securities | | | | | 12,429,126 | | | | | | 6.1 | | |
| | | | | | | | 35,270,040 | | | | | | 17.4 | | |
| | | Industrial: 2.9% | | ||||||||||||
300,000 (1) | | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | | 310,093 | | | | | | 0.1 | | |
150,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 154,875 | | | | | | 0.1 | | |
300,000 (1) | | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 308,813 | | | | | | 0.1 | | |
731,000 | | | Caterpillar Financial Services Corp., 0.650%-3.650%, 09/07/2021-05/17/2024 | | | | | 770,269 | | | | | | 0.4 | | |
250,000 (1) | | | Colfax Corp., 6.000%, 02/15/2024 | | | | | 260,420 | | | | | | 0.1 | | |
93,000 (1) | | | Raytheon Technologies Corp., 2.800%, 03/15/2022 | | | | | 95,926 | | | | | | 0.0 | | |
350,000 (1) | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 375,952 | | | | | | 0.2 | | |
200,000 (1) | | | Rolls-Royce PLC, 2.375%, 10/14/2020 | | | | | 199,750 | | | | | | 0.1 | | |
300,000 (1) | | | Sealed Air Corp., 5.250%, 04/01/2023 | | | | | 317,594 | | | | | | 0.2 | | |
3,058,000 (3) | | | Other Securities | | | | | 3,211,696 | | | | | | 1.6 | | |
| | | | | | | | 6,005,388 | | | | | | 2.9 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | REITs — Hotels: 0.2% | | ||||||||||||
170,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | $ | 182,134 | | | | | | 0.1 | | |
182,000 | | | Other Securities | | | | | 197,314 | | | | | | 0.1 | | |
| | | | | | | | 379,448 | | | | | | 0.2 | | |
| | | Technology: 2.0% | | ||||||||||||
55,000 (1) | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 56,306 | | | | | | 0.0 | | |
174,000 (1) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 2.700%, 05/01/2025 | | | | | 184,408 | | | | | | 0.1 | | |
3,506,000 | | | Other Securities | | | | | 3,763,789 | | | | | | 1.9 | | |
| | | | | | | | 4,004,503 | | | | | | 2.0 | | |
| | | Utilities: 3.7% | | ||||||||||||
150,000 (1) | | | AES Corp./The, 3.300%, 07/15/2025 | | | | | 160,085 | | | | | | 0.1 | | |
215,000 (1) | | | Dominion Energy, Inc., 2.450%, 01/15/2023 | | | | | 224,130 | | | | | | 0.1 | | |
120,000 | | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | | | | | 130,070 | | | | | | 0.1 | | |
814,000 | | | Duke Energy Corp., 1.800%-2.400%, 09/01/2021-08/15/2022 | | | | | 830,395 | | | | | | 0.4 | | |
227,000 (1) | | | East Ohio Gas Co/The, 1.300%, 06/15/2025 | | | | | 231,586 | | | | | | 0.1 | | |
220,000 (1) | | | Niagara Mohawk Power Corp., 2.721%, 11/28/2022 | | | | | 229,815 | | | | | | 0.1 | | |
5,544,000 | | | Other Securities | | | | | 5,788,154 | | | | | | 2.8 | | |
| | | | | | | | 7,594,235 | | | | | | 3.7 | | |
| | | Total Corporate Bonds/Notes (Cost $91,447,756) | | | | | 93,517,310 | | | | | | 46.0 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 6.6% | | |||||||||||||||
249,680 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.598%, (US0001M + 4.450)%, 01/25/2029 | | | | | 258,495 | | | | | | 0.1 | | |
337,619 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.498%, (US0001M + 4.350)%, 05/25/2029 | | | | | 350,224 | | | | | | 0.2 | | |
551,108 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000)%, 10/25/2029 | ��� | | | | 550,648 | | | | | | 0.3 | | |
425,946 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.548%, (US0001M + 2.400)%, 05/28/2030 | | | | | 419,645 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
437,318 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.348%, (US0001M + 2.200)%, 08/25/2030 | | | | $ | 424,968 | | | | | | 0.2 | | |
664,263 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.698%, (US0001M + 2.550)%, 12/25/2030 | | | | | 655,371 | | | | | | 0.3 | | |
208,563 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.248%, (US0001M + 2.100)%, 03/25/2031 | | | | | 205,760 | | | | | | 0.1 | | |
161,690 | | | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | | | | | 168,679 | | | | | | 0.1 | | |
115 | | | Fannie Mae REMIC Trust 2009-49 KB, 5.000%, 07/25/2024 | | | | | 115 | | | | | | 0.0 | | |
67,573 | | | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | | | | | 70,734 | | | | | | 0.0 | | |
3,875 | | | Fannie Mae REMIC Trust 2010-19 PB, 3.000%, 12/25/2039 | | | | | 3,875 | | | | | | 0.0 | | |
141,511 | | | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | | | | | 144,779 | | | | | | 0.1 | | |
946,588 | | | Fannie Mae REMICS 2013-114 NA, 3.000%, 08/25/2032 | | | | | 999,185 | | | | | | 0.5 | | |
1,730,674 | | | Freddie Mac 3049 XF, 0.502%, (US0001M + 0.350)%, 05/15/2033 | | | | | 1,738,006 | | | | | | 0.9 | | |
313,096 | | | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | | | | | 360,189 | | | | | | 0.2 | | |
733,392 | | | Freddie Mac REMICS 3255 FA, 0.432%, (US0001M + 0.280)%, 12/15/2036 | | | | | 735,373 | | | | | | 0.4 | | |
84,951 | | | Freddie Mac REMICS 3747 FA, 0.652%, (US0001M + 0.500)%, 10/15/2040 | | | | | 85,720 | | | | | | 0.0 | | |
466,689 | | | Freddie Mac REMICS 3878 FA, 0.502%, (US0001M + 0.350)%, 04/15/2041 | | | | | 467,122 | | | | | | 0.2 | | |
200,000 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.748%, (US0001M + 3.600)%, 07/25/2050 | | | | | 202,002 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
100,000 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.448%, (US0001M + 2.300)%, 10/25/2048 | | | | $ | 98,352 | | | | | | 0.1 | | |
288,754 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 3.948%, (US0001M + 3.800)%, 03/25/2029 | | | | | 300,224 | | | | | | 0.1 | | |
398,904 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA4 M3, 4.048%, (US0001M + 3.900)%, 04/25/2029 | | | | | 415,613 | | | | | | 0.2 | | |
123,950 | | | Ginnie Mae Series 2010-H03 FA, 0.720%, (US0001M + 0.550)%, 03/20/2060 | | | | | 124,359 | | | | | | 0.1 | | |
57,840 | | | Ginnie Mae Series 2010-H10 FC, 1.170%, (US0001M + 1.000)%, 05/20/2060 | | | | | 58,636 | | | | | | 0.0 | | |
434,319 | | | Ginnie Mae Series 2010-H11 FA, 1.170%, (US0001M + 1.000)%, 06/20/2060 | | | | | 441,537 | | | | | | 0.2 | | |
82,194 | | | Ginnie Mae Series 2011-H03 FA, 0.655%, (US0001M + 0.500)%, 01/20/2061 | | | | | 82,396 | | | | | | 0.0 | | |
139,021 | | | Ginnie Mae Series 2011-H05 FA, 0.655%, (US0001M + 0.500)%, 12/20/2060 | | | | | 139,326 | | | | | | 0.1 | | |
148,556 | | | Ginnie Mae Series 2011-H05 FB, 0.655%, (US0001M + 0.500)%, 12/20/2060 | | | | | 148,946 | | | | | | 0.1 | | |
458,701 | | | Ginnie Mae Series 2011-H06 FA, 0.605%, (US0001M + 0.450)%, 02/20/2061 | | | | | 459,258 | | | | | | 0.2 | | |
187,175 | | | Ginnie Mae Series 2011-H07 FA, 0.655%, (US0001M + 0.500)%, 02/20/2061 | | | | | 187,483 | | | | | | 0.1 | | |
202,101 | | | Ginnie Mae Series 2011-H08 FD, 0.655%, (US0001M + 0.500)%, 02/20/2061 | | | | | 202,592 | | | | | | 0.1 | | |
403,690 | | | Ginnie Mae Series 2011-H09 AF, 0.655%, (US0001M + 0.500)%, 03/20/2061 | | | | | 404,563 | | | | | | 0.2 | | |
90,834 | | | Ginnie Mae Series 2011-H11 FB, 0.655%, (US0001M + 0.500)%, 04/20/2061 | | | | | 91,038 | | | | | | 0.0 | | |
79,798 | | | Ginnie Mae Series 2012-52 PV, 2.500%, 12/20/2039 | | | | | 80,590 | | | | | | 0.0 | | |
325,236 | | | Ginnie Mae Series 2012-H18 NA, 0.675%, (US0001M + 0.520)%, 08/20/2062 | | | | | 326,101 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
308,989 | | | Ginnie Mae Series 2012-H23 SA, 0.685%, (US0001M + 0.530)%, 10/20/2062 | | | | $ | 308,731 | | | | | | 0.2 | | |
373,693 | | | Ginnie Mae Series 2012-H23 WA, 0.675%, (US0001M + 0.520)%, 10/20/2062 | | | | | 374,650 | | | | | | 0.2 | | |
700,501 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 740,841 | | | | | | 0.4 | | |
421,136 (4) | | | Ginnie Mae Series 2014-53 JM, 7.080%, 04/20/2039 | | | | | 499,779 | | | | | | 0.2 | | |
| | | Total Collateralized Mortgage Obligations | | | | | | | | | | | | | |
| | | (Cost $13,249,076) | | | | | 13,325,905 | | | | | | 6.6 | | |
U.S. TREASURY OBLIGATIONS: 7.1% | | |||||||||||||||
| | | U.S. Treasury Notes: 7.1% | | ||||||||||||
4,500,000 | | | 1.125%,08/31/2021 | | | | | 4,539,789 | | | | | | 2.2 | | |
4,908,000 | | | 0.125%,09/30/2022 | | | | | 4,907,616 | | | | | | 2.4 | | |
3,937,000 | | | 0.125%,09/15/2023 | | | | | 3,933,463 | | | | | | 2.0 | | |
993,000 | | | 0.250%,09/30/2025 | | | | | 991,720 | | | | | | 0.5 | | |
| | | Total U.S. Treasury Obligations (Cost $14,369,361) | | | | | 14,372,588 | | | | | | 7.1 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 18.6% | | |||||||||||||||
270,000 (1) | | | Austin Fairmont Hotel Trust 2019-FAIR C, 1.602%, (US0001M + 1.450)%, 09/15/2032 | | | | | 253,894 | | | | | | 0.1 | | |
560,000 (1) | | | BFLD 2019-DPLO A, 1.242%, (US0001M + 1.090)%, 10/15/2034 | | | | | 544,142 | | | | | | 0.3 | | |
670,000 (1) | | | BHP Trust 2019-BXHP A, 1.127%, (US0001M + 0.975)%, 08/15/2036 | | | | | 645,323 | | | | | | 0.3 | | |
220,000 (1) | | | BHP Trust 2019-BXHP D, 1.924%, (US0001M + 1.771)%, 08/15/2036 | | | | | 203,327 | | | | | | 0.1 | | |
1,060,000 (1) | | | BXMT 2020-FL2 AS Ltd., 1.301%, (US0001M + 1.150)%, 02/16/2037 | | | | | 1,040,207 | | | | | | 0.5 | | |
650,000 (1) | | | BXMT 2020-FL2 Ltd., 1.051%, (US0001M + 0.900)%, 02/16/2037 | | | | | 638,653 | | | | | | 0.3 | | |
360,000 (1) | | | CGDB Commercial Mortgage Trust 2019-MOB F, 2.702%, (US0001M + 2.550)%, 11/15/2036 | | | | | 353,491 | | | | | | 0.2 | | |
90,000 (4) | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.261%, 11/10/2046 | | | | | 89,165 | | | | | | 0.0 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
233,335 | | | Citigroup Commercial Mortgage Trust 2015-GC27 AAB, 2.944%, 02/10/2048 | | | | $ | 243,415 | | | | | | 0.1 | | |
293,077 | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | | | | | 300,342 | | | | | | 0.2 | | |
530,000 (1) | | | CLNY Trust 2019-IKPR A, 1.281%, (US0001M + 1.227)%, 11/15/2038 | | | | | 498,947 | | | | | | 0.2 | | |
178,111 | | | COMM 2012-CCRE1 A3 Mortgage Trust, 3.391%, 05/15/2045 | | | | | 182,007 | | | | | | 0.1 | | |
200,000 (1) | | | COMM 2012-CR2 A3 Mortgage Trust, 2.841%, 08/15/2045 | | | | | 204,841 | | | | | | 0.1 | | |
540,000 | | | COMM 2012-CR5 A4 Mortgage Trust, 2.771%, 12/10/2045 | | | | | 558,718 | | | | | | 0.3 | | |
990,000 (1)(4) | | | COMM 2013-CR10 D Mortgage Trust, 4.949%, 08/10/2046 | | | | | 942,171 | | | | | | 0.5 | | |
120,000 (1)(4) | | | COMM 2013-CR10 E Mortgage Trust, 4.949%, 08/10/2046 | | | | | 102,381 | | | | | | 0.0 | | |
680,000 (1)(4) | | | COMM 2013-SFS A2 Mortgage Trust, 3.086%, 04/12/2035 | | | | | 671,739 | | | | | | 0.3 | | |
1,100,000 (1) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 B, 1.382%, (US0001M + 1.230)%, 05/15/2036 | | | | | 1,102,196 | | | | | | 0.5 | | |
320,000 (1) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 C, 1.582%, (US0001M + 1.430)%, 05/15/2036 | | | | | 318,411 | | | | | | 0.1 | | |
192,000 (1) | | | CSWF 2018-TOP C, 1.602%, (US0001M + 1.450)%, 08/15/2035 | | | | | 183,726 | | | | | | 0.1 | | |
1,120,000 (1)(4) | | | DBRR 2011-LC2 A4B Trust, 4.537%, 07/12/2044 | | | | | 1,130,889 | | | | | | 0.6 | | |
1,000,000 (1)(4) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.670%, 07/10/2044 | | | | | 768,082 | | | | | | 0.4 | | |
793,000 (1)(4) | | | DBUBS 2011-LC1A E, 5.790%, 11/10/2046 | | | | | 792,824 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
530,000 (1)(4) | | | DBUBS 2011-LC2A D, 5.670%, 07/10/2044 | | | | $ | 489,518 | | | | | | 0.2 | | |
1,000,000 (1)(4) | | | DBUBS 2017-BRBK E Mortgage Trust, 3.648%, 10/10/2034 | | | | | 1,016,915 | | | | | | 0.5 | | |
37,977 (4) | | | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | | | | | 39,095 | | | | | | 0.0 | | |
147,635 | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 151,466 | | | | | | 0.1 | | |
32,164 (4) | | | Ginnie Mae 2015-21 AF, 2.102%, 07/16/2048 | | | | | 32,688 | | | | | | 0.0 | | |
158,459 | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 162,094 | | | | | | 0.1 | | |
41,060 | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 41,816 | | | | | | 0.0 | | |
324,596 | | | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | | | | | 333,080 | | | | | | 0.2 | | |
157,737 | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 161,731 | | | | | | 0.1 | | |
64,902 | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 66,587 | | | | | | 0.0 | | |
124,386 | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 127,822 | | | | | | 0.1 | | |
471,316 | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 484,338 | | | | | | 0.2 | | |
288,012 | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 296,943 | | | | | | 0.1 | | |
119,309 | | | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | | | | | 121,913 | | | | | | 0.1 | | |
250,000 (1)(4) | | | GRACE 2014-GRCE F Mortgage Trust, 3.710%, 06/10/2028 | | | | | 248,483 | | | | | | 0.1 | | |
800,000 (1) | | | Great Wolf Trust 2019-WOLF A, 1.186%, (US0001M + 1.034)%, 12/15/2029 | | | | | 773,952 | | | | | | 0.4 | | |
330,000 (1) | | | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | | | | | 316,368 | | | | | | 0.2 | | |
1,039,000 (1)(4) | | | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.744%, 10/10/2032 | | | | | 972,288 | | | | | | 0.5 | | |
1,070,000 (1) | | | GS Mortgage Securities Corp. Trust 2019-70P C, 1.652%, (US0001M + 1.500)%, 10/15/2036 | | | | | 996,980 | | | | | | 0.5 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
870,000 (1)(4) | | | GS Mortgage Securities Trust 2011-GC3 D, 5.751%, 03/10/2044 | | | | $ | 859,825 | | | | | | 0.4 | | |
290,000 (1)(4) | | | GS Mortgage Securities Trust 2012-GC6 C, 5.839%, 01/10/2045 | | | | | 268,481 | | | | | | 0.1 | | |
320,000 (1) | | | GS Mortgage Securities Trust 2018-HART A, 1.242%, (US0001M + 1.090)%, 10/15/2031 | | | | | 315,131 | | | | | | 0.2 | | |
450,215 | | | GS Mortgage Securities Trust 2020-GC45 A1, 2.019%, 02/13/2053 | | | | | 462,056 | | | | | | 0.2 | | |
190,000 (1) | | | GSCG Trust 2019-600C A, 2.936%, 09/06/2034 | | | | | 194,128 | | | | | | 0.1 | | |
330,000 (1) | | | Houston Galleria Mall Trust 2015-HGLR A1A2, 3.087%, 03/05/2037 | | | | | 334,503 | | | | | | 0.2 | | |
700,000 (1)(4) | | | Irvine Core Office Trust 2013-IRV A2, 3.279%, 05/15/2048 | | | | | 732,009 | | | | | | 0.4 | | |
277,132 (1) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-HSBC A, 3.093%, 07/05/2032 | | | | | 285,680 | | | | | | 0.1 | | |
730,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 C, 5.841%, 11/15/2043 | | | | | 696,244 | | | | | | 0.4 | | |
1,040,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.605%, 08/15/2046 | | | | | 1,050,333 | | | | | | 0.5 | | |
384,770 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 A3, 2.829%, 10/15/2045 | | | | | 396,747 | | | | | | 0.2 | | |
500,000 (4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | | | | | 510,794 | | | | | | 0.3 | | |
210,000 (4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 C, 4.248%, 12/15/2047 | | | | | 210,189 | | | | | | 0.1 | | |
900,000 (1)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 749,609 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
270,000 (1) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | $ | 284,950 | | | | | | 0.1 | | |
1,539 | | | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | | | | | 1,545 | | | | | | 0.0 | | |
1,100,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.373%, 11/15/2045 | | | | | 1,015,014 | | | | | | 0.5 | | |
820,000 (4) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 C, 4.833%, 04/15/2047 | | | | | 798,142 | | | | | | 0.4 | | |
430,000 (1) | | | JPMBB Commercial Mortgage Securities Trust 2014-C24 A4A2, 3.373%, 11/15/2047 | | | | | 459,848 | | | | | | 0.2 | | |
339,342 | | | JPMBB Commercial Mortgage Securities Trust 2015-C32 ASB, 3.358%, 11/15/2048 | | | | | 359,884 | | | | | | 0.2 | | |
220,000 (1) | | | MF1 2020-FL3 A Ltd., 2.202%, (US0001M + 2.050)%, 07/15/2035 | | | | | 221,112 | | | | | | 0.1 | | |
610,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A4, 3.176%, 08/15/2045 | | | | | 631,049 | | | | | | 0.3 | | |
720,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4, 2.918%, 02/15/2046 | | | | | 748,247 | | | | | | 0.4 | | |
194,201 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 ASB, 2.699%, 12/15/2048 | | | | | 196,957 | | | | | | 0.1 | | |
359,015 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 ASB, 3.326%, 12/15/2047 | | | | | 376,274 | | | | | | 0.2 | | |
90,910 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | | | | | 91,218 | | | | | | 0.0 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
158,859 | | | Morgan Stanley Capital I 2011-C3 A4, 4.118%, 07/15/2049 | | | | $ | 161,515 | | | | | | 0.1 | | |
550,000 (1) | | | Morgan Stanley Capital I Trust 2011-C1 G, 4.193%, 09/15/2047 | | | | | 512,573 | | | | | | 0.2 | | |
290,000 (1) | | | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | | | | | 219,341 | | | | | | 0.1 | | |
600,000 | | | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | | | | | 617,546 | | | | | | 0.3 | | |
910,000 | | | Morgan Stanley Capital I Trust 2019-H6 A2, 3.228%, 06/15/2052 | | | | | 961,846 | | | | | | 0.5 | | |
1,070,000 (1) | | | Ready Capital Mortgage Financing 2020-FL4 A LLC, 2.298%, (US0001M + 2.150)%, 02/25/2035 | | | | | 1,072,166 | | | | | | 0.5 | | |
220,929 | | | Wells Fargo Commercial Mortgage Trust 2017-RC1 A2, 3.118%, 01/15/2060 | | | | | 225,956 | | | | | | 0.1 | | |
559,917 (1) | | | West Town Mall Trust 2017-KNOX A, 3.823%, 07/05/2030 | | | | | 564,808 | | | | | | 0.3 | | |
1,176,033 | | | WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/2044 | | | | | 1,196,822 | | | | | | 0.6 | | |
465,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2012-C6 D, 5.765%, 04/15/2045 | | | | | 466,466 | | | | | | 0.2 | | |
270,000 (4) | | | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | | | | | 295,579 | | | | | | 0.2 | | |
540,554 | | | Other Securities | | | | | 547,577 | | | | | | 0.3 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $38,932,120) | | | | | 37,695,132 | | | | | | 18.6 | | |
ASSET-BACKED SECURITIES: 19.5% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 6.6% | | ||||||||||||
700,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | | | | | 707,654 | | | | | | 0.3 | | |
100,000 | | | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | | | | | 105,171 | | | | | | 0.0 | | |
500,000 | | | Carmax Auto Owner Trust 2019-3 A4, 2.300%, 04/15/2025 | | | | | 522,939 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities: (continued) | | ||||||||||||
550,000 | | | Carmax Auto Owner Trust 2019-4 A4, 2.130%, 07/15/2025 | | | | $ | 574,752 | | | | | | 0.3 | | |
850,000 | | | GM Financial Automobile Leasing Trust 2019-2 A4, 2.720%, 03/20/2023 | | | | | 866,207 | | | | | | 0.4 | | |
300,000 | | | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | | | | | 309,674 | | | | | | 0.2 | | |
550,000 | | | GM Financial Automobile Leasing Trust 2020-2 A3, 0.800%, 07/20/2023 | | | | | 554,629 | | | | | | 0.3 | | |
300,000 | | | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | | | | | 306,674 | | | | | | 0.1 | | |
350,000 (1) | | | Hyundai Auto Lease Securitization Trust 2019-B A4, 2.030%, 06/15/2023 | | | | | 357,251 | | | | | | 0.2 | | |
40,860 (1) | | | OSCAR US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | | | | | 40,940 | | | | | | 0.0 | | |
365,857 | | | Santander Drive Auto Receivables Trust 2019-1 B, 3.210%, 09/15/2023 | | | | | 368,351 | | | | | | 0.2 | | |
550,000 | | | Santander Drive Auto Receivables Trust 2019-2 B, 2.790%, 01/16/2024 | | | | | 559,143 | | | | | | 0.3 | | |
750,000 | | | Santander Drive Auto Receivables Trust 2020-2 B, 0.960%, 11/15/2024 | | | | | 752,863 | | | | | | 0.4 | | |
500,000 | | | Santander Drive Auto Receivables Trust 2020-3 B, 0.690%, 03/17/2025 | | | | | 500,502 | | | | | | 0.2 | | |
300,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | | | | | 308,602 | | | | | | 0.1 | | |
900,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 923,175 | | | | | | 0.5 | | |
130,148 (1) | | | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/2021 | | | | | 131,379 | | | | | | 0.1 | | |
5,350,000 | | | Other Securities | | | | | 5,480,684 | | | | | | 2.7 | | |
| | | | | | | | 13,370,590 | | | | | | 6.6 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Credit Card Asset-Backed Securities: 1.3% | | ||||||||||||
700,000 | | | BA Credit Card Trust 2019-A1 A1, 1.740%, 01/15/2025 | | | | $ | 720,280 | | | | | | 0.4 | | |
800,000 | | | Capital One Multi-Asset Execution Trust 2019-A2 A2, 1.720%, 08/15/2024 | | | | | 821,988 | | | | | | 0.4 | | |
600,000 (1) | | | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | | | | | 607,409 | | | | | | 0.3 | | |
450,000 | | | Other Securities | | | | | 462,441 | | | | | | 0.2 | | |
| | | | | | | | 2,612,118 | | | | | | 1.3 | | |
| | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
4,702 | | | Other Securities | | | | | 4,702 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Other Asset-Backed Securities: 10.9% | | ||||||||||||
500,000 (1) | | | Aimco CLO 11 Ltd. 2020-11A A1, 3.011%, (US0003M + 1.380)%, 10/15/2031 | | | | | 500,000 | | | | | | 0.2 | | |
600,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 1.602%, (US0003M + 1.330)%, 01/20/2033 | | | | | 597,700 | | | | | | 0.3 | | |
700,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 1.592%, (US0003M + 1.320)%, 01/20/2033 | | | | | 699,616 | | | | | | 0.3 | | |
400,000 (1) | | | Arbor Realty Commercial Real Estate Notes 2019-FL2 A Ltd., 1.352%, (US0001M + 1.200)%, 06/15/2034 | | | | | 394,781 | | | | | | 0.2 | | |
400,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.505%, (US0003M + 1.230)%, 01/15/2030 | | | | | 390,620 | | | | | | 0.2 | | |
250,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 1.622%, (US0003M + 1.350)%, 07/18/2029 | | | | | 245,087 | | | | | | 0.1 | | |
500,000 (1) | | | Barings Clo Ltd. 2019-4A A1, 1.605%, (US0003M + 1.330)%, 01/15/2033 | | | | | 498,911 | | | | | | 0.3 | | |
600,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.603%, (US0003M + 1.330)%, 01/17/2033 | | | | | 598,679 | | | | | | 0.3 | | |
250,000 (1) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.472%, (US0003M + 1.200)%, 01/20/2031 | | | | | 242,309 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
250,000 (1) | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 1.523%, (US0003M + 1.250)%, 10/17/2030 | | | | $ | 248,470 | | | | | | 0.1 | | |
250,000 (1) | | | CIFC Funding 2013-2A A1LR, 1.482%, (US0003M + 1.210)%, 10/18/2030 | | | | | 248,790 | | | | | | 0.1 | | |
250,000 (1) | | | CIFC Funding 2015-IA ARR Ltd., 1.368%, (US0003M + 1.110)%, 01/22/2031 | | | | | 245,892 | | | | | | 0.1 | | |
600,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 1.601%, (US0003M + 1.330)%, 01/16/2033 | | | | | 600,233 | | | | | | 0.3 | | |
250,000 (1) | | | CIFC Funding 2019-6A A2 Ltd., 2.021%, (US0003M + 1.750)%, 01/16/2033 | | | | | 250,454 | | | | | | 0.1 | | |
500,000 (1) | | | CIFC Funding 2020-2A A1 Ltd., 1.933%, (US0003M + 1.650)%, 08/24/2032 | | | | | 500,575 | | | | | | 0.3 | | |
500,000 (1) | | | CIFC Funding 2020-3A A2 Ltd., 3.451%, (US0003M + 1.600)%, 10/20/2031 | | | | | 499,948 | | | | | | 0.3 | | |
250,000 (1) | | | Deer Creek Clo Ltd. 2017-1A A, 1.452%, (US0003M + 1.180)%, 10/20/2030 | | | | | 246,884 | | | | | | 0.1 | | |
300,000 (1) | | | Dryden 68 CLO Ltd. 2019-68A A, 1.585%, (US0003M + 1.310)%, 07/15/2032 | | | | | 298,193 | | | | | | 0.1 | | |
250,000 (1) | | | Dryden Senior Loan Fund 2017-47A A2, 1.625%, (US0003M + 1.350)%, 04/15/2028 | | | | | 243,448 | | | | | | 0.1 | | |
360,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.480%, (US0003M + 1.200)%, 08/15/2030 | | | | | 358,234 | | | | | | 0.2 | | |
250,000 (1) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.522%, (US0003M + 1.250)%, 01/20/2030 | | | | | 243,853 | | | | | | 0.1 | | |
250,000 (1) | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 1.484%, (US0003M + 1.220)%, 07/24/2030 | | | | | 248,038 | | | | | | 0.1 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
260,000 (1) | | | Grand Avenue CRE 2020-FL2 A Ltd., 2.602%, (US0001M + 2.450)%, 03/15/2035 | | | | $ | 262,291 | | | | | | 0.1 | | |
523,737 (1) | | | Invitation Homes 2017-SFR2 A Trust, 1.001%, (US0001M + 0.850)%, 12/17/2036 | | | | | 523,509 | | | | | | 0.3 | | |
582,268 (1) | | | Invitation Homes 2018-SFR2 A Trust, 1.052%, (US0001M + 0.900)%, 06/17/2037 | | | | | 583,314 | | | | | | 0.3 | | |
643,166 (1) | | | Invitation Homes 2018-SFR3 A Trust, 1.151%, (US0001M + 1.000)%, 07/17/2037 | | | | | 645,670 | | | | | | 0.3 | | |
750,000 (1) | | | Kayne CLO 6 Ltd. 2019-6A A1, 1.652%, (US0003M + 1.380)%, 01/20/2033 | | | | | 745,735 | | | | | | 0.4 | | |
500,000 (1) | | | Kayne CLO 7 Ltd. 2020-7A A1, 2.607%, (US0003M + 1.200)%, 04/17/2033 | | | | | 492,956 | | | | | | 0.2 | | |
310,000 (1) | | | LoanCore 2019-CRE2 A Issuer Ltd., 1.282%, (US0001M + 1.130)%, 05/09/2036 | | | | | 304,503 | | | | | | 0.2 | | |
600,000 (1) | | | Madison Park Funding XXXVII Ltd. 2019-37A A1, 1.575%, (US0003M + 1.300)%, 07/15/2032 | | | | | 594,653 | | | | | | 0.3 | | |
250,000 (1) | | | Magnetite XII Ltd. 2015-12A ARR, 1.375%, (US0003M + 1.100)%, 10/15/2031 | | | | | 247,275 | | | | | | 0.1 | | |
850,000 (1) | | | Marlette Funding Trust 2020-1A B, 2.380%, 03/15/2030 | | | | | 859,522 | | | | | | 0.4 | | |
340,000 (1) | | | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 1.612%, (US0003M + 1.340)%, 01/19/2033 | | | | | 338,885 | | | | | | 0.2 | | |
700,000 (1) | | | Niagara Park Clo Ltd. 2019-B A4, 1.573%, (US0003M + 1.300)%, 07/17/2032 | | | | | 697,225 | | | | | | 0.3 | | |
250,000 (1) | | | OCP Clo 2019-17A C1 Ltd., 2.022%, (US0003M + 1.750)%, 07/20/2032 | | | | | 247,969 | | | | | | 0.1 | | |
250,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 1.592%, (US0003M + 1.320)%, 03/17/2030 | | | | | 248,033 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
500,000 (1) | | | Octagon Investment Partners 48 Ltd. 2020-3A A, 4.751%, (US0003M + 1.500)%, 10/20/2031 | | | | $ | 501,034 | | | | | | 0.3 | | |
250,000 (1) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 1.650%, (US0003M + 1.375)%, 07/15/2029 | | | | | 246,681 | | | | | | 0.1 | | |
250,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.622%, (US0003M + 1.350)%, 07/19/2030 | | | | | 244,449 | | | | | | 0.1 | | |
600,000 (1) | | | Octagon Loan Funding Ltd. 2014-1A ARR, 1.450%, (US0003M + 1.180)%, 11/18/2031 | | | | | 595,467 | | | | | | 0.3 | | |
500,000 (1) | | | OHA Credit Funding 3 Ltd. 2019-3A A1, 1.592%, (US0003M + 1.320)%, 07/20/2032 | | | | | 501,090 | | | | | | 0.3 | | |
400,000 (1) | | | OHA Credit Funding 4 Ltd. 2019-4A A1, 1.588%, (US0003M + 1.330)%, 10/22/2032 | | | | | 397,688 | | | | | | 0.2 | | |
500,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.620%, (US0003M + 1.340)%, 11/15/2032 | | | | | 496,553 | | | | | | 0.2 | | |
250,000 (1) | | | Palmer Square CLO 2013-2A AARR Ltd., 1.473%, (US0003M + 1.200)%, 10/17/2031 | | | | | 247,764 | | | | | | 0.1 | | |
500,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.372%, (US0003M + 1.100)%, 07/20/2030 | | | | | 495,346 | | | | | | 0.2 | | |
500,000 (1) | | | Palmer Square CLO 2020-2A A1A Ltd., 1.904%, (US0003M + 1.700)%, 07/15/2031 | | | | | 500,628 | | | | | | 0.3 | | |
115,119 (1) | | | SoFi Consumer Loan Program 2019-2 A Trust, 3.010%, 04/25/2028 | | | | | 116,573 | | | | | | 0.0 | | |
134,285 (1) | | | SoFi Consumer Loan Program 2019-3 A Trust, 2.900%, 05/25/2028 | | | | | 135,874 | | | | | | 0.1 | | |
326,358 (1) | | | SoFi Consumer Loan Program 2020-1 A Trust, 2.020%, 01/25/2029 | | | | | 329,934 | | | | | | 0.2 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
590,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.675%, (US0003M + 1.400)%, 01/15/2033 | | | | $ | 584,859 | | | | | | 0.3 | | |
400,000 (1) | | | Symphony CLO XXI Ltd. 2019-21A A, 1.655%, (US0003M + 1.380)%, 07/15/2032 | | | | | 399,601 | | | | | | 0.2 | | |
250,000 (1) | | | THL Credit Wind River 2017-2A A CLO Ltd., 1.502%, (US0003M + 1.230)%, 07/20/2030 | | | | | 247,457 | | | | | | 0.1 | | |
400,000 (1) | | | THL Credit Wind River 2019-2A A2 Clo Ltd., 1.925%, (US0003M + 1.650)%, 01/15/2033 | | | | | 400,102 | | | | | | 0.2 | | |
300,000 (1) | | | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | | | | | 303,796 | | | | | | 0.2 | | |
350,000 | | | Other Securities | | | | | 355,074 | | | | | | 0.2 | | |
| | | | | | | | 22,292,225 | | | | | | 10.9 | | |
| | | Student Loan Asset-Backed Securities: 0.7% | | ||||||||||||
114,742 (1) | | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | | 117,845 | | | | | | 0.1 | | |
269,847 (1) | | | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | | | | | 277,975 | | | | | | 0.1 | | |
300,000 (1) | | | Navient Private Education Loan Trust 2014-AA A3, 1.752%, (US0001M + 1.600)%, 10/15/2031 | | | | | 304,101 | | | | | | 0.1 | | |
500,000 (1) | | | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | | | | | 517,861 | | | | | | 0.3 | | |
200,000 (1) | | | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | | | | | 200,421 | | | | | | 0.1 | | |
| | | | | | | | 1,418,203 | | | | | | 0.7 | | |
| | | Total Asset-Backed Securities (Cost $39,397,633) | | | | | 39,697,838 | | | | | | 19.5 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS(5): 0.5% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 0.4%(5) | | ||||||||||||
829,649 | | | 0.350%-5.500%, 05/13/2022-02/01/2039 | | | | | 883,473 | | | | | | 0.4 | | |
| | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS(5): (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities: 0.1% | | ||||||||||||
188,190 | | | Other Securities | | | | $ | 209,362 | | | | | | 0.1 | | |
| | | Total U.S. Government Agency Obligations (Cost $1,057,738) | | | | | 1,092,835 | | | | | | 0.5 | | |
| | | Total Long-Term Investments (Cost $198,453,684) | | | | | 199,701,608 | | | | | | 98.3 | | |
SHORT-TERM INVESTMENTS: 2.5% | | |||||||||||||||
| | | Repurchase Agreements: 0.2% | | ||||||||||||
370,727 (6) | | | Bank of Montreal, Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $370,728, collateralized by various U.S. Government Agency Obligations, 2.000%-4.000%, Market Value plus accrued interest $378,142, due 10/01/47-09/01/50) | | | | | | | | | | | | | |
| | | (Cost $370,727) | | | | | 370,727 | | | | | | 0.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.3% | | ||||||||||||
| | | 4,694,000 (7 | ) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% (Cost $4,694,000) | | | | | 4,694,000 | | | | | | 2.3 | | | |
| | | | | | | Total Short-Term Investments (Cost $5,064,727) | | | | | 5,064,727 | | | | | | 2.5 | | |
| | | | | | | Total Investments in Securities | | ||||||||||||
| | | | | | | (Cost $203,518,411) | | | | $ | 204,766,335 | | | | | | 100.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (1,711,384) | | | | | | (0.8) | | |
| | | | | | | Net Assets | | | | $ | 203,054,951 | | | | | | 100.0 | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 93,517,310 | | | | | $ | — | | | | | $ | 93,517,310 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 13,325,905 | | | | | | — | | | | | | 13,325,905 | | |
Asset-Backed Securities | | | | | — | | | | | | 39,697,838 | | | | | | — | | | | | | 39,697,838 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 37,695,132 | | | | | | — | | | | | | 37,695,132 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,092,835 | | | | | | — | | | | | | 1,092,835 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 14,372,588 | | | | | | — | | | | | | 14,372,588 | | |
Short-Term Investments | | | | | 4,694,000 | | | | | | 370,727 | | | | | | — | | | | | | 5,064,727 | | |
Total Investments, at fair value | | | | $ | 4,694,000 | | | | | $ | 200,072,335 | | | | | $ | — | | | | | $ | 204,766,335 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 26,349 | | | | | | — | | | | | | — | | | | | | 26,349 | | |
Total Assets | | | | $ | 4,720,349 | | | | | $ | 200,072,335 | | | | | $ | — | | | | | $ | 204,792,684 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (21,917) | | | | | $ | — | | | | | $ | — | | | | | $ | (21,917) | | |
Total Liabilities | | | | $ | (21,917) | | | | | $ | — | | | | | $ | — | | | | | $ | (21,917) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | 4 | | | 12/21/20 | | | | $ | 558,125 | | | | | $ | 430 | | |
U.S. Treasury 2-Year Note | | | 291 | | | 12/31/20 | | | | | 64,299,633 | | | | | | 25,919 | | |
| | | | | | | | | | $ | 64,857,758 | | | | | $ | 26,349 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | (184) | | | 12/31/20 | | | | | (23,189,750) | | | | | | (21,917) | | |
| | | | | | | | | | $ | (23,189,750) | | | | | $ | (21,917) | | |
Voya Short Term Bond Fund | as of September 30, 2020 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 26,349 | | |
Total Asset Derivatives | | | | | | | $ | 26,349 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 21,917 | | |
Total Liability Derivatives | | | | | | | $ | 21,917 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit contracts | | | | $ | — | | | | | $ | 157,266 | | | | | $ | 157,266 | | |
Equity contracts | | | | | (2,293) | | | | | | — | | | | | | (2,293) | | |
Interest rate contracts | | | | | 171,986 | | | | | | — | | | | | | 171,986 | | |
Total | | | | $ | 169,693 | | | | | $ | 157,266 | | | | | $ | 326,959 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit contracts | | | | $ | — | | | | | $ | (174,506) | | | | | $ | (174,506) | | |
Interest rate contracts | | | | | (261,042) | | | | | | — | | | | | | (261,042) | | |
Total | | | | $ | (261,042) | | | | | $ | (174,506) | | | | | $ | (435,548) | | |
| Cost for federal income tax purposes was $203,958,397. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 2,781,045 | | |
| Gross Unrealized Depreciation | | | | | (1,954,091) | | |
| Net Unrealized Appreciation | | | | $ | 826,954 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) |
| Investment Type Allocation as of September 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Collateralized Mortgage Obligations | | | 30.0% | |
| Corporate Bonds/Notes | | | 20.2% | |
| Commercial Mortgage-Backed Securities | | | 19.5% | |
| Asset-Backed Securities | | | 13.4% | |
| Bank Loans | | | 10.5% | |
| Sovereign Bonds | | | 3.9% | |
| U.S. Treasury Obligations | | | 0.1% | |
| Purchased Options | | | 0.1% | |
| Convertible Bonds/Notes | | | 0.0% | |
| Common Stock | | | 0.0% | |
| U.S. Government Agency Obligations | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 2.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 20.2% | | |||||||||||||||
| | | Basic Materials: 1.9% | | ||||||||||||
1,250,000 (1) | | | Alpek SAB de CV, 4.250%, 09/18/2029 | | | | $ | 1,235,969 | | | | | | 0.1 | | |
1,925,000 (1) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 2,071,779 | | | | | | 0.1 | | |
525,000 (1) | | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | | 532,164 | | | | | | 0.0 | | |
250,000 (1) | | | Braskem Netherlands Finance BV, 4.500%, 01/31/2030 | | | | | 233,750 | | | | | | 0.0 | | |
1,500,000 (1) | | | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | | | | 1,593,480 | | | | | | 0.1 | | |
960,000 (1) | | | Cleveland-Cliffs, Inc., 6.750%, 03/15/2026 | | | | | 977,712 | | | | | | 0.0 | | |
600,000 (1) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 649,014 | | | | | | 0.0 | | |
625,000 (1) | | | Constellium SE, 5.625%, 06/15/2028 | | | | | 637,891 | | | | | | 0.1 | | |
550,000 (1) | | | Constellium SE, 6.625%, 03/01/2025 | | | | | 563,750 | | | | | | 0.0 | | |
650,000 (1) | | | Element Solutions, Inc., 3.875%, 09/01/2028 | | | | | 639,031 | | | | | | 0.0 | | |
1,250,000 (1) | | | Evraz PLC, 5.250%, 04/02/2024 | | | | | 1,364,469 | | | | | | 0.1 | | |
600,000 (1) | | | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | | | | | 578,730 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
750,000 (1) | | | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | | | | $ | 817,564 | | | | | | 0.0 | | |
650,000 (1) | | | Hudbay Minerals, Inc., 6.125%, 04/01/2029 | | | | | 645,937 | | | | | | 0.0 | | |
635,000 (1) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 681,831 | | | | | | 0.0 | | |
2,000,000 (1) | | | Inversiones CMPC SA, 3.850%, 01/13/2030 | | | | | 2,191,870 | | | | | | 0.1 | | |
190,000 (1) | | | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | | | | | 200,450 | | | | | | 0.0 | | |
1,800,000 (1) | | | MMK International Capital DAC, 4.375%, 06/13/2024 | | | | | 1,930,516 | | | | | | 0.1 | | |
1,125,000 (1) | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 1,157,344 | | | | | | 0.1 | | |
500,000 (1) | | | OCI NV, 5.250%, 11/01/2024 | | | | | 517,412 | | | | | | 0.0 | | |
575,000 (1) | | | OCI NV, 6.625%, 04/15/2023 | | | | | 595,269 | | | | | | 0.1 | | |
925,000 (1) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 979,168 | | | | | | 0.1 | | |
2,500,000 (1) | | | Severstal OAO Via Steel Capital SA, 3.150%, 09/16/2024 | | | | | 2,571,915 | | | | | | 0.1 | | |
2,425,000 (1) | | | Sibur Securities DAC, 2.950%, 07/08/2025 | | | | | 2,466,722 | | | | | | 0.1 | | |
620,000 (1) | | | SPCM SA, 4.875%, 09/15/2025 | | | | | 643,616 | | | | | | 0.0 | | |
750,000 (1) | | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | | | | | 748,125 | | | | | | 0.0 | | |
310,000 (1) | | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 310,581 | | | | | | 0.0 | | |
825,000 (1) | | | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | | | | | 716,203 | | | | | | 0.0 | | |
525,000 (1) | | | WR Grace & Co-Conn, 4.875%, 06/15/2027 | | | | | 543,152 | | | | | | 0.0 | | |
16,555,000 (2) | | | Other Securities | | | | | 17,754,469 | | | | | | 0.7 | | |
| | | | | | | | 46,549,883 | | | | | | 1.9 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications: 2.5% | | ||||||||||||
600,000 (1) | | | Altice France Holding SA, 6.000%, 02/15/2028 | | | | $ | 573,387 | | | | | | 0.0 | | |
1,200,000 (1) | | | Altice France Holding SA, 10.500%, 05/15/2027 | | | | | 1,335,750 | | | | | | 0.1 | | |
425,000 (1) | | | Altice France SA/France, 5.125%, 01/15/2029 | | | | | 424,862 | | | | | | 0.0 | | |
900,000 (1) | | | Altice France SA/France, 7.375%, 05/01/2026 | | | | | 944,055 | | | | | | 0.1 | | |
775,000 (1) | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 845,413 | | | | | | 0.0 | | |
650,000 (1) | | | ANGI Group LLC, 3.875%, 08/15/2028 | | | | | 644,719 | | | | | | 0.0 | | |
793,000 (1) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 769,692 | | | | | | 0.0 | | |
135,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | | | 141,075 | | | | | | 0.0 | | |
350,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.750%, 03/01/2030 | | | | | 371,000 | | | | | | 0.0 | | |
1,300,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 1,369,622 | | | | | | 0.1 | | |
625,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 657,656 | | | | | | 0.0 | | |
775,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | | | | | 809,026 | | | | | | 0.0 | | |
1,300,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 1,353,625 | | | | | | 0.1 | | |
1,114,000 (1) | | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 1,130,599 | | | | | | 0.1 | | |
100,000 (1) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 96,187 | | | | | | 0.0 | | |
515,000 (1) | | | CommScope, Inc., 7.125%, 07/01/2028 | | | | | 529,842 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,025,000 (1) | | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | | $ | 1,029,817 | | | | | | 0.0 | | |
650,000 (1) | | | Consolidated Communications, Inc., 6.500%, 10/01/2028 | | | | | 664,625 | | | | | | 0.0 | | |
800,000 (1) | | | CSC Holdings LLC, 4.625%, 12/01/2030 | | | | | 804,892 | | | | | | 0.0 | | |
775,000 (1) | | | CSC Holdings LLC, 5.500%, 05/15/2026 | | | | | 806,969 | | | | | | 0.1 | | |
600,000 (1) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | | 638,379 | | | | | | 0.0 | | |
400,000 (1) | | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 442,446 | | | | | | 0.0 | | |
2,150,000 (3) | | | CSC Holdings LLC, 5.250%-5.875%, 09/15/2022-06/01/2024 | | | | | 2,300,906 | | | | | | 0.1 | | |
950,000 (1) | | | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | | | | | 881,681 | | | | | | 0.0 | | |
550,000 (1) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 390,453 | | | | | | 0.0 | | |
1,575,000 (1)(3) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 820,969 | | | | | | 0.1 | | |
1,000,000 (1)(3) | | | Entercom Media Corp., 7.250%, 11/01/2024 | | | | | 838,125 | | | | | | 0.0 | | |
325,000 (1)(4) | | | Frontier Communications Corp., 8.000%, 04/01/2027 | | | | | 324,391 | | | | | | 0.0 | | |
650,000 (1) | | | GCI LLC, 4.750%, 10/15/2028 | | | | | 659,756 | | | | | | 0.0 | | |
325,000 (1) | | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | | | 317,424 | | | | | | 0.0 | | |
1,000,000 (1) | | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | | | 1,046,250 | | | | | | 0.1 | | |
425,000 (1) | | | Match Group Holdings II LLC, 4.125%, 08/01/2030 | | | | | 430,644 | | | | | | 0.0 | | |
165,000 (1) | | | Match Group Holdings II LLC, 4.625%, 06/01/2028 | | | | | 170,259 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
600,000 (1) | | | MDC Partners, Inc., 6.500%, 05/01/2024 | | | | $ | 548,406 | | | | | | 0.0 | | |
650,000 (1) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 670,189 | | | | | | 0.0 | | |
225,000 (1) | | | Netflix, Inc., 4.875%, 06/15/2030 | | | | | 256,922 | | | | | | 0.0 | | |
850,000 (1) | | | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | | | | | 892,938 | | | | | | 0.0 | | |
800,000 (1) | | | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | | | | | 822,310 | | | | | | 0.0 | | |
800,000 (1) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 836,828 | | | | | | 0.0 | | |
185,000 (1) | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | | 181,355 | | | | | | 0.0 | | |
275,000 (1) | | | TEGNA, Inc., 4.750%, 03/15/2026 | | | | | 281,518 | | | | | | 0.0 | | |
775,000 (1) | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 766,041 | | | | | | 0.1 | | |
1,050,000 (1) | | | Terrier Media Buyer, Inc., 8.875%, 12/15/2027 | | | | | 1,059,844 | | | | | | 0.1 | | |
1,050,000 (1) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 1,027,687 | | | | | | 0.1 | | |
350,000 (1) | | | Univision Communications, Inc., 9.500%, 05/01/2025 | | | | | 376,250 | | | | | | 0.0 | | |
725,000 (1) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 711,407 | | | | | | 0.1 | | |
165,000 (1) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 170,053 | | | | | | 0.0 | | |
375,000 (1) | | | ViaSat, Inc., 6.500%, 07/15/2028 | | | | | 376,123 | | | | | | 0.0 | | |
800,000 (1) | | | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | | | | | 860,032 | | | | | | 0.0 | | |
250,000 (1) | | | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | | | | | 249,625 | | | | | | 0.0 | | |
200,000 (1) | | | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | | | | | 207,100 | | | | | | 0.0 | | |
650,000 (1) | | | VTR Finance NV, 6.375%, 07/15/2028 | | | | | 683,312 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,150,000 (1) | | | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | | | | $ | 1,187,180 | | | | | | 0.1 | | |
24,405,000 (2) | | | Other Securities | | | | | 26,821,742 | | | | | | 1.1 | | |
| | | | | | | | 63,551,358 | | | | | | 2.5 | | |
| | | Consumer, Cyclical: 2.6% | | ||||||||||||
1,875,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 1,925,728 | | | | | | 0.1 | | |
645,000 (1) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 653,466 | | | | | | 0.0 | | |
1,100,000 (1)(3) | | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | | | 1,049,812 | | | | | | 0.1 | | |
225,000 (1) | | | Adient US LLC, 9.000%, 04/15/2025 | | | | | 248,484 | | | | | | 0.0 | | |
925,000 (1) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 1,001,650 | | | | | | 0.1 | | |
375,000 (1) | | | AMC Entertainment Holdings, Inc., 10.500%, 04/15/2025 | | | | | 281,250 | | | | | | 0.0 | | |
256,000 (1) (5) | | | AMC Entertainment Holdings, Inc., 12.000% (PIK Rate 12.000%, Cash Rate 10.000)%, 06/15/2026 | | | | | 72,960 | | | | | | 0.0 | | |
475,000 (1) | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 478,859 | | | | | | 0.0 | | |
365,000 (1) | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 368,422 | | | | | | 0.0 | | |
200,000 (1) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | | | | | 201,500 | | | | | | 0.0 | | |
550,000 (1) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 560,255 | | | | | | 0.0 | | |
700,000 (1) | | | Avient Corp., 5.750%, 05/15/2025 | | | | | 742,875 | | | | | | 0.0 | | |
1,025,000 (1) | | | Beacon Roofing Supply, Inc., 4.875%, 11/01/2025 | | | | | 1,006,360 | | | | | | 0.1 | | |
500,000 (1) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 548,765 | | | | | | 0.0 | | |
780,000 (1) | | | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | | | | | 814,129 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,100,000 (1) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | $ | 1,065,696 | | | | | | 0.1 | | |
725,000 (1) | | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | | | 771,672 | | | | | | 0.0 | | |
125,000 (1)(5) | | | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625)%, 09/15/2024 | | | | | 126,315 | | | | | | 0.0 | | |
1,125,000 (1) | | | Core & Main L.P., 6.125%, 08/15/2025 | | | | | 1,141,650 | | | | | | 0.1 | | |
2,174,782 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 2,259,561 | | | | | | 0.1 | | |
645,000 (1) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 638,850 | | | | | | 0.0 | | |
415,000 (1) | | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 347,044 | | | | | | 0.0 | | |
275,000 (1) | | | Hilton Domestic Operating Co., Inc., 5.750%, 05/01/2028 | | | | | 291,328 | | | | | | 0.0 | | |
600,000 (1) | | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 625,875 | | | | | | 0.0 | | |
625,000 (1) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 660,038 | | | | | | 0.0 | | |
425,000 (1) | | | IRB Holding Corp., 6.750%, 02/15/2026 | | | | | 425,797 | | | | | | 0.0 | | |
100,000 (1) | | | IRB Holding Corp., 7.000%, 06/15/2025 | | | | | 106,802 | | | | | | 0.0 | | |
375,000 (1) | | | L Brands, Inc., 6.875%, 07/01/2025 | | | | | 405,566 | | | | | | 0.0 | | |
1,050,000 (1) | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 1,035,452 | | | | | | 0.1 | | |
425,000 (1) | | | Mattel, Inc., 5.875%, 12/15/2027 | | | | | 458,203 | | | | | | 0.0 | | |
850,000 (1)(3) | | | Michaels Stores, Inc., 8.000%, 07/15/2027 | | | | | 889,687 | | | | | | 0.0 | | |
825,000 (1) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 861,094 | | | | | | 0.0 | | |
850,000 (1) | | | Motion Bondco DAC, 6.625%, 11/15/2027 | | | | | 740,070 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
675,000 (1) | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | $ | 693,984 | | | | | | 0.0 | | |
730,000 (1) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 758,215 | | | | | | 0.0 | | |
470,000 (1) | | | PetSmart, Inc., 5.875%, 06/01/2025 | | | | | 482,267 | | | | | | 0.0 | | |
1,375,000 (1) | | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 1,388,750 | | | | | | 0.1 | | |
875,000 (1) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 943,766 | | | | | | 0.1 | | |
145,000 (1) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 153,881 | | | | | | 0.0 | | |
425,000 (1) | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 428,453 | | | | | | 0.0 | | |
500,000 (1) | | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | | | 502,069 | | | | | | 0.1 | | |
300,000 (1) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 314,464 | | | | | | 0.0 | | |
325,000 (1) | | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | | | 339,739 | | | | | | 0.0 | | |
1,075,000 (1) | | | SeaWorld Parks & Entertainment, Inc., 9.500%, 08/01/2025 | | | | | 1,112,604 | | | | | | 0.1 | | |
650,000 (1) | | | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | | | | | 662,594 | | | | | | 0.0 | | |
680,000 (1) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | | 654,296 | | | | | | 0.0 | | |
250,000 (1) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 231,719 | | | | | | 0.0 | | |
775,000 (1) | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 763,704 | | | | | | 0.1 | | |
700,000 (1) | | | STL Holding Co. LLC, 7.500%, 02/15/2026 | | | | | 699,125 | | | | | | 0.0 | | |
575,000 (1) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 591,066 | | | | | | 0.0 | | |
700,000 (1) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 545,563 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
330,000 (1) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | $ | 382,800 | | | | | | 0.0 | | |
175,000 (1) | | | VOC Escrow Ltd., 5.000%, 02/15/2028 | | | | | 155,345 | | | | | | 0.0 | | |
225,000 (1) | | | William Carter Co/The, 5.500%, 05/15/2025 | | | | | 236,109 | | | | | | 0.0 | | |
675,000 (1) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 706,219 | | | | | | 0.1 | | |
350,000 (1) | | | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | | | | | 352,070 | | | | | | 0.0 | | |
950,000 (1) | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 957,719 | | | | | | 0.1 | | |
550,000 (1) | | | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | | | | | 534,531 | | | | | | 0.0 | | |
395,000 (1) | | | Wyndham Hotels & Resorts, Inc., 5.375%, 04/15/2026 | | | | | 402,653 | | | | | | 0.0 | | |
26,874,000 | | | Other Securities | | | | | 27,770,423 | | | | | | 1.1 | | |
| | | | | | | | 65,569,343 | | | | | | 2.6 | | |
| | | Consumer, Non-cyclical: 2.7% | | ||||||||||||
950,000 (1) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 978,868 | | | | | | 0.1 | | |
875,000 (1) | | | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | | | | | 882,140 | | | | | | 0.0 | | |
625,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | | | | 607,813 | | | | | | 0.0 | | |
325,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | | | 339,137 | | | | | | 0.0 | | |
825,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 882,082 | | | | | | 0.1 | | |
500,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 533,125 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
950,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | $ | 1,033,847 | | | | | | 0.1 | | |
850,000 (1) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 872,844 | | | | | | 0.0 | | |
650,000 (1) | | | Avantor Funding, Inc., 4.625%, 07/15/2028 | | | | | 675,187 | | | | | | 0.0 | | |
1,700,000 (1) | | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 1,870,280 | | | | | | 0.1 | | |
705,000 (1) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 695,398 | ��� | | | | | 0.1 | | |
450,000 (1) | | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | | 461,138 | | | | | | 0.0 | | |
350,000 (1) | | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 358,662 | | | | | | 0.0 | | |
525,000 (1) | | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | | 556,075 | | | | | | 0.0 | | |
650,000 (1) | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 652,369 | | | | | | 0.0 | | |
665,000 (1) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 692,724 | | | | | | 0.0 | | |
300,000 (1) | | | Centene Corp., 5.375%, 06/01/2026 | | | | | 317,016 | | | | | | 0.0 | | |
925,000 (1) | | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | | | 959,119 | | | | | | 0.0 | | |
950,000 (1) | | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | | | 921,310 | | | | | | 0.0 | | |
775,000 (1) | | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 795,344 | | | | | | 0.0 | | |
325,000 (1) | | | DaVita, Inc., 3.750%, 02/15/2031 | | | | | 313,966 | | | | | | 0.0 | | |
375,000 (1) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 385,135 | | | | | | 0.0 | | |
1,325,000 (1) | | | DP World Crescent Ltd., 3.750%, 01/30/2030 | | | | | 1,367,301 | | | | | | 0.1 | | |
650,000 (1) | | | Emergent BioSolutions, Inc., 3.875%, 08/15/2028 | | | | | 654,179 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
329,000 (1) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | | $ | 242,144 | | | | | | 0.0 | | |
190,000 (1) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | | | 198,906 | | | | | | 0.0 | | |
1,300,000 (1) | | | Garda World Security Corp., 8.750%, 05/15/2025 | | | | | 1,317,049 | | | | | | 0.1 | | |
100,000 (1) | | | Garda World Security Corp., 9.500%, 11/01/2027 | | | | | 105,169 | | | | | | 0.0 | | |
300,000 (1) | | | Gartner, Inc., 3.750%, 10/01/2030 | | | | | 304,028 | | | | | | 0.0 | | |
650,000 (1) | | | Gartner, Inc., 4.500%, 07/01/2028 | | | | | 681,817 | | | | | | 0.1 | | |
750,000 (1) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 792,045 | | | | | | 0.0 | | |
595,000 (1) | | | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | | | | | 617,543 | | | | | | 0.0 | | |
1,225,000 (1) | | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | | | 1,332,475 | | | | | | 0.1 | | |
215,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | | | | | 221,800 | | | | | | 0.0 | | |
700,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 731,500 | | | | | | 0.0 | | |
450,000 (1) | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | | 459,326 | | | | | | 0.0 | | |
1,050,000 (1) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 1,143,146 | | | | | | 0.1 | | |
675,000 (1) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | | | | | 736,593 | | | | | | 0.0 | | |
1,000,000 (1) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 1,084,845 | | | | | | 0.1 | | |
550,000 (1) | | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | | | 631,522 | | | | | | 0.0 | | |
920,000 (1) | | | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | | | | | 923,450 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
400,000 (1) | | | Molina Healthcare, Inc., 4.375%, 06/15/2028 | | | | $ | 408,600 | | | | | | 0.0 | | |
1,100,000 (1) | | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 1,131,625 | | | | | | 0.1 | | |
100,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.625%, 10/01/2028 | | | | | 103,000 | | | | | | 0.0 | | |
650,000 (1) | | | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | | | | | 674,017 | | | | | | 0.0 | | |
605,000 (1) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 634,639 | | | | | | 0.0 | | |
775,000 (1) | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 790,500 | | | | | | 0.0 | | |
775,000 (1) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 801,156 | | | | | | 0.1 | | |
230,000 (1)(3)(5) | | | Polaris Intermediate Corp., 8.500% (PIK Rate 9.250%, Cash Rate 8.500)%, 12/01/2022 | | | | | 234,313 | | | | | | 0.0 | | |
225,000 (1) | | | Post Holdings, Inc., 4.625%, 04/15/2030 | | | | | 231,750 | | | | | | 0.0 | | |
1,325,000 (1) | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,405,746 | | | | | | 0.1 | | |
1,120,000 (1) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 1,166,525 | | | | | | 0.1 | | |
400,000 (1) | | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | | | 422,750 | | | | | | 0.0 | | |
900,000 (1) | | | Tenet Healthcare Corp., 6.125%, 10/01/2028 | | | | | 878,063 | | | | | | 0.0 | | |
700,000 (1) | | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 735,742 | | | | | | 0.0 | | |
820,000 (1) | | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 838,278 | | | | | | 0.0 | | |
25,772,000 | | | Other Securities | | | | | 28,801,378 | | | | | | 1.2 | | |
| | | | | | | | 68,586,499 | | | | | | 2.7 | | |
| | | Energy: 4.0% | | ||||||||||||
425,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 401,625 | | | | | | 0.0 | | |
275,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 264,745 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
325,000 (1) | | | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | | | | $ | 287,157 | | | | | | 0.0 | | |
925,000 (1) | | | CNX Resources Corp., 7.250%, 03/14/2027 | | | | | 944,675 | | | | | | 0.1 | | |
340,000 (1) | | | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | | | | | 395,784 | | | | | | 0.0 | | |
8,550,000 (6) | | | Energy Transfer Operating L.P., 4.900%-7.125%, 02/01/2024-12/31/2199 | | | | | 7,438,895 | | | | | | 0.3 | | |
1,325,000 (1) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 1,398,703 | | | | | | 0.1 | | |
530,000 (1) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 547,225 | | | | | | 0.0 | | |
325,000 (1) | | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | | | 324,561 | | | | | | 0.0 | | |
575,000 (1) | | | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | | | | | 586,848 | | | | | | 0.0 | | |
650,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 10/01/2025 | | | | | 590,619 | | | | | | 0.0 | | |
365,000 (1) | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/2024 | | | | | 332,568 | | | | | | 0.0 | | |
700,000 (1) | | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 683,046 | | | | | | 0.0 | | |
300,000 (1) | | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | | | | 351,601 | | | | | | 0.0 | | |
1,050,000 (1) | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 633,738 | | | | | | 0.0 | | |
595,000 (1) | | | Nabors Industries Ltd., 7.250%, 01/15/2026 | | | | | 295,269 | | | | | | 0.0 | | |
1,000,000 (1) | | | Oleoducto Central SA, 4.000%, 07/14/2027 | | | | | 1,039,250 | | | | | | 0.1 | | |
1,050,000 (1) | | | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | | | | | 1,046,719 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,375,000 (1) | | | Pertamina Persero PT, 3.100%, 01/21/2030 | | | | $ | 1,427,808 | | | | | | 0.1 | | |
750,000 (1) | | | Pertamina Persero PT, 3.100%, 08/25/2030 | | | | | 778,235 | | | | | | 0.0 | | |
7,350,000 | | | Petrobras Global Finance BV, 5.750%, 02/01/2029 | | | | | 8,119,912 | | | | | | 0.3 | | |
775,000 | | | Petrobras Global Finance BV, 7.375%, 01/17/2027 | | | | | 918,840 | | | | | | 0.1 | | |
7,450,000 (1) | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | | | 6,204,881 | | | | | | 0.3 | | |
575,000 | | | Petroleos Mexicanos, 6.500%, 01/23/2029 | | | | | 515,344 | | | | | | 0.0 | | |
2,000,000 (1) | | | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | | | | | 2,072,176 | | | | | | 0.1 | | |
775,000 (1) | | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | | | | | 701,003 | | | | | | 0.0 | | |
400,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 361,162 | | | | | | 0.0 | | |
440,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | | | | | 442,607 | | | | | | 0.0 | | |
725,000 (1) | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 703,467 | | | | | | 0.0 | | |
950,000 (1) | | | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | | | | | 960,986 | | | | | | 0.1 | | |
475,000 (1) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 468,678 | | | | | | 0.0 | | |
57,090,000 | | | Other Securities | | | | | 57,622,571 | | | | | | 2.3 | | |
| | | | | | | | 98,860,698 | | | | | | 4.0 | | |
| | | Financial: 2.2% | | ||||||||||||
1,950,000 (1) | | | Akbank T.A.S., 6.800%, 02/06/2026 | | | | | 1,893,770 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,600,000 (1) | | | Banco Bradesco SA/Cayman Islands, 3.200%, 01/27/2025 | | | | $ | 1,633,016 | | | | | | 0.1 | | |
2,275,000 (1)(6) | | | Banco de Credito del Peru, 3.125%, 07/01/2030 | | | | | 2,286,102 | | | | | | 0.1 | | |
1,550,000 (1) | | | Banco Internacional del Peru SAA Interbank, 3.250%, 10/04/2026 | | | | | 1,618,603 | | | | | | 0.1 | | |
1,200,000 (1) | | | Banco Votorantim SA, 4.500%, 09/24/2024 | | | | | 1,237,512 | | | | | | 0.1 | | |
3,325,000 (1)(6) | | | Bangkok Bank PCL/ Hong Kong, 5.000%, 12/31/2199 | | | | | 3,334,841 | | | | | | 0.1 | | |
750,000 (1) | | | BBVA Bancomer SA/Texas, 1.875%, 09/18/2025 | | | | | 733,687 | | | | | | 0.0 | | |
409,000 (1) | | | BPCE SA, 4.500%, 03/15/2025 | | | | | 452,769 | | | | | | 0.0 | | |
1,000,000 | | | Citigroup, Inc., 4.750%, 05/18/2046 | | | | | 1,261,037 | | | | | | 0.1 | | |
675,000 (1) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 702,861 | | | | | | 0.0 | | |
1,150,000 (1) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 1,163,196 | | | | | | 0.1 | | |
975,000 (1) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 997,230 | | | | | | 0.0 | | |
250,000 (1) | | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | | | 256,560 | | | | | | 0.0 | | |
410,000 (1) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | | 428,194 | | | | | | 0.0 | | |
330,000 (1) | | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | | | 348,930 | | | | | | 0.0 | | |
1,500,000 (1) | | | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | | | | | 1,527,375 | | | | | | 0.1 | | |
277,000 | | | JPMorgan Chase & Co., 4.250%, 10/01/2027 | | | | | 322,783 | | | | | | 0.0 | | |
6,800,000 (6) | | | JPMorgan Chase & Co., 4.600%, 12/31/2199 | | | | | 6,672,500 | | | | | | 0.3 | | |
1,050,000 (1)(6) | | | Kookmin Bank, 4.350%, 12/31/2199 | | | | | 1,097,235 | | | | | | 0.1 | | |
590,000 (1) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | | 597,744 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
290,000 (1) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | | $ | 296,090 | | | | | | 0.0 | | |
268,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 302,733 | | | | | | 0.0 | | |
1,100,000 (1)(6) | | | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | | | | | 1,089,599 | | | | | | 0.0 | | |
950,000 (1) | | | QNB Finansbank AS, 6.875%, 09/07/2024 | | | | | 965,059 | | | | | | 0.0 | | |
900,000 (1) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | | 949,982 | | | | | | 0.0 | | |
1,075,000 (1) | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 1,092,469 | | | | | | 0.0 | | |
1,000,000 (1) | | | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | | | | | 903,606 | | | | | | 0.1 | | |
550,000 (1) | | | Turkiye Vakiflar Bankasi TAO, 8.125%, 03/28/2024 | | | | | 555,198 | | | | | | 0.0 | | |
2,019,000 | | | Wells Fargo & Co., 4.300%-4.750%, 07/22/2027-12/07/2046 | | | | | 2,497,932 | | | | | | 0.1 | | |
17,554,000 (2) | | | Other Securities | | | | | 18,585,023 | | | | | | 0.7 | | |
| | | | | | | | 55,803,636 | | | | | | 2.2 | | |
| | | Industrial: 1.6% | | ||||||||||||
520,000 (1) | | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | | 537,495 | | | | | | 0.0 | | |
1,225,000 (1)(5) | | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500)%, 06/30/2027 | | | | | 1,220,161 | | | | | | 0.1 | | |
410,000 (1) | | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | | | | | 415,594 | | | | | | 0.0 | | |
1,140,000 (1) | | | Berry Global, Inc., 5.625%, 07/15/2027 | | | | | 1,197,712 | | | | | | 0.1 | | |
975,000 (1) | | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 1,003,641 | | | | | | 0.1 | | |
250,000 (1) | | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 232,187 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
625,000 (1) | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | $ | 634,116 | | | | | | 0.0 | | |
450,000 (1) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 466,594 | | | | | | 0.0 | | |
450,000 (1) | | | Builders FirstSource, Inc., 6.750%, 06/01/2027 | | | | | 482,625 | | | | | | 0.0 | | |
650,000 (1) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 658,027 | | | | | | 0.0 | | |
1,225,000 (1) | | | Cascades, Inc./ Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 1,290,078 | | | | | | 0.1 | | |
1,275,000 (1) | | | Cemex SAB de CV, 5.200%, 09/17/2030 | | | | | 1,282,841 | | | | | | 0.1 | | |
675,000 (1) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | | 700,312 | | | | | | 0.0 | | |
375,000 (1) | | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | | | 389,696 | | | | | | 0.0 | | |
275,000 (1) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 299,147 | | | | | | 0.0 | | |
200,000 (1) | | | GFL Environmental, Inc., 4.250%, 06/01/2025 | | | | | 202,375 | | | | | | 0.0 | | |
416,000 (1) | | | GFL Environmental, Inc., 7.000%, 06/01/2026 | | | | | 439,327 | | | | | | 0.1 | | |
395,000 (1) | | | GFL Environmental, Inc., 8.500%, 05/01/2027 | | | | | 429,316 | | | | | | 0.0 | | |
550,000 (1) | | | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | | | | | 573,719 | | | | | | 0.0 | | |
525,000 (1) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 540,750 | | | | | | 0.0 | | |
2,775,000 (1) | | | Indian Railway Finance Corp. Ltd., 3.249%, 02/13/2030 | | | | | 2,791,348 | | | | | | 0.1 | | |
380,000 (1) | | | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | | | | | 386,051 | | | | | | 0.0 | | |
1,550,000 (1)(6) | | | Klabin Austria GmbH, 5.750%, 04/03/2029 | | | | | 1,738,713 | | | | | | 0.1 | | |
900,000 (1) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 914,625 | | | | | | 0.0 | | |
900,000 (1) | | | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | | | | | 976,500 | | | | | | 0.0 | | |
825,000 (1) | | | Norbord, Inc., 5.750%, 07/15/2027 | | | | | 874,385 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
935,000 (1) | | | PGT Innovations, Inc., 6.750%, 08/01/2026 | | | | $ | 999,104 | | | | | | 0.1 | | |
1,180,000 (1) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 1,182,213 | | | | | | 0.1 | | |
725,000 (1) | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 734,425 | | | | | | 0.0 | | |
162,000 (1) | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | | | | | 164,916 | | | | | | 0.0 | | |
825,000 (1) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | | 910,268 | | | | | | 0.0 | | |
460,000 (1) | | | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | | | | | 454,880 | | | | | | 0.0 | | |
800,000 (1) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 858,848 | | | | | | 0.0 | | |
225,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 228,914 | | | | | | 0.0 | | |
575,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | | | | 599,797 | | | | | | 0.0 | | |
615,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 657,164 | | | | | | 0.1 | | |
750,000 (1) | | | Vertical Holdco GmbH, 7.625%, 07/15/2028 | | | | | 794,063 | | | | | | 0.0 | | |
240,000 (1) | | | Vertical US Newco, Inc., 5.250%, 07/15/2027 | | | | | 249,874 | | | | | | 0.0 | | |
650,000 (1) | | | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | | | | | 658,125 | | | | | | 0.0 | | |
10,274,000 | | | Other Securities | | | | | 11,369,555 | | | | | | 0.5 | | |
| | | | | | | | 40,539,481 | | | | | | 1.6 | | |
| | | Technology: 0.8% | | ||||||||||||
950,000 (1) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 980,585 | | | | | | 0.1 | | |
650,000 (1) | | | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | | | | | 668,476 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
250,000 (1) | | | Boxer Parent Co., Inc., 7.125%, 10/02/2025 | | | | $ | 267,375 | | | | | | 0.0 | | |
250,000 (1) | | | Boxer Parent Co., Inc., 9.125%, 03/01/2026 | | | | | 265,938 | | | | | | 0.0 | | |
160,000 (1) | | | BY Crown Parent LLC / BY Bond Finance, Inc., 4.250%, 01/31/2026 | | | | | 163,100 | | | | | | 0.0 | | |
700,000 (1) | | | BY Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 713,051 | | | | | | 0.1 | | |
650,000 (1) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 621,462 | | | | | | 0.0 | | |
1,600,000 (1) | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 1,622,000 | | | | | | 0.1 | | |
345,000 (1) | | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 359,249 | | | | | | 0.0 | | |
1,000,000 (1) | | | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | | | | | 1,328,883 | | | | | | 0.1 | | |
95,000 (1) | | | Entegris, Inc., 4.375%, 04/15/2028 | | | | | 97,909 | | | | | | 0.0 | | |
605,000 (1) | | | Entegris, Inc., 4.625%, 02/10/2026 | | | | | 620,010 | | | | | | 0.0 | | |
650,000 (1) | | | Logan Merger Sub, Inc., 5.500%, 09/01/2027 | | | | | 660,969 | | | | | | 0.0 | | |
1,040,000 (1) | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 1,080,236 | | | | | | 0.1 | | |
700,000 (1) | | | MTS Systems Corp., 5.750%, 08/15/2027 | | | | | 691,478 | | | | | | 0.0 | | |
635,000 (1) | | | ON Semiconductor Corp., 3.875%, 09/01/2028 | | | | | 645,128 | | | | | | 0.0 | | |
225,000 (1) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 227,988 | | | | | | 0.0 | | |
350,000 (1) | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 364,656 | | | | | | 0.0 | | |
750,000 (1) | | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | | | 772,710 | | | | | | 0.0 | | |
680,000 (1) | | | Science Applications International Corp., 4.875%, 04/01/2028 | | | | | 691,567 | | | | | | 0.0 | | |
1,705,000 (1) | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 1,743,337 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
1,000,000 (1) | | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | $ | 944,045 | | | | | | 0.1 | | |
550,000 (1) | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | | | | | 567,875 | | | | | | 0.0 | | |
2,855,000 | | | Other Securities | | | | | 3,155,795 | | | | | | 0.1 | | |
| | | | | | | | 19,253,822 | | | | | | 0.8 | | |
| | | Utilities: 1.9% | | ||||||||||||
1,325,000 (1) | | | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | | | | | 1,364,419 | | | | | | 0.1 | | |
1,275,000 (1) | | | Centrais Eletricas Brasileiras SA, 3.625%, 02/04/2025 | | | | | 1,273,789 | | | | | | 0.1 | | |
800,000 (1) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 830,752 | | | | | | 0.0 | | |
1,850,000 (1) | | | Colbun SA, 3.150%, 03/06/2030 | | | | | 2,000,312 | | | | | | 0.1 | | |
5,670,000 (6) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 5,750,224 | | | | | | 0.2 | | |
1,050,000 (1) | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 1,094,625 | | | | | | 0.1 | | |
500,000 (1) | | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 570,250 | | | | | | 0.0 | | |
575,000 (1) | | | Kallpa Generacion SA, 4.125%, 08/16/2027 | | | | | 601,953 | | | | | | 0.0 | | |
1,000,000 (1) | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 996,145 | | | | | | 0.0 | | |
2,325,000 (1) | | | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | | | | | 2,484,402 | | | | | | 0.1 | | |
500,000 (1) | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 522,500 | | | | | | 0.0 | | |
575,000 (1) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 607,580 | | | | | | 0.1 | | |
26,289,000 | | | Other Securities | | | | | 28,466,909 | | | | | | 1.1 | | |
| | | | | | | | 46,563,860 | | | | | | 1.9 | | |
| | | Total Corporate Bonds/Notes (Cost $493,155,008) | | | | | 505,278,580 | | | | | | 20.2 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 30.0% | | |||||||||||||||
133,773 | | | Adjustable Rate Mortgage Trust 2005-7 7A21, 0.648%, (US0001M + 0.500)%, 10/25/2035 | | | | $ | 133,889 | | | | | | 0.0 | | |
1,117,632 (1)(6) | | | Agate Bay Mortgage Trust 2014-1 B4, 3.859%, 07/25/2044 | | | | | 1,123,495 | | | | | | 0.0 | | |
4,016,450 (1)(6) | | | Agate Bay Mortgage Trust 2014-2 B2, 3.870%, 09/25/2044 | | | | | 4,079,119 | | | | | | 0.2 | | |
1,647,621 (1)(6) | | | Agate Bay Mortgage Trust 2014-2 B4, 3.870%, 09/25/2044 | | | | | 1,647,015 | | | | | | 0.1 | | |
2,366,190 (1)(6) | | | Agate Bay Mortgage Trust 2015-2 B3, 3.708%, 03/25/2045 | | | | | 2,409,824 | | | | | | 0.1 | | |
1,117,538 (1)(6) | | | Agate Bay Mortgage Trust 2015-4 B3, 3.575%, 06/25/2045 | | | | | 1,128,054 | | | | | | 0.1 | | |
2,557,378 (1)(6) | | | Agate Bay Mortgage Trust 2016-1 B3, 3.755%, 12/25/2045 | | | | | 2,627,693 | | | | | | 0.1 | | |
1,000,000 (1)(6) | | | Agate Bay Mortgage Trust 2016-1 B4, 3.755%, 12/25/2045 | | | | | 907,815 | | | | | | 0.0 | | |
1,137,085 (1)(6) | | | Agate Bay Mortgage Trust 2016-2 B4, 3.782%, 03/25/2046 | | | | | 1,102,563 | | | | | | 0.0 | | |
724,807 | | | Alternative Loan Trust 2004-J7 MI, 1.168%, (US0001M + 1.020)%, 10/25/2034 | | | | | 698,323 | | | | | | 0.0 | | |
125,046 | | | Alternative Loan Trust 2005-10CB 1A1, 0.648%, (US0001M + 0.500)%, 05/25/2035 | | | | | 99,045 | | | | | | 0.0 | | |
498,853 | | | Alternative Loan Trust 2005-10CB 1A2, 0.598%, (US0001M + 0.450)%, 05/25/2035 | | | | | 394,211 | | | | | | 0.0 | | |
510,357 | | | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | | | | | 498,418 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
183,623 | | | Alternative Loan Trust 2005-51 3A2A, 2.309%, (12MTA + 1.290)%, 11/20/2035 | | | | $ | 168,791 | | | | | | 0.0 | | |
56,412 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 55,447 | | | | | | 0.0 | | |
260,835 | | | Alternative Loan Trust 2005-J2 1A12, 0.548%, (US0001M + 0.400)%, 04/25/2035 | | | | | 212,685 | | | | | | 0.0 | | |
36,294 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 25,508 | | | | | | 0.0 | | |
654,926 | | | Alternative Loan Trust 2006-18CB A10, 0.548%, (US0001M + 0.400)%, 07/25/2036 | | | | | 298,535 | | | | | | 0.0 | | |
157,251 | | | Alternative Loan Trust 2006-19CB A12, 0.548%, (US0001M + 0.400)%, 08/25/2036 | | | | | 83,983 | | | | | | 0.0 | | |
665,921 | | | Alternative Loan Trust 2006-19CB A28, 0.748%, (US0001M + 0.600)%, 08/25/2036 | | | | | 365,403 | | | | | | 0.0 | | |
1,123,466 | | | Alternative Loan Trust 2006-27CB A5, 6.000%, 11/25/2036 | | | | | 945,303 | | | | | | 0.1 | | |
408,978 | | | Alternative Loan Trust 2006-HY11 A1, 0.268%, (US0001M + 0.120)%, 06/25/2036 | | | | | 389,878 | | | | | | 0.0 | | |
1,159,560 | | | Alternative Loan Trust 2007-15CB A5, 5.750%, 07/25/2037 | | | | | 972,717 | | | | | | 0.1 | | |
170,658 | | | Alternative Loan Trust 2007-2CB 2A1, 0.748%, (US0001M + 0.600)%, 03/25/2037 | | | | | 82,927 | | | | | | 0.0 | | |
298,033 | | | Alternative Loan Trust 2007-HY8C A1, 0.308%, (US0001M + 0.160)%, 09/25/2047 | | | | | 275,346 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
846,685 | | | Alternative Loan Trust 2007-OA4 A1, 0.318%, (US0001M + 0.170)%, 05/25/2047 | | | | $ | 778,450 | | | | | | 0.1 | | |
1,439,966 (1)(6) | | | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | | | | | 1,469,188 | | | | | | 0.1 | | |
3,700,387 (1) | | | Arroyo Mortgage Trust 2020-1 A1B, 2.100%, 03/25/2055 | | | | | 3,729,019 | | | | | | 0.1 | | |
473,335 | | | Banc of America Funding 2007-2 1A16 Trust, 0.748%, (US0001M + 0.600)%, 03/25/2037 | | | | | 359,516 | | | | | | 0.0 | | |
2,411,215 | | | Banc of America Funding 2007-C 7A1 Trust, 0.366%, (US0001M + 0.210)%, 05/20/2047 | | | | | 2,283,274 | | | | | | 0.1 | | |
5,000,000 (1)(6) | | | Chase Home Lending Mortgage Trust 2019-ATR1 A5, 4.000%, 04/25/2049 | | | | | 5,258,832 | | | | | | 0.2 | | |
516,071 (1)(6) | | | Chase Home Lending Mortgage Trust 2019-ATR2 A3, 3.500%, 07/25/2049 | | | | | 531,956 | | | | | | 0.0 | | |
982,611 (1)(6) | | | Chase Mortgage Finance Corp. 2019-1 B2, 3.951%, 03/25/2050 | | | | | 1,012,042 | | | | | | 0.0 | | |
1,277,394 (1)(6) | | | Chase Mortgage Finance Corp. 2019-1 B3, 3.951%, 03/25/2050 | | | | | 1,320,786 | | | | | | 0.1 | | |
511,301 (6) | | | Chase Mortgage Finance Trust Series 2006-A1 2A3, 3.246%, 09/25/2036 | | | | | 464,206 | | | | | | 0.0 | | |
493,603 | | | CHL Mortgage Pass-Through Trust 2005-HYB9 2A1, 2.207%, (US0012M + 1.750)%, 02/20/2036 | | | | | 482,054 | | | | | | 0.0 | | |
1,344,454 (1)(6) | | | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | | | | | 1,391,594 | | | | | | 0.1 | | |
997,690 (1)(6) | | | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | | | | | 1,035,384 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
678,149 (1)(6) | | | CIM Trust 2019-INV3 A15, 3.500%, 08/25/2049 | | | | $ | 691,365 | | | | | | 0.0 | | |
1,017,223 (1)(6) | | | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | | | | | 1,054,055 | | | | | | 0.0 | | |
1,615,995 (1)(6) | | | CIM Trust 2019-J1 1A2, 3.500%, 08/25/2049 | | | | | 1,640,527 | | | | | | 0.1 | | |
1,769,179 (1)(6) | | | CIM Trust 2019-J1 B3, 4.023%, 08/25/2049 | | | | | 1,781,154 | | | | | | 0.1 | | |
3,187,586 (1)(6) | | | CIM Trust 2019-J2 B2, 3.837%, 10/25/2049 | | | | | 3,087,777 | | | | | | 0.1 | | |
2,001,553 (1)(6) | | | CIM Trust 2019-J2 B3, 3.837%, 10/25/2049 | | | | | 1,900,860 | | | | | | 0.1 | | |
1,200,000 (1)(6) | | | CIM Trust 2020-INV1 A13, 3.000%, 04/25/2050 | | | | | 1,238,282 | | | | | | 0.1 | | |
624,155 | | | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | | | | | 636,885 | | | | | | 0.1 | | |
109,279 (6) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.851%, 03/25/2036 | | | | | 96,818 | | | | | | 0.0 | | |
59,540 (6) | | | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.570%, 11/25/2036 | | | | | 51,998 | | | | | | 0.0 | | |
329,341 (1)(6) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 332,516 | | | | | | 0.0 | | |
194,026 (6) | | | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 3.023%, 08/25/2035 | | | | | 196,831 | | | | | | 0.0 | | |
571,183 | | | Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2, 6.000%, 11/25/2035 | | | | | 585,798 | | | | | | 0.0 | | |
1,000,000 (1)(6) | | | COLT 2019-1 M1 Mortgage Loan Trust, 4.518%, 03/25/2049 | | | | | 1,011,231 | | | | | | 0.1 | | |
3,157,225 (1)(6) | | | COLT 2019-4 A3 Mortgage Loan Trust, 2.988%, 11/25/2049 | | | | | 3,184,596 | | | | | | 0.1 | | |
5,002,638 (1) | | | Connecticut Avenue Securities Trust 2019-R07 1M2, 2.248%, (US0001M + 2.100)%, 10/25/2039 | | | | | 4,990,995 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,740,000 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.148%, (US0001M + 2.000)%, 01/25/2040 | | | | $ | 5,623,344 | | | | | | 0.2 | | |
24,955 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.648%, (US0001M + 0.500)%, 11/25/2035 | | | | | 11,598 | | | | | | 0.0 | | |
779,387 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.868%, (US0001M + 0.720)%, 11/25/2035 | | | | | 765,269 | | | | | | 0.0 | | |
800,000 (1)(6) | | | CSMC 2017-HL1 A12 Trust, 3.500%, 06/25/2047 | | | | | 832,013 | | | | | | 0.0 | | |
3,634,641 (1)(7) | | | CSMC 2019-AFC1 A3 Trust, 2.877% (Step Rate @ 3.877% on 08/25/2023), 07/25/2049 | | | | | 3,679,691 | | | | | | 0.1 | | |
1,311,104 (1)(6) | | | CSMC Trust 2013-7 A11, 3.500%, 08/25/2043 | | | | | 1,366,394 | | | | | | 0.1 | | |
1,500,000 (1)(6) | | | Deephave Residential Mortgage Trust 2019-2A M1, 3.921%, 04/25/2059 | | | | | 1,508,546 | | | | | | 0.1 | | |
1,400,000 (1)(6) | | | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | | | | | 1,427,670 | | | | | | 0.0 | | |
2,126,000 (1)(6) | | | Deephaven Residential Mortgage Trust 2018-3 M1, 4.357%, 08/25/2058 | | | | | 2,154,488 | | | | | | 0.1 | | |
2,000,000 (1)(6) | | | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | | | | | 2,014,670 | | | | | | 0.1 | | |
2,000,000 (1)(6) | | | Deephaven Residential Mortgage Trust 2019-4 M1, 3.484%, 10/25/2059 | | | | | 2,052,551 | | | | | | 0.1 | | |
2,000,000 (1)(6) | | | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | | | | | 1,950,955 | | | | | | 0.1 | | |
3,800,000 (1) | | | Deephaven Residential Mortgage Trust 2020-2 A2, 2.594%, 05/25/2065 | | | | | 3,823,057 | | | | | | 0.1 | | |
597,503 | | | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 0.448%, (US0001M + 0.300)%, 04/25/2037 | | | | | 404,084 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
132,050 (1)(6) | | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.264%, 06/27/2037 | | | | $ | 130,093 | | | | | | 0.0 | | |
1,987,387 (1)(6) | | | Ellington Financial Mortgage Trust 2019-2 A3, 3.046%, 11/25/2059 | | | | | 2,026,999 | | | | | | 0.1 | | |
1,700,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.798%, (US0001M + 3.650)%, 02/25/2040 | | | | | 1,593,045 | | | | | | 0.1 | | |
688,970 (8) | | | Fannie Mae 2007-18 BS, 6.452%, (-1.000*US0001M + 6.600)%, 06/25/2035 | | | | | 142,963 | | | | | | 0.0 | | |
2,132,050 (8) | | | Fannie Mae 2008-94 SI, 5.352%, (-1.000*US0001M + 5.500)%, 04/25/2036 | | | | | 551,883 | | | | | | 0.0 | | |
414,455 (8) | | | Fannie Mae 2009-95 HI, 6.000%, 12/25/2038 | | | | | 4,415 | | | | | | 0.0 | | |
270,868 | | | Fannie Mae 2010-15 FD, 0.888%, (US0001M + 0.740)%, 03/25/2040 | | | | | 276,007 | | | | | | 0.0 | | |
726,986 | | | Fannie Mae 2011-47 GF, 0.718%, (US0001M + 0.570)%, 06/25/2041 | | | | | 735,803 | | | | | | 0.0 | | |
138,342 | | | Fannie Mae 2012-10 UF, 0.698%, (US0001M + 0.550)%, 02/25/2042 | | | | | 139,793 | | | | | | 0.0 | | |
271,823 (8) | | | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000)%, 08/25/2042 | | | | | 54,126 | | | | | | 0.0 | | |
906,009 (8) | | | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | | | | | 55,953 | | | | | | 0.0 | | |
5,685,377 (8) | | | Fannie Mae 2013-67 AI, 3.000%, 07/25/2028 | | | | | 361,844 | | | | | | 0.0 | | |
1,255,732 (8) | | | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | | | | | 29,863 | | | | | | 0.0 | | |
32,806,252 (8) | | | Fannie Mae 2018-86 US, 6.052%, (-1.000*US0001M + 6.200)%, 12/25/2048 | | | | | 6,791,157 | | | | | | 0.3 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,292,733 | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 4.398%, (US0001M + 4.250)%, 04/25/2029 | | | | $ | 2,354,057 | | | | | | 0.1 | | |
101,157 | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.048%, (US0001M + 4.900)%, 11/25/2024 | | | | | 105,323 | | | | | | 0.0 | | |
1,592,225 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.148%, (US0001M + 4.000)%, 05/25/2025 | | | | | 1,617,673 | | | | | | 0.1 | | |
978,701 | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 5.148%, (US0001M + 5.000)%, 07/25/2025 | | | | | 1,005,131 | | | | | | 0.0 | | |
1,508,624 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.698%, (US0001M + 5.550)%, 04/25/2028 | | | | | 1,553,990 | | | | | | 0.1 | | |
3,689,181 | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.448%, (US0001M + 4.300)%, 02/25/2025 | | | | | 3,764,269 | | | | | | 0.2 | | |
3,454,311 | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.398%, (US0001M + 4.250)%, 01/25/2029 | | | | | 3,592,355 | | | | | | 0.1 | | |
3,969,909 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.598%, (US0001M + 4.450)%, 01/25/2029 | | | | | 4,110,073 | | | | | | 0.2 | | |
5,964,608 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.498%, (US0001M + 4.350)%, 05/25/2029 | | | | | 6,187,295 | | | | | | 0.2 | | |
1,768,569 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.698%, (US0001M + 3.550)%, 07/25/2029 | | | | | 1,826,128 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,712,402 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.798%, (US0001M + 3.650)%, 09/25/2029 | | | | $ | 3,767,067 | | | | | | 0.2 | | |
7,807,366 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000)%, 10/25/2029 | | | | | 7,800,842 | | | | | | 0.3 | | |
1,218,617 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.998%, (US0001M + 2.850)%, 11/25/2029 | | | | | 1,214,969 | | | | | | 0.0 | | |
4,842,025 | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 2.348%, (US0001M + 2.200)%, 01/25/2030 | | | | | 4,794,809 | | | | | | 0.2 | | |
3,869,604 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.798%, (US0001M + 2.650)%, 02/25/2030 | | | | | 3,836,940 | | | | | | 0.2 | | |
3,159,102 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.548%, (US0001M + 2.400)%, 05/28/2030 | | | | | 3,112,368 | | | | | | 0.1 | | |
3,955,616 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.648%, (US0001M + 2.500)%, 05/25/2030 | | | | | 3,932,736 | | | | | | 0.2 | | |
3,753,651 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.948%, (US0001M + 2.800)%, 02/25/2030 | | | | | 3,760,723 | | | | | | 0.2 | | |
2,926,415 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.348%, (US0001M + 2.200)%, 08/25/2030 | | | | | 2,843,770 | | | | | | 0.1 | | |
2,386,138 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.298%, (US0001M + 2.150)%, 10/25/2030 | | | | | 2,349,978 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,756,943 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.698%, (US0001M + 2.550)%, 12/25/2030 | | | | $ | 5,679,879 | | | | | | 0.2 | | |
9,678,320 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.498%, (US0001M + 2.350)%, 01/25/2031 | | | | | 9,534,793 | | | | | | 0.4 | | |
4,320,075 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.148%, (US0001M + 2.000)%, 03/25/2031 | | | | | 4,259,776 | | | | | | 0.2 | | |
3,058,925 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.248%, (US0001M + 2.100)%, 03/25/2031 | | | | | 3,017,806 | | | | | | 0.1 | | |
6,278,500 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.398%, (US0001M + 2.250)%, 07/25/2030 | | | | | 6,221,415 | | | | | | 0.2 | | |
4,326,295 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.448%, (US0001M + 2.300)%, 08/25/2031 | | | | | 4,318,385 | | | | | | 0.2 | | |
2,150,768 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.248%, (US0001M + 2.100)%, 06/25/2039 | | | | | 2,145,754 | | | | | | 0.1 | | |
2,109,390 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.298%, (US0001M + 2.150)%, 09/25/2031 | | | | | 2,109,087 | | | | | | 0.1 | | |
1,574,928 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.548%, (US0001M + 2.400)%, 04/25/2031 | | | | | 1,572,706 | | | | | | 0.1 | | |
3,761,739 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.598%, (US0001M + 2.450)%, 07/25/2031 | | | | | 3,753,947 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,000,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.248%, (US0001M + 4.100)%, 07/25/2039 | | | | $ | 881,563 | | | | | | 0.0 | | |
4,350,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.198%, (US0001M + 2.050)%, 01/25/2040 | | | | | 4,286,934 | | | | | | 0.2 | | |
1,800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.798%, (US0001M + 3.650)%, 02/25/2040 | | | | | 1,724,131 | | | | | | 0.1 | | |
42 | | | Fannie Mae Connecticut Avenue Securities, 5.848%, (US0001M + 5.700)%, 04/25/2028 | | | | | 43 | | | | | | 0.0 | | |
2,907,708 | | | Fannie Mae Connecticut Avenue Securities, 6.048%, (US0001M + 5.900)%, 10/25/2028 | | | | | 3,082,279 | | | | | | 0.1 | | |
802,112 (8) | | | Fannie Mae Interest Strip Series 346 6, 5.000%, 10/25/2033 | | | | | 137,024 | | | | | | 0.0 | | |
127,128 (8) | | | Fannie Mae REMIC Trust 2000-26 SP, 8.352%, (-1.000*US0001M + 8.500)%, 08/25/2030 | | | | | 21,199 | | | | | | 0.0 | | |
192,532 (8) | | | Fannie Mae REMIC Trust 2002-13 SR, 6.452%, (-1.000*US0001M + 6.600)%, 03/25/2032 | | | | | 34,952 | | | | | | 0.0 | | |
109,036 (8) | | | Fannie Mae REMIC Trust 2004-64 SW, 6.902%, (-1.000*US0001M + 7.050)%, 08/25/2034 | | | | | 24,318 | | | | | | 0.0 | | |
78,363 (8) | | | Fannie Mae REMIC Trust 2004-66 SE, 6.352%, (-1.000*US0001M + 6.500)%, 09/25/2034 | | | | | 15,609 | | | | | | 0.0 | | |
419,884 (8) | | | Fannie Mae REMIC Trust 2009-25 SN, 6.402%, (-1.000*US0001M + 6.550)%, 04/25/2039 | | | | | 105,989 | | | | | | 0.0 | | |
123,367 (8) | | | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | | | | | 3,610 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
17,464,526 (8) | | | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050)%, 06/25/2042 | | | | $ | 29,995 | | | | | | 0.0 | | |
762,297 (8) | | | Fannie Mae REMIC Trust 2013-116 SC, 6.052%, (-1.000*US0001M + 6.200)%, 04/25/2033 | | | | | 72,107 | | | | | | 0.0 | | |
1,799,952 (8) | | | Fannie Mae REMICS 2004-53 UC, 7.402%, (-1.000*US0001M + 7.550)%, 07/25/2034 | | | | | 455,131 | | | | | | 0.0 | | |
1,848,997 (8) | | | Fannie Mae REMICS 2005-59 NS, 6.602%, (-1.000*US0001M + 6.750)%, 05/25/2035 | | | | | 230,563 | | | | | | 0.0 | | |
183,586 | | | Fannie Mae REMICS 2006-46 SP, 23.657%, (-3.667*US0001M + 24.200)%, 06/25/2036 | | | | | 354,161 | | | | | | 0.0 | | |
6,246,212 (8) | | | Fannie Mae REMICS 2007-22 SD, 6.252%, (-1.000*US0001M + 6.400)%, 03/25/2037 | | | | | 1,498,818 | | | | | | 0.1 | | |
4,856,743 (8) | | | Fannie Mae REMICS 2007-30 IE, 6.592%, (-1.000*US0001M + 6.740)%, 04/25/2037 | | | | | 1,325,678 | | | | | | 0.1 | | |
3,356,475 (8) | | | Fannie Mae REMICS 2007-55 S, 6.612%, (-1.000*US0001M + 6.760)%, 06/25/2037 | | | | | 760,987 | | | | | | 0.0 | | |
404,918 (8) | | | Fannie Mae REMICS 2010-102 DI, 4.000%, 06/25/2029 | | | | | 5,958 | | | | | | 0.0 | | |
5,680,536 (8) | | | Fannie Mae REMICS 2011-123 SD, 6.452%, (-1.000*US0001M + 6.600)%, 08/25/2039 | | | | | 418,828 | | | | | | 0.0 | | |
425,457 (8) | | | Fannie Mae REMICS 2011-48 HI, 4.000%, 10/25/2038 | | | | | 6,330 | | | | | | 0.0 | | |
21,792,182 (8) | | | Fannie Mae REMICS 2012-111 UI, 3.000%, 10/25/2027 | | | | | 1,420,364 | | | | | | 0.1 | | |
1,827,934 (8) | | | Fannie Mae REMICS 2012-121 DI, 2.500%, 11/25/2027 | | | | | 105,482 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
17,499,183 (8) | | | Fannie Mae REMICS 2012-128 KI, 3.000%, 11/25/2027 | | | | $ | 1,132,111 | | | | | | 0.0 | | |
4,084,322 (8) | | | Fannie Mae REMICS 2012-148 IB, 3.500%, 01/25/2028 | | | | | 307,959 | | | | | | 0.0 | | |
6,127,064 (8) | | | Fannie Mae REMICS 2012-150 PS, 6.002%, (-1.000*US0001M + 6.150)%, 01/25/2043 | | | | | 1,239,136 | | | | | | 0.1 | | |
17,616,107 (8) | | | Fannie Mae REMICS 2013-1 LI, 2.500%, 02/25/2028 | | | | | 968,904 | | | | | | 0.0 | | |
2,399,920 (8) | | | Fannie Mae REMICS 2013-137 PI, 5.000%, 10/25/2041 | | | | | 334,746 | | | | | | 0.0 | | |
17,763,928 (8) | | | Fannie Mae REMICS 2013-19 JS, 6.052%, (-1.000*US0001M + 6.200)%, 10/25/2041 | | | | | 2,144,843 | | | | | | 0.1 | | |
2,077,838 (8) | | | Fannie Mae REMICS 2013-2 NI, 4.000%, 02/25/2043 | | | | | 299,410 | | | | | | 0.0 | | |
6,772,676 (8) | | | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | | | | | 437,071 | | | | | | 0.0 | | |
7,884,542 (8) | | | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | | | | | 644,272 | | | | | | 0.0 | | |
2,515,021 (8) | | | Fannie Mae REMICS 2013-41 BI, 3.000%, 05/25/2028 | | | | | 169,812 | | | | | | 0.0 | | |
2,317,684 (8) | | | Fannie Mae REMICS 2013-69 PI, 3.000%, 04/25/2033 | | | | | 189,211 | | | | | | 0.0 | | |
5,056,764 (8) | | | Fannie Mae REMICS 2013-97 JS, 6.002%, (-1.000*US0001M + 6.150)%, 04/25/2038 | | | | | 1,041,276 | | | | | | 0.0 | | |
11,361,002 (8) | | | Fannie Mae REMICS 2016-19 SB, 5.952%, (-1.000*US0001M + 6.100)%, 04/25/2046 | | | | | 2,313,971 | | | | | | 0.1 | | |
3,354,222 (8) | | | Fannie Mae REMICS 2016-4 BI, 4.000%, 02/25/2046 | | | | | 578,317 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,294,796 (8) | | | Fannie Mae REMICS 2016-61 PI, 4.500%, 01/25/2046 | | | | $ | 392,720 | | | | | | 0.0 | | |
13,022,657 (8) | | | Fannie Mae REMICS 2019-15 AI, 4.000%, 04/25/2059 | | | | | 2,622,884 | | | | | | 0.1 | | |
26,709,183 (8) | | | Fannie Mae REMICS 2019-17 SA, 5.952%, (-1.000*US0001M + 6.100)%, 04/25/2049 | | | | | 5,634,815 | | | | | | 0.2 | | |
25,685,805 (8) | | | Fannie Mae REMICS 2019-8 SB, 5.952%, (-1.000*US0001M + 6.100)%, 03/25/2049 | | | | | 5,295,850 | | | | | | 0.2 | | |
553,052 | | | Fannie Mae Series 2006-11 FA, 0.448%, (US0001M + 0.300)%, 03/25/2036 | | | | | 555,937 | | | | | | 0.0 | | |
800,000 (1),(6) | | | Flagstar Mortgage Trust 2017-2 A7, 3.500%, 10/25/2047 | | | | | 831,457 | | | | | | 0.0 | | |
660,142 (1),(6) | | | Flagstar Mortgage Trust 2018-1 B3, 4.013%, 03/25/2048 | | | | | 674,843 | | | | | | 0.0 | | |
4,753,715 (1),(6) | | | Flagstar Mortgage Trust 2018-2 B2, 4.044%, 04/25/2048 | | | | | 4,942,895 | | | | | | 0.2 | | |
2,967,367 (1),(6) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 3,066,125 | | | | | | 0.1 | | |
3,817,738 (1),(6) | | | Flagstar Mortgage Trust 2018-4 B3, 4.279%, 07/25/2048 | | | | | 3,880,633 | | | | | | 0.2 | | |
960,837 (1),(6) | | | Flagstar Mortgage Trust 2018-5 B3, 4.530%, 09/25/2048 | | | | | 975,536 | | | | | | 0.0 | | |
675,000 (1),(6) | | | Flagstar Mortgage Trust 2018-6RR 1A7, 4.000%, 10/25/2048 | | | | | 695,773 | | | | | | 0.0 | | |
3,636,368 (1),(6) | | | Flagstar Mortgage Trust 2018-6RR B1, 4.995%, 10/25/2048 | | | | | 3,739,235 | | | | | | 0.2 | | |
1,475,995 (1),(6) | | | Flagstar Mortgage Trust 2019-2 B1, 4.135%, 12/25/2049 | | | | | 1,571,145 | | | | | | 0.1 | | |
2,066,393 (1),(6) | | | Flagstar Mortgage Trust 2019-2 B2, 4.135%, 12/25/2049 | | | | | 2,116,066 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,466,044 (1),(6) | | | Flagstar Mortgage Trust 2020-1NV B2A, 4.332%, 03/25/2050 | | | | $ | 3,373,747 | | | | | | 0.1 | | |
2,970,895 (1),(6) | | | Flagstar Mortgage Trust 2020-1NV B3, 4.332%, 03/25/2050 | | | | | 2,864,035 | | | | | | 0.1 | | |
1,477,953 (8) | | | Freddie Mac 2009-70 PS, 6.602%, (-1.000*US0001M + 6.750)%, 01/25/2037 | | | | | 382,590 | | | | | | 0.0 | | |
211,928 (8) | | | Freddie Mac 2524 SH, 7.348%, (-1.000*US0001M + 7.500)%, 11/15/2032 | | | | | 23,447 | | | | | | 0.0 | | |
400,608 (8) | | | Freddie Mac 2525 SM, 7.848%, (-1.000*US0001M + 8.000)%, 02/15/2032 | | | | | 101,409 | | | | | | 0.0 | | |
387,275 (8) | | | Freddie Mac 2981 CS, 6.568%, (-1.000*US0001M + 6.720)%, 05/15/2035 | | | | | 77,932 | | | | | | 0.0 | | |
236,955 (8) | | | Freddie Mac 2989 HS, 6.998%, (-1.000*US0001M + 7.150)%, 08/15/2034 | | | | | 113,738 | | | | | | 0.0 | | |
205,241 (8) | | | Freddie Mac 3018 SM, 7.048%, (-1.000*US0001M + 7.200)%, 08/15/2035 | | | | | 50,924 | | | | | | 0.0 | | |
2,120,364 (8) | | | Freddie Mac 3222 SN, 6.448%, (-1.000*US0001M + 6.600)%, 09/15/2036 | | | | | 465,371 | | | | | | 0.0 | | |
373,538 (6),(8) | | | Freddie Mac 324 144, 6.000%, 06/15/2039 | | | | | 83,956 | | | | | | 0.0 | | |
764,879 (8) | | | Freddie Mac 3523 SA, 5.848%, (-1.000*US0001M + 6.000)%, 09/15/2036 | | | | | 156,241 | | | | | | 0.0 | | |
641,020 (8) | | | Freddie Mac 3582 MS, 5.998%, (-1.000*US0001M + 6.150)%, 10/15/2039 | | | | | 144,342 | | | | | | 0.0 | | |
986,547 (8) | | | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | | | | | 171,975 | | | | | | 0.0 | | |
4,097,765 (8) | | | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | | | | | 385,867 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
152,553 (8) | | | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | | | | $ | 25,085 | | | | | | 0.0 | | |
8,008,600 (8) | | | Freddie Mac 4813 IO, 5.500%, 08/15/2048 | | | | | 1,634,442 | | | | | | 0.1 | | |
120,630 (8) | | | Freddie Mac REMIC Trust 2266 S, 8.398%, (-1.000*US0001M + 8.550)%, 11/15/2030 | | | | | 24,528 | | | | | | 0.0 | | |
187,563 (8) | | | Freddie Mac REMIC Trust 2374 S, 7.948%, (-1.000*US0001M + 8.100)%, 06/15/2031 | | | | | 47,826 | | | | | | 0.0 | | |
104,953 (8) | | | Freddie Mac REMIC Trust 2417 SY, 8.248%, (-1.000*US0001M + 8.400)%, 12/15/2031 | | | | | 29,276 | | | | | | 0.0 | | |
204,851 (8) | | | Freddie Mac REMIC Trust 2577 SA, 7.298%, (-1.000*US0001M + 7.450)%, 02/15/2033 | | | | | 51,956 | | | | | | 0.0 | | |
99,730 (8) | | | Freddie Mac REMIC Trust 2981 SU, 7.648%, (-1.000*US0001M + 7.800)%, 05/15/2030 | | | | | 22,901 | | | | | | 0.0 | | |
167,386 | | | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975)%, 08/15/2035 | | | | | 189,893 | | | | | | 0.0 | | |
679,954 (8) | | | Freddie Mac REMIC Trust 3049 PI, 6.498%, (-1.000*US0001M + 6.650)%, 10/15/2035 | | | | | 162,727 | | | | | | 0.0 | | |
60,091 | | | Freddie Mac REMIC Trust 3085 SK, 64.171%, (-12.000*US0001M + 66.000)%, 12/15/2035 | | | | | 196,354 | | | | | | 0.0 | | |
77,511 (9) | | | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | | | | | 73,229 | | | | | | 0.0 | | |
78,676 (8) | | | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | | | | | 1,514 | | | | | | 0.0 | | |
207,295 (8) | | | Freddie Mac REMIC Trust 3624 TS, 4.648%, (-1.000*US0001M + 4.800)%, 01/15/2040 | | | | | 33,731 | | | | | | 0.0 | | |
289,511 (8) | | | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | | | | | 39,820 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
974,894 (8) | | | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | | | | $ | 111,055 | | | | | | 0.0 | | |
1,908,869 (8) | | | Freddie Mac REMICS 2781 SB, 6.998%, (-1.000*US0001M + 7.150)%, 04/15/2034 | | | | | 448,709 | | | | | | 0.0 | | |
542,573 | | | Freddie Mac REMICS 2921 PF, 0.502%, (US0001M + 0.350)%, 01/15/2035 | | | | | 543,063 | | | | | | 0.0 | | |
4,534,338 (8) | | | Freddie Mac REMICS 3128 JI, 6.478%, (-1.000*US0001M + 6.630)%, 03/15/2036 | | | | | 1,147,382 | | | | | | 0.1 | | |
2,028,261 (8) | | | Freddie Mac REMICS 3298 S, 5.958%, (-1.000*US0001M + 6.110)%, 04/15/2037 | | | | | 453,733 | | | | | | 0.0 | | |
42,958 (8) | | | Freddie Mac REMICS 3759 DI, 4.000%, 10/15/2029 | | | | | 148 | | | | | | 0.0 | | |
184,816 (8) | | | Freddie Mac REMICS 3763 AI, 3.500%, 06/15/2025 | | | | | 3,491 | | | | | | 0.0 | | |
1,271,741 (8) | | | Freddie Mac REMICS 3851 PI, 4.000%, 08/15/2038 | | | | | 10,411 | | | | | | 0.0 | | |
5,369,549 (8) | | | Freddie Mac REMICS 4097 IC, 2.500%, 08/15/2027 | | | | | 292,701 | | | | | | 0.0 | | |
1,397,599 (8) | | | Freddie Mac REMICS 4116 IL, 4.500%, 05/15/2042 | | | | | 220,176 | | | | | | 0.0 | | |
17,484,966 (8) | | | Freddie Mac REMICS 4120 TI, 2.500%, 10/15/2027 | | | | | 919,288 | | | | | | 0.1 | | |
2,492,743 (8) | | | Freddie Mac REMICS 4136 QI, 3.000%, 11/15/2032 | | | | | 162,721 | | | | | | 0.0 | | |
1,870,043 (8) | | | Freddie Mac REMICS 4143 IK, 4.000%, 10/15/2041 | | | | | 139,246 | | | | | | 0.0 | | |
1,598,415 (8) | | | Freddie Mac REMICS 4153 YI, 3.000%, 09/15/2042 | | | | | 85,687 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,406,405 (8) | | | Freddie Mac REMICS 4157 IH, 3.500%, 01/15/2043 | | | | $ | 410,129 | | | | | | 0.0 | | |
2,190,708 (8) | | | Freddie Mac REMICS 4162 DI, 2.000%, 02/15/2028 | | | | | 97,882 | | | | | | 0.0 | | |
8,604,692 (8) | | | Freddie Mac REMICS 4182 IL, 3.000%, 03/15/2028 | | | | | 575,509 | | | | | | 0.0 | | |
1,634,022 (8) | | | Freddie Mac REMICS 4266 LI, 3.500%, 06/15/2028 | | | | | 80,806 | | | | | | 0.0 | | |
42,047,390 (8) | | | Freddie Mac REMICS 4273 PS, 5.948%, (-1.000*US0001M + 6.100)%, 11/15/2043 | | | | | 8,777,048 | | | | | | 0.4 | | |
3,452,804 (8) | | | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | | | | | 502,970 | | | | | | 0.0 | | |
1,046,048 | | | Freddie Mac REMICS 4385 LS, 8.971%, (-2.333*US0001M + 9.333)%, 07/15/2037 | | | | | 1,450,229 | | | | | | 0.1 | | |
3,696,028 (8) | | | Freddie Mac REMICS 4494 LI, 5.000%, 12/15/2043 | | | | | 449,836 | | | | | | 0.0 | | |
10,559,689 (8) | | | Freddie Mac REMICS 4618 SA, 5.848%, (-1.000*US0001M + 6.000)%, 09/15/2046 | | | | | 2,538,389 | | | | | | 0.1 | | |
4,231,434 | | | Freddie Mac REMICS 4625 BI, 3.500%, 06/15/2046 | | | | | 383,946 | | | | | | 0.0 | | |
3,741,999 (8) | | | Freddie Mac REMICS 4708 KI, 4.500%, 11/15/2046 | | | | | 510,760 | | | | | | 0.0 | | |
47,044,644 (8) | | | Freddie Mac REMICS 4903 NS, 5.948%, (-1.000*US0001M + 6.100)%, 08/25/2049 | | | | | 9,123,820 | | | | | | 0.4 | | |
23,092,715 (8) | | | Freddie Mac REMICS 4909 SJ, 5.898%, (-1.000*US0001M + 6.050)%, 09/25/2049 | | | | | 4,240,070 | | | | | | 0.2 | | |
8,513,141 (8) | | | Freddie Mac REMICS 4910 SD, 5.898%, (-1.000*US0001M + 6.050)%, 06/15/2049 | | | | | 1,484,890 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
25,001,864 (8) | | | Freddie Mac REMICS 4910 SH, 5.898%, (-1.000*US0001M + 6.050)%, 09/25/2049 | | | | $ | 5,167,773 | | | | | | 0.2 | | |
32,270,851 (8) | | | Freddie Mac REMICS 4924 SY, 5.898%, (-1.000*US0001M + 6.050)%, 10/25/2049 | | | | | 6,315,825 | | | | | | 0.3 | | |
1,047,793 | | | Freddie Mac REMICS Trust 3740 FB, 0.652%, (US0001M + 0.500)%, 10/15/2040 | | | | | 1,056,088 | | | | | | 0.1 | | |
2,000,000 (1) | | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.998%, (US0001M + 1.850)%, 02/25/2050 | | | | | 1,957,667 | | | | | | 0.1 | | |
2,500,000 (1) | | | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.148%, (US0001M + 3.000)%, 06/25/2050 | | | | | 2,519,929 | | | | | | 0.1 | | |
6,600,000 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.048%, (US0001M + 1.900)%, 01/25/2050 | | | | | 6,486,313 | | | | | | 0.3 | | |
3,300,000 (1) | | | Freddie Mac STACR Trust 2018-DNA2 M2, 2.298%, (US0001M + 2.150)%, 12/25/2030 | | | | | 3,225,482 | | | | | | 0.1 | | |
4,000,000 (1) | | | Freddie Mac STACR Trust 2018-DNA3 M2, 2.248%, (US0001M + 2.100)%, 09/25/2048 | | | | | 3,918,944 | | | | | | 0.2 | | |
2,000,000 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.448%, (US0001M + 2.300)%, 10/25/2048 | | | | | 1,967,046 | | | | | | 0.1 | | |
2,591,067 (8) | | | Freddie Mac Strips 287 IO, 3.000%, 10/15/2027 | | | | | 163,754 | | | | | | 0.0 | | |
1,325,937 (8) | | | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | | | | | 286,811 | | | | | | 0.0 | | |
682,344 (8) | | | Freddie Mac Strips Series 237 S23, 6.948%, (-1.000*US0001M + 7.100)%, 05/15/2036 | | | | | 166,092 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
970,181 (8) | | | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | | | | $ | 136,066 | | | | | | 0.0 | | |
837,804 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.148%, (US0001M + 4.000)%, 08/25/2024 | | | | | 857,281 | | | | | | 0.0 | | |
1,131,210 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.848%, (US0001M + 4.700)%, 04/25/2028 | | | | | 1,181,357 | | | | | | 0.1 | | |
369,733 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 4.848%, (US0001M + 4.700)%, 03/25/2028 | | | | | 383,606 | | | | | | 0.0 | | |
500,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.998%, (US0001M + 3.850)%, 03/25/2029 | | | | | 521,273 | | | | | | 0.0 | | |
2,756,967 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA1 M2, 3.398%, (US0001M + 3.250)%, 07/25/2029 | | | | | 2,835,432 | | | | | | 0.1 | | |
7,910,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 3.598%, (US0001M + 3.450)%, 10/25/2029 | | | | | 8,177,415 | | | | | | 0.3 | | |
2,750,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 2.648%, (US0001M + 2.500)%, 03/25/2030 | | | | | 2,787,197 | | | | | | 0.1 | | |
7,561,049 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 3.698%, (US0001M + 3.550)%, 08/25/2029 | | | | | 7,816,556 | | | | | | 0.3 | | |
5,194,826 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.798%, (US0001M + 2.650)%, 12/25/2029 | | | | | 5,153,540 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,015,645 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.498%, (US0001M + 2.350)%, 04/25/2030 | | | | $ | 3,046,420 | | | | | | 0.1 | | |
871,995 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.948%, (US0001M + 1.800)%, 07/25/2030 | | | | | 859,869 | | | | | | 0.0 | | |
2,624,892 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.448%, (US0001M + 2.300)%, 09/25/2030 | | | | | 2,594,064 | | | | | | 0.1 | | |
4,965,487 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.798%, (US0001M + 2.650)%, 01/25/2049 | | | | | 4,939,552 | | | | | | 0.2 | | |
7,693,750 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.198%, (US0001M + 2.050)%, 04/25/2049 | | | | | 7,600,930 | | | | | | 0.3 | | |
506,278 (1),(6) | | | Galton Funding Mortgage Trust 2017-2 A21, 4.000%, 06/25/2059 | | | | | 520,055 | | | | | | 0.0 | | |
1,633,939 (1)(6) | | | Galton Funding Mortgage Trust 2018-2 B2, 4.750%, 10/25/2058 | | | | | 1,696,204 | | | | | | 0.1 | | |
2,448,290 (1)(6) | | | Galton Funding Mortgage Trust 2019-1 B1, 4.250%, 02/25/2059 | | | | | 2,505,367 | | | | | | 0.1 | | |
1,963,112 (1)(6) | | | Galton Funding Mortgage Trust 2019-1 B2, 4.500%, 02/25/2059 | | | | | 1,968,867 | | | | | | 0.1 | | |
5,356,970 (8) | | | Ginnie Mae 2007-59 SC, 6.344%, (-1.000*US0001M + 6.500)%, 07/20/2037 | | | | | 1,220,887 | | | | | | 0.1 | | |
200,345 (8) | | | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161)%, 10/16/2039 | | | | | 49,510 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
32,661,885 (8) | | | Ginnie Mae 2013-130 SB, 4.893%, (-1.000*US0001M + 5.050)%, 09/16/2043 | | | | $ | 5,522,520 | | | | | | 0.2 | | |
473,046 (8) | | | Ginnie Mae Series 2008-40 SA, 6.248%, (-1.000*US0001M + 6.400)%, 05/16/2038 | | | | | 104,039 | | | | | | 0.0 | | |
845,482 (8) | | | Ginnie Mae Series 2009-116 SJ, 6.328%, (-1.000*US0001M + 6.480)%, 12/16/2039 | | | | | 207,446 | | | | | | 0.0 | | |
1,341,562 (8) | | | Ginnie Mae Series 2010-143 JI, 4.000%, 08/16/2039 | | | | | 101,587 | | | | | | 0.0 | | |
1,079,895 (8) | | | Ginnie Mae Series 2010-143 PI, 4.000%, 11/16/2037 | | | | | 11,781 | | | | | | 0.0 | | |
2,132,422 (8) | | | Ginnie Mae Series 2010-4 IP, 5.000%, 01/16/2039 | | | | | 229,914 | | | | | | 0.0 | | |
830,411 (8) | | | Ginnie Mae Series 2010-4 SL, 6.248%, (-1.000*US0001M + 6.400)%, 01/16/2040 | | | | | 188,648 | | | | | | 0.0 | | |
182,643 (8) | | | Ginnie Mae Series 2010-98 QS, 6.444%, (-1.000*US0001M + 6.600)%, 01/20/2040 | | | | | 16,372 | | | | | | 0.0 | | |
2,257,785 (8) | | | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650)%, 11/20/2037 | | | | | 51,655 | | | | | | 0.0 | | |
2,750,000 (8) | | | Ginnie Mae Series 2011-124 KI, 4.000%, 08/20/2039 | | | | | 256,392 | | | | | | 0.0 | | |
675,035 | | | Ginnie Mae Series 2011-159 CI, 5.000%, 06/16/2040 | | | | | 12,159 | | | | | | 0.0 | | |
6,676,663 (8) | | | Ginnie Mae Series 2011-25 AS, 5.904%, (-1.000*US0001M + 6.060)%, 02/20/2041 | | | | | 1,400,141 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,629,049 (8) | | | Ginnie Mae Series 2012-148 IP, 3.500%, 04/20/2041 | | | | $ | 253,369 | | | | | | 0.0 | | |
38,401 (8) | | | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | | | | | 2,626 | | | | | | 0.0 | | |
3,348,276 (8) | | | Ginnie Mae Series 2012-39 PI, 4.000%, 03/16/2042 | | | | | 424,378 | | | | | | 0.0 | | |
3,098,655 (8) | | | Ginnie Mae Series 2013-103 DS, 5.994%, (-1.000*US0001M + 6.150)%, 07/20/2043 | | | | | 618,815 | | | | | | 0.0 | | |
128,183 (8) | | | Ginnie Mae Series 2013-134 DS, 5.944%, (-1.000*US0001M + 6.100)%, 09/20/2043 | | | | | 25,223 | | | | | | 0.0 | | |
298,444 (8) | | | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | | | | | 45,160 | | | | | | 0.0 | | |
1,586,501 (8) | | | Ginnie Mae Series 2013-81 IO, 4.500%, 01/16/2040 | | | | | 143,368 | | | | | | 0.0 | | |
4,405,714 (8) | | | Ginnie Mae Series 2014-84 PI, 4.500%, 04/20/2043 | | | | | 507,624 | | | | | | 0.0 | | |
4,433,841 (8) | | | Ginnie Mae Series 2015-132 BI, 4.000%, 11/20/2044 | | | | | 460,368 | | | | | | 0.0 | | |
27,847,743 (8) | | | Ginnie Mae Series 2015-144 SA, 6.044%, (-1.000*US0001M + 6.200)%, 10/20/2045 | | | | | 6,369,015 | | | | | | 0.3 | | |
4,896,169 (8) | | | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700)%, 07/20/2034 | | | | | 35,596 | | | | | | 0.0 | | |
286,929 (8) | | | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | | | | | 40,814 | | | | | | 0.0 | | |
843,187 (8) | | | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | | | | | 88,213 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
9,984,217 (8) | | | Ginnie Mae Series 2018-153 SQ, 6.044%, (-1.000*US0001M + 6.200)%, 11/20/2048 | | | | $ | 2,125,527 | | | | | | 0.1 | | |
29,672,016 (8) | | | Ginnie Mae Series 2018-93 SJ, 6.044%, (-1.000*US0001M + 6.200)%, 07/20/2048 | | | | | 4,581,994 | | | | | | 0.2 | | |
803,997 (8) | | | Ginnie Mae Series 2019-111 TI, 5.000%, 09/20/2049 | | | | | 108,733 | | | | | | 0.0 | | |
182,724 (8) | | | Ginnie Mae Series 2019-86 GI, 6.500%, 07/20/2049 | | | | | 33,142 | | | | | | 0.0 | | |
1,223,413 (8) | | | Ginnie Mae Series 2019-86 HI, 5.500%, 07/20/2049 | | | | | 187,821 | | | | | | 0.0 | | |
21,166,184 (8) | | | Ginnie Mae Series 2019-89 SC, 5.944%, (-1.000*US0001M + 6.100)%, 07/20/2049 | | | | | 4,579,911 | | | | | | 0.2 | | |
1,296,586 (1)(6) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/01/2050 | | | | | 1,322,807 | | | | | | 0.1 | | |
2,059,284 (1)(6) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/01/2050 | | | | | 2,149,260 | | | | | | 0.1 | | |
1,700,000 (1)(6) | | | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/01/2050 | | | | | 1,785,777 | | | | | | 0.1 | | |
3,731,978 (1)(6) | | | GS Mortage-Backed Securities Trust 2020-PJ1 B3, 3.667%, 05/01/2050 | | | | | 3,644,699 | | | | | | 0.1 | | |
482,708 (1),(6) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 A1, 4.000%, 08/25/2049 | | | | | 497,992 | | | | | | 0.0 | | |
1,783,631 (1)(6) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 B3, 4.315%, 08/25/2049 | | | | | 1,905,182 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
750,892 (1),(6) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | $ | 775,409 | | | | | | 0.0 | | |
3,926,347 (1)(6) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B2, 4.486%, 11/25/2049 | | | | | 4,291,249 | | | | | | 0.2 | | |
3,914,985 (1)(6) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.486%, 11/25/2049 | | | | | 4,133,858 | | | | | | 0.2 | | |
490,655 (1),(6) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.096%, 03/25/2050 | | | | | 541,349 | | | | | | 0.0 | | |
490,655 (1),(6) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B2, 4.096%, 03/25/2050 | | | | | 522,383 | | | | | | 0.0 | | |
1,062,947 (1)(6) | | | GS Mortgage-Backed Securities Trust 2020-NQM1 A3, 2.352%, 09/27/2060 | | | | | 1,067,921 | | | | | | 0.0 | | |
475,327 | | | HarborView Mortgage Loan Trust 2006-14 2A1A, 0.306%, (US0001M + 0.150)%, 01/25/2047 | | | | | 428,546 | | | | | | 0.0 | | |
554,226 | | | HarborView Mortgage Loan Trust 2007-5 A1A, 0.346%, (US0001M + 0.190)%, 09/19/2037 | | | | | 517,270 | | | | | | 0.0 | | |
2,363 | | | HomeBanc Mortgage Trust 2004-1 2A, 1.008%, (US0001M + 0.860)%, 08/25/2029 | | | | | 2,277 | | | | | | 0.0 | | |
11,483 | | | HomeBanc Mortgage Trust 2005-3 A2, 0.458%, (US0001M + 0.310)%, 07/25/2035 | | | | | 11,532 | | | | | | 0.0 | | |
1,684,807 (1)(6) | | | Homeward Opportunities Fund I Trust 2019-2 A3, 3.007%, 09/25/2059 | | | | | 1,704,349 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
79,841 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.358%, (US0001M + 0.210)%, 04/25/2046 | | | | $ | 72,912 | | | | | | 0.0 | | |
803,693 (1),(6) | | | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | | | | | 829,965 | | | | | | 0.0 | | |
1,103,018 (1)(6) | | | J.P. Morgan Mortgage Trust 2019-2 B1, 4.625%, 08/25/2049 | | | | | 1,221,791 | | | | | | 0.1 | | |
2,672,510 (1)(6) | | | J.P. Morgan Mortgage Trust 2019-2 B2, 4.625%, 08/25/2049 | | | | | 2,777,142 | | | | | | 0.1 | | |
1,986,657 (1)(6) | | | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 2,045,511 | | | | | | 0.1 | | |
2,335,677 (1)(6) | | | J.P. Morgan Mortgage Trust 2019-LTV1 B1, 4.897%, 06/25/2049 | | | | | 2,558,042 | | | | | | 0.1 | | |
1,849,077 (1)(6) | | | J.P. Morgan Mortgage Trust 2019-LTV1 B2, 4.897%, 06/25/2049 | | | | | 1,954,536 | | | | | | 0.1 | | |
2,053,030 (6) | | | JP Morgan Mortgage Trust 2005-A4 B1, 3.254%, 07/25/2035 | | | | | 1,994,923 | | | | | | 0.1 | | |
87,712 | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | | | | | 65,685 | | | | | | 0.0 | | |
201,816 | | | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | | | | | 157,231 | | | | | | 0.0 | | |
483,117 | | | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | | | | | 299,530 | | | | | | 0.0 | | |
784,352 (1),(6) | | | JP Morgan Mortgage Trust 2014-5 B3, 2.946%, 10/25/2029 | | | | | 791,496 | | | | | | 0.0 | | |
621,179 (1),(6) | | | JP Morgan Mortgage Trust 2016-1 B3, 3.861%, 05/25/2046 | | | | | 636,931 | | | | | | 0.0 | | |
2,095,000 (1)(6) | | | JP Morgan Mortgage Trust 2016-1 B4, 3.861%, 05/25/2046 | | | | | 2,034,612 | | | | | | 0.1 | | |
1,507,156 (1)(6) | | | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | | | | | 1,555,499 | | | | | | 0.1 | | |
919,009 (1),(6) | | | JP Morgan Mortgage Trust 2017-1 B4, 3.509%, 01/25/2047 | | | | | 914,267 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,298,486 (1)(6) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | $ | 2,368,306 | | | | | | 0.1 | | |
1,492,592 (1),(6) | | | JP Morgan Mortgage Trust 2017-3 B1, 3.803%, 08/25/2047 | | | | | 1,556,510 | | | | | | 0.1 | | |
1,105,624 (1),(6) | | | JP Morgan Mortgage Trust 2017-3 B2, 3.803%, 08/25/2047 | | | | | 1,135,127 | | | | | | 0.0 | | |
500,000 (1),(6) | | | JP Morgan Mortgage Trust 2017-4 A7, 3.500%, 11/25/2048 | | | | | 516,438 | | | | | | 0.0 | | |
1,932,820 (1),(6) | | | JP Morgan Mortgage Trust 2017-5 B1, 3.128%, 10/26/2048 | | | | | 1,882,151 | | | | | | 0.1 | | |
566,204 (1),(6) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.813%, 12/25/2048 | | | | | 575,138 | | | | | | 0.0 | | |
1,591,977 (1),(6) | | | JP Morgan Mortgage Trust 2017-6 B4, 3.813%, 12/25/2048 | | | | | 1,613,104 | | | | | | 0.1 | | |
2,326,226 (1),(6) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.719%, 06/25/2048 | | | | | 2,379,136 | | | | | | 0.1 | | |
3,787,476 (1),(6) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.751%, 09/25/2048 | | | | | 3,874,114 | | | | | | 0.2 | | |
2,367,173 (1),(6) | | | JP Morgan Mortgage Trust 2018-3 B3, 3.751%, 09/25/2048 | | | | | 2,385,627 | | | | | | 0.1 | | |
475,126 (1),(6) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.752%, 10/25/2048 | | | | | 491,318 | | | | | | 0.0 | | |
475,126 (1),(6) | | | JP Morgan Mortgage Trust 2018-4 B2, 3.752%, 10/25/2048 | | | | | 489,361 | | | | | | 0.0 | | |
1,913,184 (1),(6) | | | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | | | | | 2,010,508 | | | | | | 0.1 | | |
578,245 (1),(6) | | | JP Morgan Mortgage Trust 2018-6 1A10, 3.500%, 12/25/2048 | | | | | 602,852 | | | | | | 0.0 | | |
1,895,310 (1),(6) | | | JP Morgan Mortgage Trust 2018-6C B2, 3.923%, 12/25/2048 | | | | | 2,022,014 | | | | | | 0.1 | | |
1,489,314 (1),(6) | | | JP Morgan Mortgage Trust 2018-8 A3, 4.000%, 01/25/2049 | | | | | 1,538,562 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
8,244,721 (1),(6) | | | JP Morgan Mortgage Trust 2018-8 B1, 4.184%, 01/25/2049 | | | | $ | 8,547,483 | | | | | | 0.3 | | |
3,842,350 (1),(6) | | | JP Morgan Mortgage Trust 2018-8 B2, 4.184%, 01/25/2049 | | | | | 3,965,590 | | | | | | 0.2 | | |
974,325 (1),(6) | | | JP Morgan Mortgage Trust 2018-9 B2, 4.442%, 02/25/2049 | | | | | 1,052,075 | | | | | | 0.0 | | |
1,921,745 (1),(6) | | | JP Morgan Mortgage Trust 2018-9 B3, 4.442%, 02/25/2049 | | | | | 2,015,575 | | | | | | 0.1 | | |
1,513,126 (1),(6) | | | JP Morgan Mortgage Trust 2018-LTV1 B1, 4.776%, 04/25/2049 | | | | | 1,656,432 | | | | | | 0.1 | | |
1,566,913 (1),(6) | | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 1,619,784 | | | | | | 0.1 | | |
1,037,480 (1),(6) | | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 1,068,439 | | | | | | 0.0 | | |
4,008,502 (1)(6) | | | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | | | | | 4,179,768 | | | | | | 0.2 | | |
2,929,276 (1)(6) | | | JP Morgan Mortgage Trust 2019-5 B1, 4.492%, 11/25/2049 | | | | | 3,243,325 | | | | | | 0.1 | | |
4,882,126 (1)(6) | | | JP Morgan Mortgage Trust 2019-5 B2, 4.492%, 11/25/2049 | | | | | 5,320,116 | | | | | | 0.2 | | |
950,170 (1)(6) | | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | | | 976,824 | | | | | | 0.0 | | |
2,939,296 (1)(6) | | | JP Morgan Mortgage Trust 2019-6 B1, 4.261%, 12/25/2049 | | | | | 3,167,997 | | | | | | 0.1 | | |
6,368,474 (1)(6) | | | JP Morgan Mortgage Trust 2019-6 B2, 4.261%, 12/25/2049 | | | | | 6,851,771 | | | | | | 0.3 | | |
1,761,591 (1)(6) | | | JP Morgan Mortgage Trust 2019-7 B2A, 3.182%, 02/25/2050 | | | | | 1,707,915 | | | | | | 0.1 | | |
978,662 (1)(6) | | | JP Morgan Mortgage Trust 2019-7 B3A, 3.432%, 12/31/2049 | | | | | 947,002 | | | | | | 0.0 | | |
2,999,199 (1)(6) | | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | | | 3,129,622 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,143,081 (1)(6) | | | JP Morgan Mortgage Trust 2019-8 B2A, 3.190%, 03/25/2050 | | | | $ | 3,268,856 | | | | | | 0.1 | | |
982,213 (1)(6) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.440%, 03/25/2050 | | | | | 1,001,026 | | | | | | 0.0 | | |
3,912,218 (1)(6) | | | JP Morgan Mortgage Trust 2019-INV1 B2, 5.094%, 10/25/2049 | | | | | 4,104,416 | | | | | | 0.2 | | |
1,304,228 (1)(6) | | | JP Morgan Mortgage Trust 2019-INV2 A15, 3.500%, 02/25/2050 | | | | | 1,340,645 | | | | | | 0.1 | | |
4,148,753 (1)(6) | | | JP Morgan Mortgage Trust 2019-INV3 B3, 4.513%, 05/25/2050 | | | | | 4,167,789 | | | | | | 0.2 | | |
3,433,519 (1)(6) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 3,537,020 | | | | | | 0.1 | | |
1,932,410 (1)(6) | | | JP Morgan Mortgage Trust 2019-LTV2 B2, 4.797%, 12/25/2049 | | | | | 2,077,478 | | | | | | 0.1 | | |
1,958,855 (1)(6) | | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.797%, 12/25/2049 | | | | | 2,040,629 | | | | | | 0.1 | | |
2,750,764 (1)(6) | | | JP Morgan Mortgage Trust 2019-LTV3 B2, 4.552%, 12/31/2049 | | | | | 2,918,104 | | | | | | 0.1 | | |
6,402,853 (1)(6) | | | JP Morgan Mortgage Trust 2019-LTV3 B3, 4.552%, 12/31/2049 | | | | | 6,566,825 | | | | | | 0.3 | | |
1,673,706 (1)(6) | | | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | | | | | 1,721,867 | | | | | | 0.1 | | |
3,095,143 (1)(6) | | | JP Morgan Mortgage Trust 2020-3 B2, 3.892%, 08/25/2050 | | | | | 3,307,969 | | | | | | 0.1 | | |
4,975,201 (1)(6) | | | JP Morgan Mortgage Trust 2020-4 B1, 3.745%, 11/25/2050 | | | | | 5,415,565 | | | | | | 0.2 | | |
3,019,817 (1)(6) | | | JP Morgan Mortgage Trust 2020-LTV1 A15, 3.500%, 06/25/2050 | | | | | 3,140,231 | | | | | | 0.1 | | |
4,900,000 (1)(6) | | | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | | | | | 5,040,415 | | | | | | 0.2 | | |
3,000,000 (1),(6) | | | JP Morgan Mortgage Trust 2020-LTV2 A15, 3.000%, 11/25/2050 | | | | | 3,069,844 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,000,000 (1)(6) | | | JP Morgan Mortgage Trust 2020-LTV2 B1, 4.233%, 11/25/2050 | | | | $ | 2,188,953 | | | | | | 0.1 | | |
1,091,835 (1)(6) | | | JP Morgan Trust 2015-3 B3, 3.670%, 05/25/2045 | | | | | 1,113,850 | | | | | | 0.0 | | |
1,918,224 (1)(6) | | | JP Morgan Trust 2015-3 B4, 3.670%, 05/25/2045 | | | | | 1,869,071 | | | | | | 0.1 | | |
5,503,234,817 (1)(8) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 3,629,383 | | | | | | 0.1 | | |
74,310 | | | Lehman XS Trust Series 2005-5N 1A2, 0.508%, (US0001M + 0.360)%, 11/25/2035 | | | | | 63,701 | | | | | | 0.0 | | |
469,652 (1)(6) | | | Mello Mortgage Capital Acceptance 2018-MTG2 A1, 4.461%, 10/25/2048 | | | | | 489,752 | | | | | | 0.0 | | |
1,080,933 (1)(6) | | | Mello Mortgage Capital Acceptance 2018-MTG2 B1, 4.461%, 10/25/2048 | | | | | 1,164,791 | | | | | | 0.1 | | |
655,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.948%, (US0001M + 1.800)%, 09/25/2035 | | | | | 640,424 | | | | | | 0.0 | | |
1,216,684 | | | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 0.298%, (US0001M + 0.150)%, 08/25/2036 | | | | | 511,526 | | | | | | 0.0 | | |
410,954 (1)(6) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 439,945 | | | | | | 0.0 | | |
1,400,000 (1)(6) | | | New Residential Mortgage Loan Trust 2019-NQM2 M1, 4.267%, 04/25/2049 | | | | | 1,455,165 | | | | | | 0.1 | | |
823,872 (1)(6) | | | New Residential Mortgage Loan Trust 2019-NQM3 A3, 3.086%, 07/25/2049 | | | | | 834,816 | | | | | | 0.0 | | |
1,446,267 (1)(6) | | | OBX 2019-EXP1 1A3 Trust, 4.000%, 01/25/ 2059 | | | | | 1,503,945 | | | | | | 0.1 | | |
644,677 (1)(6) | | | OBX 2019-EXP2 1A3 Trust, 4.000%, 07/25/ 2059 | | | | | 674,893 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,012,960 (1)(6) | | | OBX 2019-EXP3 1A9 Trust, 3.500%, 10/25/2059 | | | | $ | 1,037,300 | | | | | | 0.0 | | |
2,012,637 (1)(6) | | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | | 2,077,677 | | | | | | 0.1 | | |
1,168,916 (1)(6) | | | OBX 2020-INV1 A21 Trust, 3.500%, 05/25/2049 | | | | | 1,207,609 | | | | | | 0.1 | | |
1,000,000 (1)(6) | | | PSMC 2019-3 A12 Trust, 3.500%, 11/25/2049 | | | | | 1,050,925 | | | | | | 0.0 | | |
3,777,735 (1)(6) | | | RCKT Mortgage Trust 2019-1 B1A, 3.925%, 09/25/2049 | | | | | 3,840,355 | | | | | | 0.2 | | |
2,452,782 (1)(6) | | | RCKT Mortgage Trust 2019-1 B2A, 3.925%, 09/25/2049 | | | | | 2,350,703 | | | | | | 0.1 | | |
3,118,778 (1)(6) | | | RCKT Mortgage Trust 2020-1 A13, 3.000%, 02/25/2050 | | | | | 3,172,707 | | | | | | 0.1 | | |
1,633,923 (1)(6) | | | RCKT Mortgage Trust 2020-1 B2A, 3.533%, 02/25/2050 | | | | | 1,705,065 | | | | | | 0.1 | | |
2,098,770 (6) | | | Sequoia Mortgage Trust 2013-3 B3, 3.514%, 03/25/2043 | | | | | 2,108,044 | | | | | | 0.1 | | |
398,274 (1) | | | Sequoia Mortgage Trust 2013-9 B1, 3.500%, 07/25/2043 | | | | | 408,539 | | | | | | 0.0 | | |
2,299,792 (1) | | | Sequoia Mortgage Trust 2013-9 B2, 3.500%, 07/25/2043 | | | | | 2,328,338 | | | | | | 0.1 | | |
1,311,063 (1)(6) | | | Sequoia Mortgage Trust 2015-1 B1, 3.870%, 01/25/2045 | | | | | 1,354,925 | | | | | | 0.1 | | |
1,575,022 (1)(6) | | | Sequoia Mortgage Trust 2017-1 B2, 3.609%, 02/25/2047 | | | | | 1,650,706 | | | | | | 0.1 | | |
1,188,872 (1)(6) | | | Sequoia Mortgage Trust 2018-6 B1, 4.179%, 07/25/2048 | | | | | 1,236,951 | | | | | | 0.0 | | |
759,653 (1)(6) | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.478%, 02/25/2048 | | | | | 816,450 | | | | | | 0.0 | | |
569,740 (1)(6) | | | Sequoia Mortgage Trust 2018-CH1 B2B, 4.478%, 02/25/2048 | | | | | 600,919 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,400,000 (1)(6) | | | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | | | | $ | 3,491,095 | | | | | | 0.1 | | |
829,284 (1)(6) | | | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | | | | | 860,051 | | | | | | 0.0 | | |
1,749,898 (1)(6) | | | Sequoia Mortgage Trust 2019-2 B2, 4.237%, 06/25/2049 | | | | | 1,765,161 | | | | | | 0.1 | | |
1,652,252 (1)(6) | | | Sequoia Mortgage Trust 2019-2 B3, 4.237%, 06/25/2049 | | | | | 1,623,923 | | | | | | 0.1 | | |
3,252,262 (1)(6) | | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | | | | | 3,336,211 | | | | | | 0.1 | | |
4,433,148 (1)(6) | | | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | | | | | 4,613,560 | | | | | | 0.2 | | |
1,588,870 (1)(6) | | | Sequoia Mortgage Trust 2019-5 A19, 3.500%, 12/25/2049 | | | | | 1,616,508 | | | | | | 0.1 | | |
2,135,477 (1)(6) | | | Sequoia Mortgage Trust 2019-5 B2, 3.770%, 12/25/2049 | | | | | 2,276,921 | | | | | | 0.1 | | |
2,136,458 (1)(6) | | | Sequoia Mortgage Trust 2019-5 B3, 3.770%, 12/25/2049 | | | | | 2,138,586 | | | | | | 0.1 | | |
2,631,150 (1)(6) | | | Sequoia Mortgage Trust 2019-CH1 B1B, 5.034%, 03/25/2049 | | | | | 2,814,779 | | | | | | 0.1 | | |
973,419 (1)(6) | | | Sequoia Mortgage Trust 2019-CH1 B2B, 5.034%, 03/25/2049 | | | | | 1,043,949 | | | | | | 0.0 | | |
2,197,972 (1)(6) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 2,269,538 | | | | | | 0.1 | | |
600,000 (1)(6) | | | Sequoia Mortgage Trust 2019-CH3 A13, 4.000%, 09/25/2049 | | | | | 624,733 | | | | | | 0.0 | | |
1,964,695 (1)(6) | | | Sequoia Mortgage Trust 2019-CH3 B1B, 4.534%, 09/25/2049 | | | | | 2,071,408 | | | | | | 0.1 | | |
707,778 (1)(6) | | | Sequoia Mortgage Trust 2020-1 A1, 3.500%, 02/25/2050 | | | | | 728,802 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,184,999 (1)(6) | | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | | $ | 3,259,906 | | | | | | 0.1 | | |
1,729,448 (1)(6) | | | Sequoia Mortgage Trust 2020-2 A19, 3.500%, 03/25/2050 | | | | | 1,772,155 | | | | | | 0.1 | | |
1,487,499 (1)(6) | | | Sequoia Mortgage Trust 2020-2 B3, 3.663%, 03/25/2050 | | | | | 1,462,837 | | | | | | 0.1 | | |
2,361,773 (1)(6) | | | Shellpoint Co-Originator Trust 2017-2 B2, 3.708%, 10/25/2047 | | | | | 2,338,812 | | | | | | 0.1 | | |
3,130,961 (1)(6) | | | Shellpoint Co-Originator Trust 2017-2 B3, 3.708%, 10/25/2047 | | | | | 3,126,238 | | | | | | 0.1 | | |
2,716,165 (1)(6) | | | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | | | | | 2,755,944 | | | | | | 0.1 | | |
2,100,000 (1)(6) | | | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | | | | | 2,189,814 | | | | | | 0.1 | | |
3,000,000 (1)(6) | | | Verus Securitization Trust 2018-3 M1, 4.595%, 10/25/2058 | | | | | 3,029,177 | | | | | | 0.1 | | |
2,365,165 (1)(6) | | | Verus Securitization Trust 2019-1 A2, 3.938%, 02/25/2059 | | | | | 2,396,039 | | | | | | 0.1 | | |
2,951,756 (1)(7) | | | Verus Securitization Trust 2019-3 A2, 2.938% (Step Rate @ 3.938% on 07/25/2023), 07/25/2059 | | | | | 3,006,140 | | | | | | 0.1 | | |
3,179,568 (1)(6) | | | Verus Securitization Trust 2019-INV2 A2, 3.117%, 07/25/2059 | | | | | 3,256,459 | | | | | | 0.2 | | |
112,405 (6) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.925%, 10/25/2036 | | | | | 106,811 | | | | | | 0.0 | | |
229,849 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.958%, 06/25/2034 | | | | | 229,824 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,422,225 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2004-AR7 A6, 2.869%, 07/25/2034 | | | | $ | 1,427,888 | | | | | | 0.1 | | |
114,728,739 (6)(8) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 X Trust, 2.225%, 01/25/2045 | | | | | 3,614,644 | | | | | | 0.2 | | |
256,551 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 3.017%, 09/25/2035 | | | | | 272,057 | | | | | | 0.0 | | |
39,106,852 (6)(8) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 X Trust, 2.317%, 01/25/2045 | | | | | 2,330,381 | | | | | | 0.1 | | |
18,270 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.555%, 10/25/2036 | | | | | 17,747 | | | | | | 0.0 | | |
116,107 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 3.231%, 11/25/2036 | | | | | 113,873 | | | | | | 0.0 | | |
446,210 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.231%, 11/25/2036 | | | | | 437,624 | | | | | | 0.0 | | |
64,261 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.546%, 12/25/2036 | | | | | 60,201 | | | | | | 0.0 | | |
61,468 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.140%, 08/25/2046 | | | | | 58,402 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
112,093 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.353%, 12/25/2036 | | | | $ | 111,062 | | | | | | 0.0 | | |
538,442 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.233%, 03/25/2037 | | | | | 492,612 | | | | | | 0.0 | | |
11,485 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.181%, 04/25/2037 | | | | | 10,422 | | | | | | 0.0 | | |
66,930 (6) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.073%, 07/25/2037 | | | | | 63,886 | | | | | | 0.0 | | |
657,586 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 1.048%, (US0001M + 0.900)%, 11/25/2035 | | | | | 552,388 | | | | | | 0.0 | | |
697,333 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9, 6.000%, 11/25/2035 | | | | | 679,130 | | | | | | 0.0 | | |
670,216 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 640,640 | | | | | | 0.0 | | |
827,138 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | | | | | 818,915 | | | | | | 0.1 | | |
160,590 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 162,556 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
815,469 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 0.748%, (US0001M + 0.600)%, 07/25/2036 | | | | $ | 423,719 | | | | | | 0.0 | | |
2,101,528 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 3A Trust, 1.959%, (12MTA + 0.940)%, 07/25/2046 | | | | | 1,456,376 | | | | | | 0.1 | | |
899,098 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.979%, (12MTA + 0.960)%, 08/25/2046 | | | | | 599,337 | | | | | | 0.0 | | |
38,292 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.578%, (US0001M + 0.430)%, 06/25/2037 | | | | | 30,714 | | | | | | 0.0 | | |
1,000,651 (6) | | | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 2.936%, 09/25/2036 | | | | | 933,996 | | | | | | 0.0 | | |
175,237 (6) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 3.930%, 12/28/2037 | | | | | 163,531 | | | | | | 0.0 | | |
3,209,222 (1)(6) | | | Wells Fargo Mortgage Backed Securities 2018-1 B1, 3.688%, 07/25/2047 | | | | | 3,418,747 | | | | | | 0.1 | | |
1,427,065 (1)(6) | | | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.688%, 07/25/2047 | | | | | 1,425,529 | | | | | | 0.1 | | |
1,576,656 (1)(6) | | | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.569%, 09/25/2049 | | | | | 1,549,144 | | | | | | 0.1 | | |
1,982,454 (1)(6) | | | Wells Fargo Mortgage Backed Securities 2020-1 B3 Trust, 3.441%, 12/25/2049 | | | | | 1,969,350 | | | | | | 0.1 | | |
3,567,994 (1)(6) | | | Wells Fargo Mortgage Backed Securities 2020-2 B1 Trust, 3.302%, 12/25/2049 | | | | | 3,673,818 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,993,954 (1)(6) | | | Wells Fargo Mortgage Backed Securities 2020-4 B2 Trust, 3.288%, 07/25/2050 | | | | $ | 3,129,503 | | | | | | 0.1 | | |
709,555 (1)(6) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.773%, 08/20/2045 | | | | | 734,778 | | | | | | 0.0 | | |
2,805,601 | | | Other Securities | | | | | 2,263,941 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations (Cost $730,528,492) | | | | | 750,876,090 | | | | | | 30.0 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 19.5% | | |||||||||||||||
3,799,000 (1)(6) | | | BAMLL Commercial Mortgage Securities Trust 2016-FR14 C, 1.269%, 02/27/2048 | | | | | 3,740,990 | | | | | | 0.1 | | |
1,000,000 (1)(6) | | | BAMLL RE-Remic Trust 2014-FRR8 A, 2.127%, 11/26/2047 | | | | | 908,422 | | | | | | 0.0 | | |
3,670,000 (1)(6) | | | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.990%, 05/27/2021 | | | | | 3,586,439 | | | | | | 0.1 | | |
6,700,000 (1) | | | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | | | | | 3,937,292 | | | | | | 0.2 | | |
5,320,000 (1)(6) | | | BANK 2017-BNK4 XE, 1.627%, 05/15/2050 | | | | | 427,026 | | | | | | 0.0 | | |
4,380,000 (1) | | | BANK 2017-BNK6 D, 3.100%, 07/15/2060 | | | | | 3,493,420 | | | | | | 0.1 | | |
1,600,000 (1)(6) | | | BANK 2017-BNK6 E, 2.786%, 07/15/2060 | | | | | 885,120 | | | | | | 0.0 | | |
16,600,000 (1)(6)(8) | | | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | | | | | 1,298,415 | | | | | | 0.1 | | |
51,052,644 (6)(8) | | | BANK 2019-BN17 XA, 1.187%, 04/15/2052 | | | | | 3,793,278 | | | | | | 0.2 | | |
10,251,702 (6)(8) | | | BANK 2019-BNK16 XA, 1.124%, 02/15/2052 | | | | | 662,497 | | | | | | 0.0 | | |
29,329,650 (6)(8) | | | Bank 2019-BNK19 XA, 1.095%, 08/15/2061 | | | | | 2,082,038 | | | | | | 0.1 | | |
58,600,935 (6)(8) | | | BANK 2019-BNK22 XA, 0.718%, 11/15/2062 | | | | | 2,800,152 | | | | | | 0.1 | | |
4,590,000 (1) | | | BANK 2020-BNK25 D, 2.500%, 01/15/2063 | | | | | 3,702,225 | | | | | | 0.1 | | |
104,225,534 (6)(8) | | | Benchmark 2018-B7 XA Mortgage Trust, 0.600%, 05/15/2053 | | | | | 2,880,450 | | | | | | 0.1 | | |
53,188,601 (6)(8) | | | BENCHMARK 2019-B10 XA Mortgage Trust, 1.392%, 03/15/2062 | | | | | 4,367,928 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
42,285,000 (1)(6)(8) | | | BENCHMARK 2019-B10 XB Mortgage Trust, 1.062%, 03/15/2062 | | | | $ | 2,984,074 | | | | | | 0.1 | | |
43,837,427 (6)(8) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.204%, 08/15/2052 | | | | | 2,990,331 | | | | | | 0.1 | | |
3,090,000 (1) | | | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | | | | | 2,694,837 | | | | | | 0.1 | | |
7,330,000 (1)(6)(8) | | | Benchmark 2019-B9 XD Mortgage Trust, 2.169%, 03/15/2052 | | | | | 1,054,039 | | | | | | 0.1 | | |
2,440,000 (1) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 08/15/2053 | | | | | 2,460,208 | | | | | | 0.1 | | |
1,330,000 (1) | | | BHP Trust 2019-BXHP D, 1.924%, (US0001M + 1.771)%, 08/15/2036 | | | | | 1,229,202 | | | | | | 0.0 | | |
75,911,489 (6)(8) | | | BMARK 2018-B4 XA, 0.687%, 07/15/2051 | | | | | 2,229,695 | | | | | | 0.1 | | |
692,987 (1) | | | BX Commercial Mortgage Trust 2019-XL E, 1.952%, (US0001M + 1.800)%, 10/15/2036 | | | | | 690,843 | | | | | | 0.0 | | |
8,182,947 (1) | | | BX Commercial Mortgage Trust 2019-XL G, 2.452%, (US0001M + 2.300)%, 10/15/2036 | | | | | 8,081,497 | | | | | | 0.3 | | |
9,535,697 (1) | | | BX Commercial Mortgage Trust 2019-XL J, 2.802%, (US0001M + 2.650)%, 10/15/2036 | | | | | 9,341,723 | | | | | | 0.4 | | |
8,227,470 (1) | | | BX Commercial Mortgage Trust 2020-BXLP G, 2.652%, (US0001M + 2.500)%, 12/15/2029 | | | | | 8,148,055 | | | | | | 0.3 | | |
1,650,000 (1) | | | BX Trust 2019-MMP E, 2.052%, (US0001M + 1.900)%, 08/15/2036 | | | | | 1,558,001 | | | | | | 0.1 | | |
3,710,000 (1)(6) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 3,455,701 | | | | | | 0.1 | | |
2,300,000 (1) | | | BXMT 2017-FL1 B Ltd., 1.651%, (US0001M + 1.500)%, 06/15/2035 | | | | | 2,288,566 | | | | | | 0.1 | | |
2,210,000 (1) | | | BXMT 2020-FL2 B Ltd., 1.551%, (US0001M + 1.400)%, 02/16/2037 | | | | | 2,161,829 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
4,990,000 (1)(6) | | | CALI Mortgage Trust 2019-101C E, 4.469%, 03/10/2039 | | | | $ | 5,147,846 | | | | | | 0.2 | | |
92,226,917 (6)(8) | | | Cantor Commercial Real Estate Lending 2019-CF1 XA, 1.302%, 05/15/2052 | | | | | 6,873,211 | | | | | | 0.3 | | |
40,535,744 (6)(8) | | | Cantor Commercial Real Estate Lending 2019-CF2 XA, 1.376%, 11/15/2052 | | | | | 3,382,477 | | | | | | 0.1 | | |
8,061,465 (6)(8) | | | CD 2016-CD1 Mortgage Trust XA, 1.527%, 08/10/2049 | | | | | 496,117 | | | | | | 0.0 | | |
14,660,000 (1)(6)(8) | | | CD 2016-CD1 Mortgage Trust XB, 0.810%, 08/10/2049 | | | | | 556,161 | | | | | | 0.0 | | |
2,140,256 (1)(6) | | | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.292%, 04/15/2044 | | | | | 2,008,919 | | | | | | 0.1 | | |
5,060,000 (1) | | | CGDB Commercial Mortgage Trust 2019-MOB E, 2.152%, (US0001M + 2.000)%, 11/15/2036 | | | | | 4,993,183 | | | | | | 0.2 | | |
4,640,000 (1) | | | CGDB Commercial Mortgage Trust 2019-MOB F, 2.702%, (US0001M + 2.550)%, 11/15/2036 | | | | | 4,556,108 | | | | | | 0.2 | | |
1,000,000 (1)(6) | | | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.261%, 11/10/2046 | | | | | 837,723 | | | | | | 0.0 | | |
4,126,000 (1)(6) | | | Citigroup Commercial Mortgage Trust 2014-GC19 E, 4.762%, 03/10/2047 | | | | | 2,984,273 | | | | | | 0.1 | | |
6,030,000 (1)(6) | | | Citigroup Commercial Mortgage Trust 2014-GC19 F, 3.665%, 03/10/2047 | | | | | 3,340,220 | | | | | | 0.1 | | |
2,130,000 (1) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.594%, 08/10/2049 | | | | | 1,282,192 | | | | | | 0.1 | | |
12,040,000 (1)(6) | | | Citigroup Commercial Mortgage Trust 2016-P4 E, 4.879%, 07/10/2049 | | | | | 7,458,774 | | | | | | 0.3 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
5,790,000 (1)(6) | | | Citigroup Commercial Mortgage Trust 2016-P4 F, 4.879%, 07/10/2049 | | | | $ | 3,044,777 | | | | | | 0.1 | | |
3,080,000 (1) | | | Citigroup Commercial Mortgage Trust 2016-P5 D, 3.000%, 10/10/2049 | | | | | 2,209,359 | | | | | | 0.1 | | |
27,475,542 (6)(8) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.248%, 10/12/2050 | | | | | 1,396,098 | | | | | | 0.1 | | |
33,991,688 (6)(8) | | | Citigroup Commercial Mortgage Trust 2019-C7 XA, 1.006%, 12/15/2072 | | | | | 2,244,988 | | | | | | 0.1 | | |
40,906,626 (6)(8) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.188%, 08/10/2056 | | | | | 2,960,106 | | | | | | 0.1 | | |
3,000,000 (6) | | | COMM 2012-CCRE2 C Mortgage Trust, 4.992%, 08/15/2045 | | | | | 2,923,872 | | | | | | 0.1 | | |
10,851,295 (6)(8) | | | COMM 2012-CR3 XA, 2.008%, 10/15/2045 | | | | | 290,120 | | | | | | 0.0 | | |
853,638 (6)(8) | | | COMM 2012-CR4 XA, 1.843%, 10/15/2045 | | | | | 21,347 | | | | | | 0.0 | | |
6,807,054 (1)(6)(8) | | | COMM 2012-LTRT XA, 1.038%, 10/05/2030 | | | | | 86,780 | | | | | | 0.0 | | |
1,670,000 (1)(6) | | | COMM 2013-CR10 E Mortgage Trust, 4.949%, 08/10/2046 | | | | | 1,424,802 | | | | | | 0.1 | | |
3,460,000 (1)(6) | | | COMM 2013-CR10 F Mortgage Trust, 4.949%, 08/10/2046 | | | | | 2,833,241 | | | | | | 0.1 | | |
8,380,000 (1)(6) | | | COMM 2013-GAM F, 3.531%, 02/10/2028 | | | | | 5,916,484 | | | | | | 0.2 | | |
2,200,000 (1)(6) | | | COMM 2013-LC6 D Mortgage Trust, 4.462%, 01/10/2046 | | | | | 1,683,469 | | | | | | 0.1 | | |
11,060,000 (1)(6) | | | COMM 2014-LC15 D Mortgage Trust, 5.150%, 04/10/2047 | | | | | 9,119,696 | | | | | | 0.4 | | |
10,995,494 (6)(8) | | | COMM 2016-COR1 XA, 1.567%, 10/10/2049 | | | | | 626,633 | | | | | | 0.0 | | |
2,660,601 (6)(8) | | | COMM 2016-CR28 XA, 0.770%, 02/10/2049 | | | | | 71,327 | | | | | | 0.0 | | |
21,363,753 (6)(8) | | | COMM 2017-COR2 XA, 1.318%, 09/10/2050 | | | | | 1,349,140 | | | | | | 0.1 | | |
3,500,000 (6)(8) | | | COMM 2020-CBM F Mortgage Trust, 3.754%, 11/13/2039 | | | | | 2,856,318 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,840,000 (1) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 2.802%, (US0001M + 2.650)%, 05/15/2036 | | | | $ | 3,782,953 | | | | | | 0.2 | | |
2,760,000 (1) | | | CSWF 2018-TOP F, 2.902%, (US0001M + 2.750)%, 08/15/2035 | | | | | 2,510,564 | | | | | | 0.1 | | |
4,800,000 (1)(6) | | | DBJPM 16-C3 F Mortgage Trust, 4.382%, 08/10/2049 | | | | | 2,554,318 | | | | | | 0.1 | | |
2,314,968 (1)(6) | | | DBUBS 2011-LC1A F Mortgage Trust, 5.790%, 11/10/2046 | | | | | 2,242,724 | | | | | | 0.1 | | |
6,080,000 (1)(6) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.670%, 07/10/2044 | | | | | 4,669,938 | | | | | | 0.2 | | |
4,500,000 (1) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.805%, (US0001M + 3.650)%, 07/10/2044 | | | | | 3,222,799 | | | | | | 0.1 | | |
8,095,000 (1)(6) | | | DBUBS 2011-LC2A D, 5.670%, 07/10/2044 | | | | | 7,476,696 | | | | | | 0.3 | | |
2,300,000 (1)(6) | | | DBUBS 2017-BRBK E Mortgage Trust, 3.648%, 10/10/2034 | | | | | 2,338,904 | | | | | | 0.1 | | |
5,000,000 (1) | | | DBWF 2018-GLKS D Mortgage Trust, 2.556%, (US0001M + 2.400)%, 11/19/2035 | | | | | 4,608,925 | | | | | | 0.2 | | |
4,160,000 (1) | | | Exantas Capital Corp. 2019-RSO7 D Ltd., 2.851%, (US0001M + 2.700)%, 04/15/2036 | | | | | 3,866,232 | | | | | | 0.2 | | |
1,570,000 (1)(6) | | | Fontainebleau Miami Beach Trust 2019-FBLU F, 4.095%, 12/10/2036 | | | | | 1,438,599 | | | | | | 0.1 | | |
20,181,898 (6)(8) | | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.700%, 04/25/2030 | | | | | 2,588,419 | | | | | | 0.1 | | |
8,937,711 (6)(8) | | | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 2.097%, 02/25/2041 | | | | | 80,313 | | | | | | 0.0 | | |
620,717 (1)(8) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 505 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
203,197,429 (1)(8) | | | FREMF Mortgage Trust 2014-K714 X2B, 0.100%, 01/25/2047 | | | | $ | 3,556 | | | | | | 0.0 | | |
2,000,000 (1) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.252%, (US0001M + 2.100)%, 07/15/2035 | | | | | 1,711,855 | | | | | | 0.1 | | |
4,230,000 (1) | | | GS Mortgage Securities Corp. Trust 2019-70P E, 2.352%, (US0001M + 2.200)%, 10/15/2036 | | | | | 3,892,489 | | | | | | 0.2 | | |
3,080,000 (6) | | | GS Mortgage Securities Trust 2012-GCJ7 C, 5.894%, 05/10/2045 | | | | | 3,008,770 | | | | | | 0.1 | | |
15,518,000 (1)(6) | | | GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/2045 | | | | | 10,627,835 | | | | | | 0.4 | | |
1,330,000 (1) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 638,709 | | | | | | 0.0 | | |
15,400,040 (6)(8) | | | GS Mortgage Securities Trust 2019-GC38 XA, 1.123%, 02/10/2052 | | | | | 1,033,170 | | | | | | 0.0 | | |
4,830,000 (1)(6) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | | | | | 4,563,904 | | | | | | 0.2 | | |
3,710,000 (1)(6) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | | | | | 3,361,436 | | | | | | 0.1 | | |
41,064,936 (6)(8) | | | GS Mortgage Securities Trust 2019-GC40 XA, 1.230%, 07/10/2052 | | | | | 2,969,783 | | | | | | 0.1 | | |
84,749,476 (6)(8) | | | GS Mortgage Securities Trust 2019-GSA1 XA, 0.959%, 11/10/2052 | | | | | 5,368,464 | | | | | | 0.2 | | |
4,460,000 (1)(6) | | | GS Mortgage Securities Trust 2020-GC45 SWC, 3.219%, 12/13/2039 | | | | | 4,028,104 | | | | | | 0.2 | | |
2,670,000 (1)(6) | | | Hudson Yards 2019-55HY F Mortgage Trust, 3.041%, 12/10/ 2041 | | | | | 2,374,368 | | | | | | 0.1 | | |
180,000 (1)(6) | | | IMT Trust 2017-APTS EFX, 3.613%, 06/15/ 2034 | | | | | 169,284 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
5,910,000 (1) | | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | | | | $ | 5,650,059 | | | | | | 0.2 | | |
5,440,000 (1) | | | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP E, 2.312%, (US0001M + 2.160)%, 07/15/2036 | | | | | 5,131,189 | | | | | | 0.2 | | |
1,800,000 (1) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2019-BKWD E, 2.752%, (US0001M + 2.600)%, 09/15/2029 | | | | | 1,609,078 | | | | | | 0.1 | | |
6,150,000 (1)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | | | | | 5,762,820 | | | | | | 0.2 | | |
5,000,000 (1)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 4,592,263 | | | | | | 0.2 | | |
2,845,000 (1)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 D, 5.605%, 08/15/2046 | | | | | 2,383,266 | | | | | | 0.1 | | |
5,147,013 (6)(8) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.643%, 06/15/2045 | | | | | 59,947 | | | | | | 0.0 | | |
2,000,000 (6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.248%, 12/15/2047 | | | | | 1,854,518 | | | | | | 0.1 | | |
5,500,000 (1)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | | | | | 4,344,503 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,630,000 (1)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | $ | 3,023,422 | | | | | | 0.1 | | |
7,470,000 (1)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | | | | | 5,184,745 | | | | | | 0.2 | | |
23,710,094 (6)(8) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA, 1.091%, 07/15/2047 | | | | | 433,022 | | | | | | 0.0 | | |
3,810,000 (1)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | | | | | 3,455,590 | | | | | | 0.1 | | |
3,640,000 (1)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP F, 3.862%, 12/05/2038 | | | | | 2,864,915 | | | | | | 0.1 | | |
1,000,000 (1)(6) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.373%, 11/15/2045 | | | | | 922,740 | | | | | | 0.0 | | |
2,549,000 (1)(6) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.055%, 01/15/2047 | | | | | 2,259,264 | | | | | | 0.1 | | |
9,560,000 (1)(6) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 E, 3.867%, 01/15/2047 | | | | | 7,106,439 | | | | | | 0.3 | | |
2,200,000 (1)(6) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 1,534,296 | | | | | | 0.1 | | |
1,405,000 (6) | | | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.813%, 08/15/2047 | | | | | 1,362,497 | | | | | | 0.1 | | |
49,630,652 (6)(8) | | | JPMBB Commercial Mortgage Securities Trust 2015-C27 XA, 1.305%, 02/15/2048 | | | | | 2,070,735 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
50,227,443 (6)(8) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.110%, 10/15/2048 | | | | $ | 1,670,093 | | | | | | 0.1 | | |
3,760,000 (1)(6) | | | JPMCC Re-REMIC Trust 2015-FRR2 AK36, 2.178%, 12/27/2046 | | | | | 3,734,355 | | | | | | 0.1 | | |
21,354,652 (6)(8) | | | JPMDB Commercial Mortgage Securities Trust 2017-C7 XA, 1.037%, 10/15/2050 | | | | | 996,190 | | | | | | 0.0 | | |
12,715,462 (1)(6)(8) | | | LSTAR Commercial Mortgage Trust 2017-5 X, 1.146%, 03/10/2050 | | | | | 410,770 | | | | | | 0.0 | | |
6,737,000 (1) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/2046 | | | | | 4,055,557 | | | | | | 0.2 | | |
11,232,518 (6)(8) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.125%, 11/15/2046 | | | | | 264,182 | | | | | | 0.0 | | |
13,797,906 (6)(8) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.150%, 12/15/2047 | | | | | 434,628 | | | | | | 0.0 | | |
5,649,000 (1) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | | | | | 3,890,962 | | | | | | 0.2 | | |
1,000,000 (6) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.610%, 02/15/2048 | | | | | 1,016,047 | | | | | | 0.0 | | |
5,390,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 D, 3.068%, 10/15/2048 | | | | | 4,743,050 | | | | | | 0.2 | | |
2,860,000 (1) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 D, 3.060%, 10/15/2048 | | | | | 2,337,156 | | | | | | 0.1 | | |
15,635,547 (6)(8) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.947%, 11/15/2052 | | | | | 674,350 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
5,970,000 (1) | | | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | | | | $ | 3,636,197 | | | | | | 0.1 | | |
4,268,000 (1) | | | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | | | | | 1,493,501 | | | | | | 0.1 | | |
4,220,000 (1) | | | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | | | | | 843,831 | | | | | | 0.0 | | |
4,841,000 (1)(6) | | | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | | | | | 3,754,681 | | | | | | 0.2 | | |
25,660,000 (1)(6)(8) | | | Morgan Stanley Capital I Trust 2018-L1 XD, 1.955%, 10/15/2051 | | | | | 3,153,835 | | | | | | 0.1 | | |
910,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 746,840 | | | | | | 0.0 | | |
38,343,062 (6)(8) | | | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.930%, 12/15/2050 | | | | | 1,757,316 | | | | | | 0.1 | | |
2,370,000 (1) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 2,348,518 | | | | | | 0.1 | | |
4,450,000 (1) | | | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | | | | | 4,255,037 | | | | | | 0.2 | | |
13,000,000 (1) | | | Prima Capital CRE Securitization 2019-7A D Ltd., 4.250%, 12/25/2050 | | | | | 11,988,668 | | | | | | 0.5 | | |
790,000 (1) | | | Prima Capital CRE Securitization 2019-RK1 CD Ltd., 3.500%, 04/15/2038 | | | | | 724,437 | | | | | | 0.0 | | |
10,151,000 (1) | | | Prima Capital CRE Securitization 2019-RK1 DD Ltd., 3.500%, 04/15/2038 | | | | | 8,832,384 | | | | | | 0.4 | | |
4,470,000 (1)(6) | | | Ready Capital Mortgage Trust 2019-5 D, 5.458%, 02/25/2052 | | | | | 4,114,212 | | | | | | 0.2 | | |
5,310,000 (1)(6) | | | ReadyCap Commercial Mortgage Trust 2018-4 D, 5.126%, 02/27/2051 | | | | | 3,768,836 | | | | | | 0.2 | | |
3,411,000 (1) | | | Shelter Growth CRE 2018-FL1 F Issuer Ltd., 6.652%, (US0001M + 6.500)%, 01/15/2035 | | | | | 3,307,764 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,000,000 (1)(6) | | | UBS Commercial Mortgage Trust 2017-C5, 4.459%, 11/15/2050 | | | | $ | 888,943 | | | | | | 0.0 | | |
26,287,234 (6)(8) | | | UBS Commercial Mortgage Trust 2019-C16 XA, 1.726%, 04/15/2052 | | | | | 2,649,304 | | | | | | 0.1 | | |
1,900,000 (1)(6) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.620%, 12/10/2045 | | | | | 1,012,350 | | | | | | 0.0 | | |
3,240,000 (1)(6) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.620%, 12/10/2045 | | | | | 1,451,393 | | | | | | 0.1 | | |
1,616,500 (1) | | | Wells Fargo Commercial Mortgage Trust 2010-C1 E, 4.000%, 11/15/2043 | | | | | 1,603,948 | | | | | | 0.1 | | |
3,448,000 (1) | | | Wells Fargo Commercial Mortgage Trust 2010-C1 F, 4.000%, 11/15/2043 | | | | | 3,411,271 | | | | | | 0.1 | | |
6,535,000 (1)(6) | | | Wells Fargo Commercial Mortgage Trust 2015-C30 D, 4.648%, 09/15/2058 | | | | | 6,585,234 | | | | | | 0.3 | | |
8,329,649 (1) | | | Wells Fargo Commercial Mortgage Trust 2015-C30 E, 3.250%, 09/15/2058 | | | | | 5,078,007 | | | | | | 0.2 | | |
10,940,000 (1) | | | Wells Fargo Commercial Mortgage Trust 2015-NXS3 D, 3.153%, 09/15/2057 | | | | | 9,745,787 | | | | | | 0.4 | | |
78,780,000 (6)(8) | | | Wells Fargo Commercial Mortgage Trust 2016-NXS6 XB, 0.628%, 11/15/2049 | | | | | 2,305,576 | | | | | | 0.1 | | |
20,643,332 (6)(8) | | | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 1.102%, 10/15/2050 | | | | | 978,467 | | | | | | 0.0 | | |
2,152,078 (1) | | | Wells Fargo Commercial Mortgage Trust 2018-BXI E, 2.309%, (US0001M + 2.157)%, 12/15/2036 | | | | | 2,118,743 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
8,430,000 (1) | | | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | | | | $ | 6,067,337 | | | | | | 0.3 | | |
39,777,362 (6)(8) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.765%, 08/15/2052 | | | | | 4,361,536 | | | | | | 0.2 | | |
364,419 (1)(6)(8) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.956%, 08/15/2045 | | | | | 8,482 | | | | | | 0.0 | | |
2,840,567 (1)(6)(8) | | | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.043%, 11/15/2045 | | | | | 85,422 | | | | | | 0.0 | | |
9,230,000 (1)(6) | | | WFRBS Commercial Mortgage Trust 2013-C11 E, 4.398%, 03/15/2045 | | | | | 6,867,393 | | | | | | 0.3 | | |
960,000 (1)(6) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.398%, 03/15/2045 | | | | | 634,331 | | | | | | 0.0 | | |
10,350,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 8,016,285 | | | | | | 0.3 | | |
5,950,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 F, 3.500%, 03/15/2048 | | | | | 4,430,123 | | | | | | 0.2 | | |
4,548,998 (1)(6)(8) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.335%, 03/15/2048 | | | | | 102,356 | | | | | | 0.0 | | |
9,000,000 (1)(6) | | | WFRBS Commercial Mortgage Trust 2013-C17 D, 5.207%, 12/15/2046 | | | | | 8,474,854 | | | | | | 0.3 | | |
760,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | | | | | 569,550 | | | | | | 0.0 | | |
3,000,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C17 F, 3.500%, 12/15/2046 | | | | | 2,075,355 | | | | | | 0.1 | | |
41,534,763 (6)(8) | | | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 1.000%, 03/15/2046 | | | | | 667,613 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
7,735,000 (1)(6) | | | West Town Mall Trust 2017-KNOX E, 4.491%, 07/05/2030 | | | | $ | 7,117,387 | | | | | | 0.3 | | |
1,500,000 (1)(6) | | | WFLD 2014-MONT D Mortgage Trust, 3.880%, 08/10/2031 | | | | | 1,089,432 | | | | | | 0.0 | | |
1,479,445 | | | Other Securities | | | | | 1,194,398 | | | | | | 0.0 | | |
| | | Total Commercial Mortgage-Backed Securities | | | | | | | | | | | | | |
| | | (Cost $548,951,436) | | | | | 490,193,252 | | | | | | 19.5 | | |
ASSET-BACKED SECURITIES: 13.4% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 1.5% | | ||||||||||||
1,075,000 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 1,142,997 | | | | | | 0.0 | | |
2,000,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 2,088,105 | | | | | | 0.1 | | |
2,800,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 C, 2.320%, 07/18/2025 | | | | | 2,890,841 | | | | | | 0.1 | | |
2,450,000 | | | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | | | | | 2,497,383 | | | | | | 0.1 | | |
4,400,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | | | 4,438,493 | | | | | | 0.2 | | |
2,500,000 (1) | | | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | | | | | 2,572,885 | | | | | | 0.1 | | |
1,000,000 | | | Santander Drive Auto Receivables Trust 2018-2 D, 3.880%, 02/15/2024 | | | | | 1,035,807 | | | | | | 0.0 | | |
4,450,000 | | | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | | | | | 4,600,542 | | | | | | 0.2 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
2,250,000 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | $ | 2,298,913 | | | | | | 0.1 | | |
6,000,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 6,178,401 | | | | | | 0.3 | | |
850,000 (1) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 872,148 | | | | | | 0.0 | | |
3,800,000 (1) | | | Tesla Auto Lease Trust 2019-A C, 2.680%, 01/20/2023 | | | | | 3,906,938 | | | | | | 0.2 | | |
3,000,000 | | | Other Securities | | | | | 3,071,939 | | | | | | 0.1 | | |
| | | | | | | | 37,595,392 | | | | | | 1.5 | | |
| | | Home Equity Asset-Backed Securities: 0.4% | | ||||||||||||
2,586,195 (1)(6) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 2,559,331 | | | | | | 0.1 | | |
431,277 | | | GSAA Home Equity Trust 2006-3 A3, 0.448%, (US0001M + 0.300)%, 03/25/2036 | | | | | 297,508 | | | | | | 0.0 | | |
1,020,685 | | | GSAA Home Equity Trust 2007-1 1A1, 0.228%, (US0001M + 0.080)%, 02/25/2037 | | | | | 435,264 | | | | | | 0.0 | | |
1,093,787 (6) | | | Morgan Stanley Mortgage Loan Trust 2007-10XS A2, 6.250%, 02/25/2037 | | | | | 741,986 | | | | | | 0.0 | | |
597,322 | | | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.608%, (US0001M + 0.230)%, 02/25/2037 | | | | | 543,198 | | | | | | 0.0 | | |
7,656,535 | | | Other Securities | | | | | 6,595,420 | | | | | | 0.3 | | |
| | | | | | | | 11,172,707 | | | | | | 0.4 | | |
| | | Other Asset-Backed Securities: 10.3% | | ||||||||||||
2,598,174 (1) | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 2,392,027 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,187,722 (1)(6) | | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | $ | 3,246,621 | | | | | | 0.1 | | |
3,089,000 (1) | | | Ajax Mortgage Loan Trust 2019-D A2, 3.500%, 09/25/2065 | | | | | 3,136,223 | | | | | | 0.1 | | |
4,234,000 (1) | | | Ajax Mortgage Loan Trust 2019-F A2, 3.500%, 09/25/2059 | | | | | 4,364,099 | | | | | | 0.2 | | |
2,500,000 (1) | | | AMMC CLO 16 Ltd. 2015-16A CR, 2.618%, (US0003M + 2.350)%, 04/14/2029 | | | | | 2,466,220 | | | | | | 0.1 | | |
2,000,000 (1) | | | AMMC CLO XI Ltd. 2012-11A CR2, 2.168%, (US0003M + 1.900)%, 04/30/2031 | | | | | 1,905,716 | | | | | | 0.1 | | |
4,750,000 (1) | | | Apidos CLO XI 2012-11A CRR, 2.773%, (US0003M + 2.500)%, 10/17/2030 | | | | | 4,637,886 | | | | | | 0.2 | | |
9,000,000 (1) | | | Apidos CLO XXII 2015-22A BR, 2.222%, (US0003M + 1.950)%, 04/20/2031 | | | | | 8,837,118 | | | | | | 0.4 | | |
5,000,000 (1) | | | Apidos CLO XXXIII 2020-33A B, 2.473%, (US0003M + 2.200)%, 07/24/2031 | | | | | 5,016,250 | | | | | | 0.2 | | |
1,650,000 (1) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | | | 1,538,003 | | | | | | 0.1 | | |
750,000 (1) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | | | 654,378 | | | | | | 0.0 | | |
1,868,704 (1) | | | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | | | | | 1,913,779 | | | | | | 0.1 | | |
1,100,000 (1) | | | Ares XLII Clo Ltd. 2017-42A C, 2.458%, (US0003M + 2.200)%, 01/22/2028 | | | | | 1,081,098 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
750,000 (1) | | | Atrium CDO Corp. 12A CR, 1.908%,(US0003M + 1.650)%, 04/22/2027 | | | | $ | 728,452 | | | | | | 0.0 | | |
2,500,000 (1) | | | Atrium XIV LLC 14A A2BR, 2.304%, 08/23/2030 | | | | | 2,500,205 | | | | | | 0.1 | | |
2,000,000 (1) | | | Babson CLO Ltd. 2018-3A C, 2.172%, (US0003M + 1.900)%, 07/20/2029 | | | | | 1,954,742 | | | | | | 0.1 | | |
6,000,000 (1) | | | Barings Clo Ltd. 2019-4A C, 3.075%, (US0003M + 2.800)%, 01/15/2033 | | | | | 6,008,460 | | | | | | 0.2 | | |
2,000,000 (1) | | | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 2.422%, (US0003M + 2.150)%, 04/20/2031 | | | | | 1,902,838 | | | | | | 0.1 | | |
500,000 (1) | | | Benefit Street Partners CLO VII Ltd. 2015-VIIA CR, 2.672%, (US0003M + 2.400)%, 07/18/2027 | | | | | 473,483 | | | | | | 0.0 | | |
1,000,000 (1) | | | BlueMountain CLO 2013-2A CR, 2.208%, (US0003M + 1.950)%, 10/22/2030 | | | | | 947,187 | | | | | | 0.0 | | |
1,000,000 (1) | | | BlueMountain CLO 2015-4 CR Ltd., 2.172%, (US0003M + 1.900)%, 04/20/2030 | | | | | 945,718 | | | | | | 0.0 | | |
3,750,000 (1) | | | BlueMountain CLO XXV Ltd. 2019-25A C, 2.725%, (US0003M + 2.450)%, 07/15/2032 | | | | | 3,657,847 | | | | | | 0.2 | | |
250,000 (1) | | | Bowman Park CLO Ltd. 2014-1A E, 5.656%, (US0003M + 5.400)%, 11/23/2025 | | | | | 232,207 | | | | | | 0.0 | | |
4,000,000 (1) | | | Bristol Park CLO Ltd. 2016-1A CR, 2.225%, (US0003M + 1.950)%, 04/15/2029 | | | | | 3,953,492 | | | | | | 0.2 | | |
750,000 (1) | | | Buttermilk Park CLO Ltd. 2018-1A C, 2.375%, (US0003M + 2.100)%, 10/15/2031 | | | | | 732,850 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,500,000 (1) | | | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 3.097%, (US0003M + 2.850)%, 07/28/2028 | | | | $ | 1,401,246 | | | | | | 0.0 | | |
1,500,000 (1) | | | Carlyle US CLO 2016-4A BR Ltd., 2.372%, (US0003M + 2.100)%, 10/20/2027 | | | | | 1,458,246 | | | | | | 0.1 | | |
1,000,000 (1) | | | Cent CLO C17A BR Ltd., 2.118%, (US0003M + 1.850)%, 04/30/2031 | | | | | 968,024 | | | | | | 0.0 | | |
1,500,000 (1) | | | CIFC Funding 2013-IA BR Ltd., 2.671%, (US0003M + 2.400)%, 07/16/2030 | | | | | 1,473,862 | | | | | | 0.1 | | |
2,000,000 (1) | | | Cifc Funding 2014-4RA B Ltd., 2.473%, (US0003M + 2.200)%, 10/17/2030 | | | | | 1,957,636 | | | | | | 0.1 | | |
6,250,000 (1) | | | CIFC Funding 2017-2A C, 2.622%, (US0003M + 2.350)%, 04/20/2030 | | | | | 6,146,969 | | | | | | 0.2 | | |
1,100,000 | | | Countrywide Asset-Backed Certificates 2005-AB2 M1, 0.853%, (US0001M + 0.705)%, 09/25/2035 | | | | | 1,067,502 | | | | | | 0.0 | | |
1,750,000 (1) | | | Cumberland Park CLO Ltd. 2015-2A CR, 2.072%, (US0003M + 1.800)%, 07/20/2028 | | | | | 1,736,595 | | | | | | 0.1 | | |
841,500 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 919,905 | | | | | | 0.1 | | |
445,500 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 475,067 | | | | | | 0.0 | | |
576,000 (1) | | | Domino’s Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | | | | | 611,994 | | | | | | 0.0 | | |
1,069,750 (1) | | | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | | | | | 1,158,002 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,063,375 (1) | | | Domino’s Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | | | | $ | 3,085,170 | | | | | | 0.1 | | |
2,312,800 (1) | | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 2,456,836 | | | | | | 0.1 | | |
3,523,375 (1) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 3,757,990 | | | | | | 0.2 | | |
2,167,000 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 2,294,810 | | | | | | 0.1 | | |
1,221,875 (1) | | | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | | | | | 1,290,513 | | | | | | 0.0 | | |
2,750,000 (1) | | | Dryden 30 Senior Loan Fund 2013-30A DR, 2.880%, (US0003M + 2.600)%, 11/15/2028 | | | | | 2,471,142 | | | | | | 0.1 | | |
1,750,000 (1) | | | Dryden 55 CLO Ltd. 2018-55A C, 2.175%, (US0003M + 1.900)%, 04/15/2031 | | | | | 1,704,059 | | | | | | 0.1 | | |
1,150,000 (1) | | | Dryden XXV Senior Loan Fund 2012-25A DRR, 3.275%, (US0003M + 3.000)%, 10/15/2027 | | | | | 1,098,465 | | | | | | 0.0 | | |
3,061,863 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,089,720 | | | | | | 0.1 | | |
750,000 (1) | | | Galaxy XXII CLO Ltd. 2016-22A DR, 3.371%, (US0003M + 3.100)%, 07/16/2028 | | | | | 716,167 | | | | | | 0.0 | | |
930,394 (1) | | | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | | | | | 1,005,519 | | | | | | 0.1 | | |
3,383,260 (1) | | | Helios Issuer, LLC 2018-1A B, 7.710%, 07/20/2048 | | | | | 3,263,188 | | | | | | 0.1 | | |
1,000,000 (1) | | | Invitation Homes 2018-SFR1 D Trust, 1.601%, (US0001M + 1.450)%, 03/17/2037 | | | | | 1,001,817 | | | | | | 0.0 | | |
4,500,000 (1) | | | Jay Park CLO Ltd. 2016-1A BR, 2.272%, (US0003M + 2.000)%, 10/20/2027 | | | | | 4,465,701 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,750,000 (1) | | | Jersey Mike’s Funding 2019-1A A2, 4.433%, 02/15/2050 | | | | $ | 4,013,022 | | | | | | 0.2 | | |
1,000,000 (1) | | | JG Wentworth XLII LLC 2018-2A B, 4.700%, 10/15/2077 | | | | | 1,109,656 | | | | | | 0.0 | | |
1,350,000 (1) | | | LCM XVIII L.P. 18A CR, 2.122%, (US0003M + 1.850)%, 04/20/2031 | | | | | 1,278,931 | | | | | | 0.1 | | |
1,000,000 (1) | | | LCM XX L.P. 20A-CR, 2.222%, (US0003M + 1.950)%, 10/20/2027 | | | | | 968,409 | | | | | | 0.0 | | |
915,223 (1) | | | LCSS Financing 2018-A A LLC, 4.700%, 12/15/2062 | | | | | 1,017,461 | | | | | | 0.0 | | |
1,000,000 (1) | | | Madison Park Funding XIII Ltd. 2014-13A CR2, 2.172%, (US0003M + 1.900)%, 04/19/2030 | | | | | 971,623 | | | | | | 0.1 | | |
2,500,000 (1) | | | Madison Park Funding XIX Ltd. 2015-19A B1R2, 2.108%, (US0003M + 1.850)%, 01/22/2028 | | | | | 2,476,557 | | | | | | 0.1 | | |
6,000,000 (1) | | | Madison Park Funding XXI Ltd. 2016-21A BR, 3.125%, (US0003M + 2.850)%, 10/15/2032 | | | | | 5,933,010 | | | | | | 0.2 | | |
1,000,000 (1) | | | Magnetite VIII Ltd. 2014-8A CR2, 2.125%, (US0003M + 1.850)%, 04/15/2031 | | | | | 974,447 | | | | | | 0.0 | | |
802,135 (1) | | | Marlette Funding Trust 2018-1A C, 3.690%, 03/15/2028 | | | | | 804,554 | | | | | | 0.0 | | |
1,700,000 (1) | | | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | | | | | 1,715,095 | | | | | | 0.1 | | |
1,700,000 (1) | | | Marlette Funding Trust 2019-1A B, 3.940%, 04/16/2029 | | | | | 1,707,300 | | | | | | 0.1 | | |
2,000,000 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 2,010,267 | | | | | | 0.1 | | |
4,050,000 (1) | | | Marlette Funding Trust 2019-3A C, 3.790%, 09/17/2029 | | | | | 4,010,842 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,950,000 (1) | | | Marlette Funding Trust 2019-4A B, 2.950%, 12/17/2029 | | | | $ | 1,965,499 | | | | | | 0.1 | | |
1,600,000 (1) | | | Marlette Funding Trust 2020-1A C, 2.800%, 03/15/2030 | | | | | 1,609,962 | | | | | | 0.1 | | |
2,475,259 (1) | | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | | | 2,605,774 | | | | | | 0.1 | | |
903,843 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 957,328 | | | | | | 0.0 | | |
2,207,553 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 2,261,759 | | | | | | 0.1 | | |
2,041,623 (1) | | | Mosaic Solar Loan Trust 2019-1A A, 4.370%, 12/21/2043 | | | | | 2,193,173 | | | | | | 0.1 | | |
825,595 (1) | | | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | | | | | 875,971 | | | | | | 0.0 | | |
1,629,143 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 1,721,417 | | | | | | 0.1 | | |
3,500,000 (1) | | | Neuberger Berman Loan Advisers CLO 24 Ltd. 2017-24A CR, 2.222%, (US0003M + 1.950)%, 04/19/2030 | | | | | 3,433,790 | | | | | | 0.1 | | |
2,300,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.721%, (US0003M + 2.450)%, 10/16/2032 | | | | | 2,299,984 | | | | | | 0.1 | | |
700,000 (1) | | | Ocean Trails CLO IV 2013-4A DR, 3.254%, (US0003M + 3.000)%, 08/13/2025 | | | | | 657,135 | | | | | | 0.0 | | |
2,450,000 (1) | | | OCP CLO 2015-8 Ltd. 2015-8A BR, 2.123%, (US0003M + 1.850)%, 04/17/2027 | | | | | 2,432,723 | | | | | | 0.1 | | |
2,000,000 (1) | | | Octagon Investment Partners 31 Ltd. 2017-1A C, 2.672%, (US0003M + 2.400)%, 07/20/2030 | | | | | 1,954,588 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,250,000 (1) | | | Octagon Investment Partners 32 Ltd. 2017-1A C, 2.525%, (US0003M + 2.250)%, 07/15/2029 | | | | $ | 2,176,504 | | | | | | 0.1 | | |
600,000 (1) | | | Octagon Investment Partners 33 Ltd. 2017-1A B, 2.122%, (US0003M + 1.850)%, 01/20/2031 | | | | | 574,846 | | | | | | 0.0 | | |
3,250,000 (1) | | | Octagon Investment Partners 48 Ltd. 2020-3A B, 3.951%, (US0003M + 1.850)%, 10/20/2031 | | | | | 3,251,605 | | ��� | | | | 0.1 | | |
1,000,000 (1) | | | Octagon Investment Partners XXIII Ltd. 2015-1A CR, 2.125%, (US0003M + 1.850)%, 07/15/2027 | | | | | 975,309 | | | | | | 0.1 | | |
1,500,000 (1) | | | OHA Credit Funding 3 Ltd. 2019-3A C, 2.722%, (US0003M + 2.450)%, 07/20/2032 | | | | | 1,486,987 | | | | | | 0.1 | | |
1,500,000 (1) | | | Palmer Square Loan Funding 2018-1A D Ltd., 4.225%, (US0003M + 3.950)%, 04/15/2026 | | | | | 1,383,966 | | | | | | 0.1 | | |
1,000,000 (1) | | | Palmer Square Loan Funding 2018-1A E Ltd., 6.175%, (US0003M + 5.900)%, 04/15/2026 | | | | | 893,839 | | | | | | 0.0 | | |
1,500,000 (1)(10) | | | Palmer Square Loan Funding 2018-2A C Ltd., 2.225%, (US0003M + 1.950)%, 07/15/2026 | | | | | 1,428,459 | | | | | | 0.1 | | |
3,000,000 (1) | | | Palmer Square Loan Funding 2018-4 D Ltd., 4.530%, (US0003M + 4.250)%, 11/15/2026 | | | | | 2,686,740 | | | | | | 0.1 | | |
2,431,625 (1) | | | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | | | | | 2,531,180 | | | | | | 0.1 | | |
3,000,000 (1) | | | Shackleton CLO Ltd. 2019-15A C, 3.075%, (US0003M + 2.800)%, 01/15/2030 | | | | | 2,984,646 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
770,000 (1)(6) | | | SoFi Consumer Loan Program 2017-1 B, 4.730%, 01/26/2026 | | | | $ | 778,308 | | | | | | 0.0 | | |
1,985,000 (1) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 2,013,543 | | | | | | 0.1 | | |
2,050,000 (1) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 2,087,435 | | | | | | 0.1 | | |
3,000,000 (1) | | | SoFi Consumer Loan Program 2018-4 D Trust, 4.760%, 11/26/2027 | | | | | 3,095,333 | | | | | | 0.1 | | |
2,750,000 (1) | | | SoFi Consumer Loan Program 2019-1 D Trust, 4.420%, 02/25/2028 | | | | | 2,798,499 | | | | | | 0.1 | | |
3,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 3,079,344 | | | | | | 0.1 | | |
4,000,000 (1) | | | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | | | | | 4,109,044 | | | | | | 0.2 | | |
2,000,000 (1) | | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | | | 1,976,791 | | | | | | 0.1 | | |
600,000 (1) | | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | | | 591,940 | | | | | | 0.0 | | |
2,100,000 (1) | | | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | | | | | 2,100,694 | | | | | | 0.1 | | |
1,200,000 (1) | | | SoFi Consumer Loan Program 2020-1 D Trust, 2.940%, 01/25/2029 | | | | | 1,189,554 | | | | | | 0.1 | | |
1,938,625 (1) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 2,061,150 | | | | | | 0.1 | | |
5,124,240 (1) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | | 5,189,146 | | | | | | 0.2 | | |
1,913,434 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 2,100,372 | | | | | | 0.1 | | |
3,784,092 (1) | | | Sunrun Atlas Issuer 2019-2 A LLC, 3.610%, 01/30/2055 | | | | | 3,979,854 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,200,000 (1) | | | Symphony Credit Opportunities Fund Ltd. 2015-2A CR, 2.535%, (US0003M + 2.260)%, 07/15/2028 | | | | $ | 1,200,068 | | | | | | 0.0 | | |
1,080,750 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,171,692 | | | | | | 0.0 | | |
1,000,000 (1) | | | TCI-Flatiron Clo 2017-1A C Ltd., 2.130%, (US0003M + 1.850)%, 11/18/2030 | | | | | 978,819 | | | | | | 0.0 | | |
4,000,000 (1) | | | TES 2017-2A B LLC, 6.990%, 02/20/2048 | | | | | 3,261,854 | | | | | | 0.2 | | |
3,450,000 (1) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 3,167,874 | | | | | | 0.1 | | |
2,000,000 (1) | | | THL Credit Wind River 2014-1 CRR CLO Ltd., 2.222%, (US0003M + 1.950)%, 07/18/2031 | | | | | 1,896,662 | | | | | | 0.1 | | |
1,000,000 (1) | | | THL Credit Wind River 2016-1A CR CLO Ltd., 2.375%, (US0003M + 2.100)%, 07/15/2028 | | | | | 972,973 | | | | | | 0.0 | | |
2,000,000 (1)(6) | | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 2,178,688 | | | | | | 0.1 | | |
2,500,000 (1)(6) | | | Towd Point Mortgage Trust 2017-6 A2, 3.000%, 10/25/2057 | | | | | 2,669,708 | | | | | | 0.1 | | |
1,500,000 (1) | | | Upland CLO Ltd. 2016-1A BR, 2.122%, (US0003M + 1.850)%, 04/20/2031 | | | | | 1,458,092 | | | | | | 0.1 | | |
1,795,000 (1) | | | Venture XX CLO Ltd. 2015-20A CR, 2.175%, (US0003M + 1.900)%, 04/15/2027 | | | | | 1,728,603 | | | | | | 0.1 | | |
2,771,625 (1) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 2,868,216 | | | | | | 0.1 | | |
972,500 (1) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 1,024,908 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,323,500 (1) | | | Wendy’s Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | | | | $ | 3,542,498 | | | | | | 0.2 | | |
2,000,000 (1) | | | West CLO 2014-2A BR Ltd., 2.021%, (US0003M + 1.750)%, 01/16/2027 | | | | | 1,987,260 | | | | | | 0.1 | | |
505,562 | | | Other Securities | | | | | 513,048 | | | | | | 0.0 | | |
| | | | | | | | 258,409,372 | | | | | | 10.3 | | |
| | | Student Loan Asset-Backed Securities: 1.2% | | ||||||||||||
185,530 (1) | | | Commonbond Student Loan Trust 2018-CGS C, 4.350%, 02/25/2046 | | | | | 188,798 | | | | | | 0.0 | | |
3,907,168 (1) | | | Commonbond Student Loan Trust 2019-A-GS A1, 2.540%, 01/25/2047 | | | | | 4,051,399 | | | | | | 0.2 | | |
189,270 (1) | | | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | | | | | 190,998 | | | | | | 0.0 | | |
843,681 (1) | | | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | | | | | 875,593 | | | | | | 0.0 | | |
2,150,000 (1)(6) | | | ELFI Graduate Loan Program 2019-A B LLC, 2.940%, 03/25/2044 | | | | | 2,187,438 | | | | | | 0.1 | | |
1,092,294 (1) | | | Laurel Road Prime Student Loan Trust 2018-B BFX, 3.720%, 05/26/2043 | | | | | 1,099,206 | | | | | | 0.0 | | |
4,000,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 3,599,279 | | | | | | 0.2 | | |
1,000,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,003,978 | | | | | | 0.0 | | |
2,250,000 (1)(6) | | | SoFi Professional Loan Program 2017-A B LLC, 3.440%, 03/26/2040 | | | | | 2,341,602 | | | | | | 0.1 | | |
1,000,000 (1)(6) | | | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | | | | | 1,051,186 | | | | | | 0.1 | | |
1,000,000 (1)(6) | | | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | | | | | 1,013,574 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
1,000,000 (1) | | | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | | | | $ | 1,050,902 | | | | | | 0.0 | | |
1,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,071,315 | | | | | | 0.1 | | |
2,000,000 (1) | | | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | | | | | 2,095,128 | | | | | | 0.1 | | |
3,000,000 (1) | | | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | | | | | 3,129,342 | | | | | | 0.1 | | |
4,400,000 (1) | | | SoFi Professional Loan Program 2020-B BFX Trust, 2.730%, 05/15/2046 | | | | | 4,391,312 | | | | | | 0.2 | | |
| | | | | | | | 29,341,050 | | | | | | 1.2 | | |
| | | Total Asset-Backed Securities (Cost $335,214,697) | | | | | 336,518,521 | | | | | | 13.4 | | |
SOVEREIGN BONDS: 3.9% | | |||||||||||||||
368,193 (7) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | | | | | 154,457 | | | | | | 0.0 | | |
674,557 (7) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 1.125% on 07/09/2021), 07/09/2035 | | | | | 254,989 | | | | | | 0.0 | | |
2,825,000 (1) | | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | | | 2,786,156 | | | | | | 0.1 | | |
56,700 (1)(7) | | | Ecuador Government International Bond, 0.500% (Step Rate @ 5.000% on 07/31/2021), 07/31/2030 | | | | | 38,557 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
148,590 (1)(7) | | | Ecuador Government International Bond, 0.500% (Step Rate @ 1.000% on 07/31/2021), 07/31/2035 | | | | $ | 82,841 | | | | | | 0.0 | | |
68,100 (1)(7) | | | Ecuador Government International Bond, 0.500% (Step Rate @ 0.500% on 07/31/2021), 07/31/2040 | | | | | 34,305 | | | | | | 0.0 | | |
12,174 (1)(11) | | | Ecuador Government International Bond, 7.850%, 07/31/2030 | | | | | 5,707 | | | | | | 0.0 | | |
3,200,000 (1) | | | Egypt Government International Bond, 7.625%, 05/29/2032 | | | | | 3,137,424 | | | | | | 0.1 | | |
7,800,000 (3) | | | Egypt Government International Bond, 5.875%-7.500%, 06/11/2025-02/21/2028 | | | | | 8,057,107 | | | | | | 0.3 | | |
1,400,000 (1) | | | Export-Import Bank of India, 3.250%, 01/15/2030 | | | | | 1,415,712 | | | | | | 0.1 | | |
440,000 (1) | | | Gabon Government International Bond, 6.625%, 02/06/2031 | | | | | 394,675 | | | | | | 0.0 | | |
4,525,000 (1) | | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | | | 4,089,405 | | | | | | 0.2 | | |
1,275,000 (1) | | | Jordan Government International Bond, 5.850%, 07/07/2030 | | | | | 1,241,079 | | | | | | 0.0 | | |
1,350,000 (1) | | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | | | 1,330,088 | | | | | | 0.1 | | |
500,000 (1) | | | KSA Sukuk Ltd., 3.628%, 04/20/2027 | | | | | 554,250 | | | | | | 0.0 | | |
3,000,000 (1) | | | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | | | | | 3,093,150 | | | | | | 0.1 | | |
750,000 (1) | | | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | | | | | 844,965 | | | | | | 0.0 | | |
1,800,000 (1) | | | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | | | | | 2,082,168 | | | | | | 0.1 | | |
1,360,000 (1) | | | Romanian Government International Bond, 3.000%, 02/14/2031 | | | | | 1,399,100 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
87,966,759,032 (2) | | | Other Securities | | | | $ | 67,280,606 | | | | | | 2.7 | | |
| | | Total Sovereign Bonds (Cost $99,369,146) | | | | | 98,276,741 | | | | | | 3.9 | | |
BANK LOANS: 10.5% | | |||||||||||||||
| | | Aerospace & Defense: 0.2% | | ||||||||||||
821,715 | | | AI Convoy (Luxembourg) S.A.R.L USD Term Loan B, 4.650%, (US0006M + 3.500)%, 01/17/2027 | | | | | 815,552 | | | | | | 0.0 | | |
1,142,236 | | | Amentum Government Services Holdings LLC Term Loan B, 3.647%, (US0001M + 3.500)%, 02/01/2027 | | | | | 1,132,242 | | | | | | 0.1 | | |
1,808,870 | | | American Airlines, Inc. 2018 Term Loan B, 1.895%, (US0001M + 1.750)%, 06/27/2025 | | | | | 1,125,016 | | | | | | 0.0 | | |
194,513 | | | Delta Air Lines, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750)%, 04/29/2023 | | | | | 194,490 | | | | | | 0.0 | | |
1,005,763 | | | KBR, Inc. 2020 Term Loan B, 2.897%, (US0001M + 2.750)%, 02/05/2027 | | | | | 996,962 | | | | | | 0.0 | | |
1,169,340 | | | Maxar Technologies Ltd. Term Loan B, 2.900%, (US0001M + 2.750)%, 10/04/2024 | | | | | 1,129,582 | | | | | | 0.1 | | |
353,154 | | | Science Applications International Corporation 2020 Incremental Term Loan B, 2.397%, (US0001M + 2.250)%, 03/12/2027 | | | | | 349,255 | | | | | | 0.0 | | |
247,503 | | | TransDigm, Inc. 2020 Term Loan E, 2.397%, (US0001M + 2.250)%, 05/30/2025 | | | | | 234,578 | | | | | | 0.0 | | |
| | | | | | | | 5,977,677 | | | | | | 0.2 | | |
| | | Auto Components: 0.1% | | ||||||||||||
259,350 | | | Broadstreet Partners, Inc. 2020 Incremental Term Loan B, 4.750%, (US0001M + 3.750)%, 01/27/2027 | | | | | 253,434 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Auto Components (continued) | | ||||||||||||
1,012,444 | | | Broadstreet Partners, Inc. 2020 Term Loan B, 3.397%, (US0001M + 3.250)%, 01/27/2027 | | | | $ | 989,348 | | | | | | 0.1 | | |
| | | | | | | | 1,242,782 | | | | | | 0.1 | | |
| | | Automotive: 0.5% | | ||||||||||||
2,587,774 | | | American Axle and Manufacturing, Inc. Term Loan B, 3.000%, (US0001M + 2.250)%, 04/06/2024 | | | | | 2,491,656 | | | | | | 0.1 | | |
335,750 | | | Autokiniton US Holdings, Inc. Term Loan, 5.906%, (US0001M + 5.750)%, 05/22/2025 | | | | | 323,579 | | | | | | 0.0 | | |
879,094 | | | Belron Finance US LLC 2019 USD Term Loan B, 2.768%, (US0003M + 2.500)%, 10/30/2026 | | | | | 872,134 | | | | | | 0.0 | | |
1,103,438 | | | Belron Finance US LLC USD Term Loan B, 2.742%, (US0003M + 2.500)%, 11/07/2024 | | | | | 1,093,783 | | | | | | 0.1 | | |
927,366 | | | Dealer Tire, LLC 2020 Term Loan B, 4.397%, (US0001M + 4.250)%, 12/12/2025 | | | | | 908,818 | | | | | | 0.0 | | |
2,347,922 | | | Gates Global LLC 2017 USD Repriced Term Loan B, 3.750%, (US0001M + 2.750)%, 04/01/2024 | | | | | 2,318,085 | | | | | | 0.1 | | |
1,007,848 | | | KAR Auction Services, Inc. 2019 Term Loan B6, 2.438%, (US0001M + 2.250)%, 09/19/2026 | | | | | 976,353 | | | | | | 0.1 | | |
1,249,236 | | | Clarios Global LP USD Term Loan B, 3.647%, (US0001M + 3.500)%, 04/30/2026 | | | | | 1,219,567 | | | | | | 0.1 | | |
497,429 | | | Truck Hero, Inc. 1st Lien Term Loan, 3.897%, (US0001M + 3.750)%, 04/22/2024 | | | | | 487,947 | | | | | | 0.0 | | |
745,627 | | | Wand NewCo 3, Inc. 2020 Term Loan, 3.809%, (US0003M + 3.000)%, 02/05/2026 | | | | | 721,705 | | | | | | 0.0 | | |
| | | | | | | | 11,413,627 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Beverage & Tobacco: 0.1% | | ||||||||||||
1,445,598 | | | Sunshine Investments B.V. USD Term Loan B3, 3.515%, (US0003M + 3.250)%, 03/28/2025 | | | | $ | 1,423,010 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Brokers, Dealers & Investment Houses: 0.1% | | ||||||||||||
1,725,434 | | | Brookfield Property REIT Inc. 1st Lien Term Loan B, 2.647%, (US0001M + 2.500)%, 08/27/2025 | | | | | 1,408,146 | | | | | | 0.1 | | |
689,475 | | | Forest City Enterprises, L.P. 2019 Term Loan B, 3.647%, (US0001M + 3.500)%, 12/08/2025 | | | | | 675,254 | | | | | | 0.0 | | |
| | | | | | | | 2,083,400 | | | | | | 0.1 | | |
| | | Building & Development: 0.3% | | ||||||||||||
359,176 | | | Advanced Drainage Systems Inc Term Loan B, 2.438%, (US0001M + 2.250)%, 07/31/2026 | | | | | 359,775 | | | | | | 0.0 | | |
1,621,205 | | | Core & Main LP 2017 Term Loan B, 3.750%, (US0006M + 2.750)%, 08/01/2024 | | | | | 1,592,834 | | | | | | 0.1 | | |
1,065,223 | | | GYP Holdings III Corp. 2018 Term Loan B, 2.897%, (US0001M + 2.750)%, 06/01/2025 | | | | | 1,053,572 | | | | | | 0.0 | | |
735,335 | | | Henry Company LLC Term Loan B, 5.000%, (US0001M + 4.000)%, 10/05/2023 | | | | | 730,739 | | | | | | 0.0 | | |
150,000 | | | LEB Holdings (USA), Inc Term Loan B, 4.234%, (US0003M + 4.000)%, 09/25/2027 | | | | | 149,016 | | | | | | 0.0 | | |
1,122,128 | | | MX Holdings US, Inc. Term Loan B1B, 3.500%, (US0001M + 2.750)%, 07/31/2025 | | | | | 1,110,907 | | | | | | 0.0 | | |
1,141,753 | | | Quikrete Holdings Inc Term Loan, 2.646%, (US0001M + 2.500)%, 02/01/2027 | | | | | 1,117,313 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Building & Development (continued) | | ||||||||||||
390,421 | | | Werner FinCo LP 2017 Term Loan, 5.000%, (US0001M + 4.000)%, 07/24/2024 | | | | $ | 377,732 | | | | | | 0.0 | | |
1,243,750 | | | Zekelman Industries, Inc. 2020 Term Loan, 2.145%, (US0003M + 2.000)%, 01/24/2027 | | | | | 1,207,798 | | | | | | 0.1 | | |
| | | | | | | | 7,699,686 | | | | | | 0.3 | | |
| | | Business Equipment & Services: 0.9% | | ||||||||||||
191,285 | | | 24-7 Intouch Inc 2018 Term Loan, 4.897%, (US0001M + 4.750)%, 08/25/2025 | | | | | 178,852 | | | | | | 0.0 | | |
2,298,788 | | | AlixPartners, LLP 2017 Term Loan B, 2.645%, (US0001M + 2.500)%, 04/04/2024 | | | | | 2,247,065 | | | | | | 0.1 | | |
154,613 | | | AqGen Ascensus, Inc. 2020 Term Loan, 5.000%, (US0001M + 4.000)%, 12/13/2026 | | | | | 153,968 | | | | | | 0.0 | | |
388,545 | | | Ascend Learning, LLC 2017 Term Loan B, 4.000%, (US0001M + 3.000)%, 07/12/2024 | | | | | 384,780 | | | | | | 0.0 | | |
470,000 | | | Asplundh Tree Expert, LLC Term Loan B, 2.655%, (US0003M + 2.500)%, 09/07/2027 | | | | | 470,098 | | | | | | 0.0 | | |
465,000 | | | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 3.234%, (US0003M + 3.000)%, 10/30/2026 | | | | | 462,675 | | | | | | 0.0 | | |
465,000 | | | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 3.251%, (US0003M + 3.000)%, 10/30/2026 | | | | | 463,934 | | | | | | 0.1 | | |
264,338 | | | Cardtronics USA, Inc. Term Loan B, 5.000%, (US0001M + 4.000)%, 06/29/2027 | | | | | 264,750 | | | | | | 0.0 | | |
502,896 | | | Castle US Holding Corporation USD Term Loan B, 3.970%, (US0003M + 3.750)%, 01/29/2027 | | | | | 485,504 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
885,574 | | | Convergint Technologies LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 3.000)%, 02/03/2025 | | | | $ | 850,151 | | | | | | 0.1 | | |
1,145,597 | | | EIG Investors Corp. 2018 1st Lien Term Loan, 4.750%, (US0003M + 3.750)%, 02/09/2023 | | | | | 1,143,091 | | | | | | 0.1 | | |
493,144 | | | EVO Payments International LLC 2018 1st Lien Term Loan, 3.400%, (US0001M + 3.250)%, 12/22/2023 | | | | | 487,699 | | | | | | 0.0 | | |
1,745,519 | | | Financial & Risk US Holdings, Inc. 2018 USD Term Loan, 3.397%, (US0001M + 3.250)%, 10/01/2025 | | | | | 1,730,790 | | | | | | 0.1 | | |
632,128 | | | GreenSky Holdings, LLC 2018 Term Loan B, 3.438%, (US0001M + 3.250)%, 03/31/2025 | | | | | 598,941 | | | | | | 0.0 | | |
150,069 | | | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 5.000%, (US0003M + 4.000)%, 11/21/2024 | | | | | 147,818 | | | | | | 0.0 | | |
660,000 | | | Milano Acquisition Corp Term Loan B, 4.241%, (US0003M + 4.000)%, 08/13/2027 | | | | | 654,638 | | | | | | 0.0 | | |
284,288 | | | Nielsen Finance LLC 2020 USD Term Loan B5, 4.750%, (US0001M + 3.750)%, 06/04/2025 | | | | | 284,288 | | | | | | 0.0 | | |
630,542 | | | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 4.500%, (US0003M + 3.500)%, 01/03/2025 | | | | | 609,720 | | | | | | 0.0 | | |
866,758 | | | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.397%, (US0001M + 3.250)%, 05/01/2025 | | | | | 840,213 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
1,992,673 | | | Red Ventures, LLC 2020 Term Loan B2, 2.647%, (US0001M + 2.500)%, 11/08/2024 | | | | $ | 1,915,871 | | | | | | 0.1 | | |
389,722 | | | Renaissance Learning, Inc. 2018 Add On Term Loan, 3.397%, (US0001M + 3.250)%, 05/30/2025 | | | | | 377,056 | | | | | | 0.0 | | |
891,787 | | | Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0006M + 5.500)%, 12/20/2024 | | | | | 849,427 | | | | | | 0.0 | | |
873,332 | | | Solera Holdings, Inc. USD Term Loan B, 2.938%, (US0002M + 2.750)%, 03/03/2023 | | | | | 856,645 | | | | | | 0.1 | | |
795,500 | | | Staples, Inc. 7 Year Term Loan, 5.251%, (US0003M + 5.000)%, 04/16/2026 | | | | | 738,678 | | | | | | 0.0 | | |
362,582 | | | SurveyMonkey Inc. 2018 Term Loan B, 3.897%, (US0001M + 3.750)%, 10/10/2025 | | | | | 361,223 | | | | | | 0.0 | | |
787,128 | | | Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.253%, (US0003M + 4.000)%, 08/20/2025 | | | | | 709,891 | | | | | | 0.0 | | |
857,336 | | | Verra Mobility Corporation 2020 Term Loan B, 3.397%, (US0001M + 3.250)%, 02/28/2025 | | | | | 841,261 | | | | | | 0.0 | | |
1,249,960 | | | Verscend Holding Corp. 2018 Term Loan B, 4.647%, (US0001M + 4.500)%, 08/27/2025 | | | | | 1,243,189 | | | | | | 0.1 | | |
358,200 | | | VS Buyer, LLC Term Loan B, 3.397%, (US0001M + 3.250)%, 02/28/2027 | | | | | 353,275 | | | | | | 0.0 | | |
887,821 | | | West Corporation 2017 Term Loan, 5.000%, (US0001M + 4.000)%, 10/10/2024 | | | | | 812,040 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Business Equipment & Services (continued) | | ||||||||||||
434,328 | | | West Corporation 2018 Term Loan B1, 4.500%, (US0001M + 3.500)%, 10/10/2024 | | | | $ | 393,881 | | | | | | 0.0 | | |
366,934 | | | Yak Access, LLC 2018 1st Lien Term Loan B, 5.223%, (US0003M + 5.000)%, 07/11/2025 | | | | | 317,398 | | | | | | 0.0 | | |
| | | | | | | | 22,228,810 | | | | | | 0.9 | | |
| | | Cable & Satellite Television: 0.4% | | ||||||||||||
2,778,548 | | | CSC Holdings, LLC 2019 Term Loan B5, 2.652%, (US0001M + 2.500)%, 04/15/2027 | | | | | 2,701,444 | | | | | | 0.1 | | |
1,224,191 | | | Radiate Holdco, LLC 1st Lien Term Loan, 3.750%, (US0001M + 3.500)%, 02/01/2024 | �� | | | | 1,218,899 | | | | | | 0.1 | | |
307,199 | | | Radiate Holdco, LLC 2020 Term Loan, 3.734%, (US0003M + 3.500)%, 09/11/2026 | | | | | 302,422 | | | | | | 0.0 | | |
1,094,869 | | | Telesat Canada Term Loan B5, 2.900%, (US0001M + 2.750)%, 12/07/2026 | | | | | 1,062,023 | | | | | | 0.0 | | |
252,500 | | | UPC Broadband Holding B.V. 2020 USD Term Loan B1, 3.741%, (US0003M + 3.500)%, 01/31/2029 | | | | | 245,303 | | | | | | 0.0 | | |
252,500 | | | UPC Broadband Holding B.V. 2020 USD Term Loan B2, 3.734%, (US0003M + 3.500)%, 01/31/2029 | | | | | 245,304 | | | | | | 0.0 | | |
860,000 | | | UPC Broadband Holding B.V. 2020 USD Term Loan B, 2.402%, (US0001M + 2.250)%, 04/30/2028 | | | | | 830,545 | | | | | | 0.1 | | |
1,899,808 | | | Virgin Media Bristol LLC USD Term Loan N, 2.652%, (US0001M + 2.500)%, 01/31/2028 | | | | | 1,849,938 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Cable & Satellite Television (continued) | | ||||||||||||
1,237,862 | | | WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0001M + 3.250)%, 08/18/2023 | | | | $ | 1,222,646 | | | | | | 0.0 | | |
| | | | | | | | 9,678,524 | | | | | | 0.4 | | |
| | | Chemicals & Plastics: 0.3% | | ||||||||||||
833,940 | | | Alpha 3 B.V. 2017 Term Loan B1, 4.000%, (US0003M + 3.000)%, 01/31/2024 | | | | | 822,473 | | | | | | 0.0 | | |
416,022 | | | Composite Resins Holding B.V. 2018 Term Loan B, 5.475%, (US0006M + 4.250)%, 08/01/2025 | | | | | 411,861 | | | | | | 0.0 | | |
250,000 | | | Diamond (BC) B.V. 2020 USD Incremental Term Loan, 6.000%, (US0003M + 5.000)%, 09/06/2024 | | | | | 250,625 | | | | | | 0.0 | | |
382,691 | | | Diamond (BC) B.V. USD Term Loan, 3.261%, (US0003M + 3.000)%, 09/06/2024 | | | | | 359,132 | | | | | | 0.0 | | |
255,000 | | | Emerald Performance Materials, LLC 2020 Term Loan B, 5.000%, (US0001M + 4.000)%, 08/12/2025 | | | | | 254,442 | | | | | | 0.0 | | |
1,047,377 | | | Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0001M + 3.250)%, 11/07/2024 | | | | | 1,030,357 | | | | | | 0.1 | | |
389,608 | | | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.905%, (US0001M + 4.750)%, 10/15/2025 | | | | | 375,972 | | | | | | 0.0 | | |
900,000 | | | PQ Corporation 2020 USD Incremental Term Loan B, 4.000%, (US0003M + 3.000)%, 02/07/2027 | | | | | 898,650 | | | | | | 0.0 | | |
1,082,220 | | | Starfruit Finco B.V 2018 USD Term Loan B, 3.151%, (US0001M + 3.000)%, 10/01/2025 | | | | | 1,049,753 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Chemicals & Plastics (continued) | | ||||||||||||
1,994,013 | | | Tronox Finance LLC Term Loan B, 3.177%, (US0001M + 3.000)%, 09/23/2024 | | | | $ | 1,969,088 | | | | | | 0.1 | | |
250,000 | | | Univar Inc. 2017 USD Term Loan B, 2.397%, (US0001M + 2.250)%, 07/01/2024 | | | | | 247,188 | | | | | | 0.0 | | |
192,916 | | | Univar Inc. 2019 USD Term Loan B5, 2.147%, (US0001M + 2.000)%, 07/01/2026 | | | | | 188,816 | | | | | | 0.0 | | |
| | | | | | | | 7,858,357 | | | | | | 0.3 | | |
| | | Consumer, Cyclical: 0.0% | | ||||||||||||
721,455 (4)(6) | | | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 3.734%, (US0003M + 3.500)%, 05/30/2025 | | | | | 60,422 | | | | | | 0.0 | | |
400,000 | | | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250)%, 06/25/2027 | | | | | 407,281 | | | | | | 0.0 | | |
| | | | | | | | 467,703 | | | | | | 0.0 | | |
| | | Consumer, Non-cyclical: 0.0% | | ||||||||||||
247,890 | | | Lifescan Global Corporation 2018 1st Lien Term Loan, 7.175%, (US0006M + 6.000)%, 10/01/2024 | | | | | 234,876 | | | | | | 0.0 | | |
214,823 | | | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 7.156%, (US0001M + 7.000)%, 02/28/2025 | | | | | 207,103 | | | | | | 0.0 | | |
| | | | | | | | 441,979 | | | | | | 0.0 | | |
| | | Containers & Glass Products: 0.5% | | ||||||||||||
2,879,203 | | | Berry Global, Inc. Term Loan Y, 2.156%, (US0001M + 2.000)%, 07/01/2026 | | | | | 2,797,425 | | | | | | 0.1 | | |
1,023,479 | | | BWAY Holding Company 2017 Term Loan B, 3.523%, (US0003M + 3.250)%, 04/03/2024 | | | | | 968,786 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Containers & Glass Products (continued) | | ||||||||||||
873,016 | | | Charter NEX US, Inc. Incremental Term Loan, 3.397%, (US0001M + 3.250)%, 05/16/2024 | | | | $ | 854,028 | | | | | | 0.0 | | |
993,939 | | | Consolidated Container Company LLC 2017 1st Lien Term Loan, 3.750%, (US0001M + 2.750)%, 05/22/2024 | | | | | 985,656 | | | | | | 0.1 | | |
556,699 | | | Flex Acquisition Company, Inc. 1st Lien Term Loan, 4.000%, (US0003M + 3.000)%, 12/29/2023 | | | | | 544,730 | | | | | | 0.0 | | |
1,268,888 | | | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 3.546%, (US0003M + 3.250)%, 06/29/2025 | | | | | 1,234,787 | | | | | | 0.1 | | |
265,000 | | | Graham Packaging Company Inc. Term Loan, 4.500%, (US0001M + 3.750)%, 08/04/2027 | | | | | 264,068 | | | | | | 0.0 | | |
434,715 | | | Plastipak Packaging, Inc. 2018 Term Loan B, 2.650%, (US0001M + 2.500)%, 10/14/2024 | | | | | 429,643 | | | | | | 0.0 | | |
285,000 | | | Plaze, Inc. 2020 Incremental Term Loan, 5.250%, (US0001M + 4.250)%, 08/03/2026 | | | | | 281,438 | | | | | | 0.0 | | |
902,093 | | | Reynolds Consumer Products LLC Term Loan, 1.896%, (US0001M + 1.750)%, 02/04/2027 | | | | | 891,592 | | | | | | 0.0 | | |
545,000 | | | Reynolds Group Holdings Inc. 2020 Term Loan, 3.484%, (US0003M + 3.250)%, 02/03/2026 | | | | | 537,506 | | | | | | 0.0 | | |
1,964,664 | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 3.979%, (PRIME + 2.750)%, 02/05/2023 | | | | | 1,948,701 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Containers & Glass Products (continued) | | ||||||||||||
638,189 | | | Ring Container Technologies Group, LLC 1st Lien Term Loan, 2.896%, (US0001M + 2.750)%, 10/31/2024 | | | | | 623,830 | | | | | | 0.0 | | |
160,000 | | | Tosca Services, LLC 2020 Term Loan B, 5.250%, (US0001M + 4.250)%, 07/28/2027 | | | | | 160,250 | | | | | | 0.0 | | |
1,010,558 | | | TricorBraun Hldgs Inc First Lien Term Loan, 4.753%, (US0003M + 3.750)%, 11/30/2023 | | | | | 1,002,557 | | | | | | 0.1 | | |
| | | | | | | | 13,524,997 | | | | | | 0.5 | | |
| | | Cosmetics/Toiletries: 0.0% | | ||||||||||||
373 | | | Anastasia Parent, LLC 2018 Term Loan B, 3.970%, (US0003M + 3.750)%, 08/11/2025 | | | | | 164 | | | | | | 0.0 | | |
915,699 | | | Wellness Merger Sub, Inc. 1st Lien Term Loan, 4.256%, (US0003M + 4.000)%, 06/30/2024 | | | | | 900,247 | | | | | | 0.0 | | |
| | | | | | | | 900,411 | | | | | | 0.0 | | |
| | | Drugs: 0.1% | | ||||||||||||
997,423 | | | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 5.000%, (US0003M + 4.250)%, 04/29/2024 | | | | | 955,923 | | | | | | 0.0 | | |
1,038,362 | | | Horizon Therapeutics USA Inc Term Loan B, 2.188%, (US0001M + 2.000)%, 05/22/2026 | | | | | 1,031,223 | | | | | | 0.1 | | |
| | | | | | | | 1,987,146 | | | | | | 0.1 | | |
| | | Ecological Services & Equipment: 0.0% | | ||||||||||||
840,466 | | | GFL Environmental Inc. 2018 USD Term Loan B, 4.000%, (US0001M + 3.000)%, 05/30/2025 | | | | | 837,982 | | | | | | 0.0 | | |
| | | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical: 1.4% | | ||||||||||||
150,000 | | | Allegro Microsystems, Inc. Term Loan, 4.984%, (US0003M + 4.750)%, 09/24/2027 | | | | $ | 149,813 | | | | | | 0.0 | | |
1,275,602 | | | Barracuda Networks, Inc. 1st Lien Term Loan, 4.250%, (US0003M + 3.250)%, 02/12/2025 | | | | | 1,264,121 | | | | | | 0.1 | | |
936,994 | | | BMC Software Finance, Inc. 2018 USD Term Loan B, 4.397%, (US0001M + 4.250)%, 10/02/2025 | | | | | 912,047 | | | | | | 0.1 | | |
390,089 | | | Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.147%, (US0001M + 4.000)%, 04/18/2025 | | | | | 385,823 | | | | | | 0.0 | | |
688,991 | | | By Crown Parent, LLC Term Loan B1, 4.000%, (US0001M + 3.000)%, 01/31/2026 | | | | | 682,963 | | | | | | 0.0 | | |
389,891 | | | CentralSquare Technologies, LLC 2018 1st Lien Term Loan, 3.897%, (US0001M + 3.750)%, 08/29/2025 | | | | | 351,487 | | | | | | 0.0 | | |
426,217 | | | Cohu, Inc. 2018 Term Loan B, 3.147%, (US0001M + 3.000)%, 10/01/2025 | | | | | 411,300 | | | | | | 0.0 | | |
580,000 | | | Cornerstone OnDemand, Inc. Term Loan B, 4.406%, (US0001M + 4.250)%, 04/22/2027 | | | | | 579,819 | | | | | | 0.0 | | |
840,000 | | | Epicor Software Corporation 2020 Term Loan, 5.250%, (US0001M + 4.250)%, 07/30/2027 | | | | | 838,005 | | | | | | 0.0 | | |
155,316 | | | Exact Merger Sub LLC 1st Lien Term Loan, 5.250%, (US0001M + 4.250)%, 09/27/2024 | | | | | 154,442 | | | | | | 0.0 | | |
635,072 | | | GlobalFoundries Inc USD Term Loan B, 5.000%, (US0003M + 4.750)%, 06/05/2026 | | | | | 635,072 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
703,238 | | | Go Daddy Operating Company, LLC 2020 Term Loan B3, 2.646%, (US0001M + 2.500)%, 08/10/2027 | | | | $ | 694,447 | | | | | | 0.0 | | |
1,045,393 | | | Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B, 3.397%, (US0001M + 3.250)%, 12/01/2023 | | | | | 1,041,006 | | | | | | 0.1 | | |
341,764 | | | Helios Software Holdings, Inc. USD Term Loan, 4.519%, (US0003M + 4.250)%, 10/24/2025 | | | | | 337,385 | | | | | | 0.0 | | |
1,411,604 | | | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.000%, (US0001M + 3.250)%, 07/01/2024 | | | | | 1,406,310 | | | | | | 0.1 | | |
708,430 | | | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000)%, 01/12/2026 | | | | | 698,836 | | | | | | 0.0 | | |
1,054,700 | | | Informatica LLC, 2020 USD Term Loan B, 3.397%, (US0001M + 3.250)%, 02/25/2027 | | | | | 1,031,848 | | | | | | 0.1 | | |
710,000 | | | LogMeIn, Inc. Term Loan B, 4.906%, (US0003M + 4.750)%, 08/14/2027 | | | | | 687,516 | | | | | | 0.0 | | |
153,198 | | | MA FinanceCo., LLC USD Term Loan B3, 2.647%, (US0001M + 2.500)%, 06/21/2024 | | | | | 146,916 | | | | | | 0.0 | | |
2,621,267 | | | McAfee, LLC 2018 USD Term Loan B, 3.896%, (US0001M + 3.750)%, 09/30/2024 | | | | | 2,605,293 | | | | | | 0.1 | | |
2,106,268 | | | MH Sub I, LLC 2017 1st Lien Term Loan, 3.647%, (US0001M + 3.500)%, 09/13/2024 | | | | | 2,062,334 | | | | | | 0.1 | | |
1,250,846 | | | Project Boost Purchaser, LLC 2019 Term Loan B, 3.647%, (US0001M + 3.500)%, 06/01/2026 | | | | | 1,219,575 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
416,922 | | | Project Leopard Holdings, Inc. 2019 Term Loan, 5.250%, (US0003M + 4.250)%, 07/07/2023 | | | | $ | 411,580 | | | | | | 0.0 | | |
2,041,190 | | | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.511%, (US0003M + 4.250)%, 05/16/2025 | | | | | 2,003,769 | | | | | | 0.1 | | |
2,007,896 | | | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000)%, 11/03/2023 | | | | | 1,975,894 | | | | | | 0.1 | | |
485,000 | | | Redstone Buyer LLC Term Loan, 6.000%, (US0003M + 5.000)%, 09/01/2027 | | | | | 483,484 | | | | | | 0.0 | | |
486,860 | | | Riverbed Technology, Inc. 2016 Term Loan, 4.250%, (US0003M + 3.250)%, 04/24/2022 | | | | | 438,904 | | | | | | 0.0 | | |
1,063,151 | | | Rocket Software, Inc. 2018 Term Loan, 4.397%, (US0001M + 4.250)%, 11/28/2025 | | | | | 1,044,737 | | | | | | 0.1 | | |
1,034,581 | | | Seattle Spinco, Inc. USD Term Loan B3, 2.647%, (US0001M + 2.500)%, 06/21/2024 | | | | | 992,227 | | | | | | 0.1 | | |
37,994 | | | SkillSoft Corporation 2020 First Out Rolled Up Exit TL, 8.500%, (US0003M + 7.500)%, 12/27/2024 | | | | | 38,374 | | | | | | 0.0 | | |
117,664 | | | SkillSoft Corporation 2020 Take Back 2nd Out Term Loan, 8.500%, (US0003M + 7.500)%, 04/27/2025 | | | | | 116,488 | | | | | | 0.0 | | |
2,473,905 | | | SolarWinds Holdings, Inc. 2018 Term Loan B, 2.897%, (US0001M + 2.750)%, 02/05/2024 | | | | | 2,434,322 | | | | | | 0.1 | | |
382,534 | | | SonicWall US Holdings Inc. 1st Lien Term Loan, 3.753%, (US0003M + 3.500)%, 05/16/2025 | | | | | 371,058 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
208,017 | | | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 1.897%, (US0001M + 1.750)%, 04/16/2025 | | | | $ | 201,950 | | | | | | 0.0 | | |
302,174 | | | SS&C Technologies Inc. 2018 Term Loan B3, 1.897%, (US0001M + 1.750)%, 04/16/2025 | | | | | 293,360 | | | | | | 0.0 | | |
832,012 | | | Surf Holdings, LLC USD Term Loan, 3.750%, (US0003M + 3.500)%, 03/05/2027 | | | | | 815,075 | | | | | | 0.0 | | |
535,000 | | | Tech Data Corporation ABL Term Loan, 3.645%, (US0001M + 3.500)%, 06/30/2025 | | | | | 536,783 | | | | | | 0.0 | | |
343,120 | | | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 5.220%, (US0003M + 5.000)%, 05/29/2026 | | | | | 217,023 | | | | | | 0.0 | | |
99,455 | | | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 8.000%, (US0003M + 7.000)%, 02/28/2025 | | | | | 95,881 | | | | | | 0.0 | | |
591,430 | | | TTM Technologies, Inc. 2017 Term Loan, 2.655%, (US0001M + 2.500)%, 09/28/2024 | | | | | 582,558 | | | | | | 0.0 | | |
105,000 | | | Ultimate Software Group Inc(The) 2020 Incremental Term Loan B, 4.750%, (US0003M + 4.000)%, 05/04/2026 | | | | | 104,844 | | | | | | 0.0 | | |
850,755 | | | Ultimate Software Group Inc(The) Term Loan B, 3.897%, (US0001M + 3.750)%, 05/04/2026 | | | | | 845,239 | | | | | | 0.1 | | |
665,000 | | | Veritas US Inc. 2020 USD Term Loan B, 6.500%, (US0003M + 5.500)%, 09/01/2025 | | | | | 651,035 | | | | | | 0.0 | | |
140,845 | | | Web.com Group, Inc. 2018 Term Loan B, 3.901%, (US0001M + 3.750)%, 10/10/2025 | | | | | 136,209 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Electronics/Electrical (continued) | | ||||||||||||
794,938 | | | Xperi Corporation 2020 Term Loan B, 4.147%, (US0001M + 4.000)%, 06/01/2025 | | | | $ | 776,555 | | | | | | 0.0 | | |
| | | | | | | | 33,863,707 | | | | | | 1.4 | | |
| | | Financial: 0.0% | | ||||||||||||
929,162 | | | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000)%, 05/22/2024 | | | | | 915,224 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Financial Intermediaries: 0.3% | | ||||||||||||
1,371,490 | | | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 3.147%, (US0001M + 3.000)%, 06/15/2025 | | | | | 1,299,772 | | | | | | 0.1 | | |
745,368 | | | Blackstone Mortgage Trust, Inc. 2019 Term Loan B, 2.406%, (US0001M + 2.250)%, 04/23/2026 | | | | | 715,553 | | | | | | 0.0 | | |
687,150 | | | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.897%, (US0001M + 2.750)%, 08/21/2025 | | | | | 664,531 | | | | | | 0.0 | | |
518,700 | | | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750)%, 04/09/2027 | | | | | 516,809 | | | | | | 0.0 | | |
2,126,959 | | | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 3.145%, (US0001M + 3.000)%, 07/21/2025 | | | | | 2,057,301 | | | | | | 0.1 | | |
1,011,322 | | | First Eagle Holdings, Inc. 2020 Term Loan B, 2.720%, (US0003M + 2.500)%, 02/01/2027 | | | | | 990,084 | | | | | | 0.0 | | |
1,020,087 | | | Focus Financial Partners, LLC 2020 Term Loan, 2.147%, (US0001M + 2.000)%, 07/03/2024 | | | | | 995,542 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Financial Intermediaries (continued) | | ||||||||||||
639,926 | | | Victory Capital Holdings, Inc. 2020 Term Loan B, 2.799%, (US0003M + 2.500)%, 07/01/2026 | | | | $ | 631,926 | | | | | | 0.0 | | |
| | | | | | | | 7,871,518 | | | | | | 0.3 | | |
| | | Food Products: 0.2% | | ||||||||||||
497,468 | | | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.651%, (US0001M + 3.500)%, 10/01/2025 | | | | | 494,981 | | | | | | 0.0 | | |
202,222 | | | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750)%, 07/07/2024 | | | | | 202,980 | | | | | | 0.0 | | |
949,922 | | | B&G Foods, Inc. 2019 Term Loan B4, 2.647%, (US0001M + 2.500)%, 10/10/2026 | | | | | 949,477 | | | | | | 0.0 | | |
882,130 | | | CHG PPC Parent LLC 2018 Term Loan B, 2.896%, (US0001M + 2.750)%, 03/31/2025 | | | | | 851,256 | | | | | | 0.0 | | |
635,000 | | | Froneri International PLC 2020 USD Term Loan, 2.397%, (US0001M + 2.250)%, 01/31/2027 | | | | | 613,073 | | | | | | 0.0 | | |
1,036,300 | | | IRB Holding Corp 2020 Term Loan B, 3.750%, (US0006M + 2.750)%, 02/05/2025 | | | | | 992,149 | | | | | | 0.1 | | |
1,034,535 | | | Sigma Bidco B.V. 2018 USD Term Loan B, 3.369%, (US0006M + 3.000)%, 07/02/2025 | | | | | 1,012,551 | | | | | | 0.1 | | |
| | | | | | | | 5,116,467 | | | | | | 0.2 | | |
| | | Food Service: 0.2% | | ||||||||||||
993,737 | | | 1011778 B.C. Unlimited Liability Company Term Loan B4, 1.897%, (US0001M + 1.750)%, 11/19/2026 | | | | | 957,093 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Food Service (continued) | | ||||||||||||
2,046,498 | | | Golden Nugget, Inc. 2017 Incremental Term Loan B, 3.250%, (US0001M + 2.500)%, 10/04/2023 | | | | $ | 1,843,895 | | | | | | 0.1 | | |
1,150,258 | | | Hearthside Food Solutions, LLC 2018 Term Loan B, 3.834%, (US0001M + 3.688)%, 05/23/2025 | | | | | 1,123,299 | | | | | | 0.1 | | |
1,029,597 | | | US Foods, Inc. 2019 Term Loan B, 2.750%, (US0001M + 2.000)%, 09/13/2026 | | | | | 989,217 | | | | | | 0.0 | | |
1,000,000 | | | Welbilt, Inc. 2018 Term Loan B, 2.647%, (US0001M + 2.500)%, 10/23/2025 | | | | | 911,875 | | | | | | 0.0 | | |
| | | | | | | | 5,825,379 | | | | | | 0.2 | | |
| | | Food/Drug Retailers: 0.1% | | ||||||||||||
1,131,112 | | | EG Finco Limited 2018 USD Term Loan, 4.220%, (US0003M + 4.000)%, 02/07/2025 | | | | | 1,106,134 | | | | | | 0.1 | | |
37,458 | | | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0003M + 10.750)%, 10/01/2024 | | | | | 34,087 | | | | | | 0.0 | | |
29,382 | | | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0003M + 7.000)%, 04/01/2024 | | | | | 29,383 | | | | | | 0.0 | | |
221,506 | | | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0003M + 5.500)%, 09/06/2024 | | | | | 211,815 | | | | | | 0.0 | | |
697,497 | | | United Natural Foods, Inc. Term Loan B, 4.397%, (US0001M + 4.250)%, 10/22/2025 | | | | | 682,364 | | | | | | 0.0 | | |
| | | | | | | | 2,063,783 | | | | | | 0.1 | | |
| | | Forest Products: 0.1% | | ||||||||||||
1,065,487 | | | LABL, Inc. 2019 USD Term Loan, 4.647%, (US0001M + 4.500)%, 07/01/2026 | | | | | 1,060,426 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care: 0.9% | | ||||||||||||
643,332 | | | Accelerated Health Systems, LLC Term Loan B, 3.651%, (US0001M + 3.500)%, 10/31/2025 | | | | $ | 627,249 | | | | | | 0.0 | | |
300,601 | | | Agiliti Health, Inc Term Loan, 3.187%, (US0001M + 3.000)%, 01/04/2026 | | | | | 293,086 | | | | | | 0.0 | | |
639,362 | | | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500)%, 04/22/2024 | | | | | 563,118 | | | | | | 0.0 | | |
2,889,518 | | | Bausch Health Companies, Inc. 2018 Term Loan B, 3.151%, (US0001M + 3.000)%, 06/02/2025 | | | | | 2,837,747 | | | | | | 0.1 | | |
815,723 | | | Change Healthcare Holdings LLC 2017 Term Loan B, 3.500%, (US0003M + 2.500)%, 03/01/2024 | | | | | 800,874 | | | | | | 0.0 | | |
250,266 | | | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 4.000%, (US0006M + 3.000)%, 06/07/2023 | | | | | 246,486 | | | | | | 0.0 | | |
124,688 | | | Da Vinci Purchaser Corp. 2019 Term Loan, 5.238%, (US0003M + 4.000)%, 01/08/2027 | | | | | 123,545 | | | | | | 0.0 | | |
1,768,053 | | | DaVita, Inc. 2020 Term Loan B, 1.897%, (US0001M + 1.750)%, 08/12/2026 | | | | | 1,740,981 | | | | | | 0.1 | | |
391,691 | | | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 4.750%, (US0001M + 3.750)%, 06/06/2025 | | | | | 371,617 | | | | | | 0.0 | | |
1,223,068 | | | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.897%, (US0001M + 3.750)%, 10/10/2025 | | | | | 882,138 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
874,299 | | | ExamWorks Group, Inc. 2017 Term Loan, 4.250%, (US0003M + 3.250)%, 07/27/2023 | | | | $ | 870,474 | | | | | | 0.0 | | |
289,975 | | | Global Medical Response, Inc. 2017 Term Loan B2, 5.250%, (US0003M + 4.250)%, 03/14/2025 | | | | | 281,155 | | | | | | 0.0 | | |
532,369 | | | Global Medical Response, Inc. 2018 Term Loan B1, 4.250%, (US0003M + 3.250)%, 04/28/2022 | | | | | 531,204 | | | | | | 0.1 | | |
245,000 | | | Global Medical Response, Inc. 2020 Term Loan B, 5.001%, (US0003M + 4.750)%, 09/24/2025 | | | | | 239,998 | | | | | | 0.0 | | |
595,560 | | | GoodRx, Inc. 1st Lien Term Loan, 2.897%, (US0001M + 2.750)%, 10/10/2025 | | | | | 585,975 | | | | | | 0.0 | | |
260,000 | | | Helix Acquisition Holdings, Inc. 2020 Term Loan, 4.751%, (US0003M + 4.500)%, 09/03/2027 | | | | | 256,100 | | | | | | 0.0 | | |
828,381 | | | Inovalon Holdings, Inc. 2020 Term Loan B1, 3.188%, (US0001M + 3.000)%, 04/02/2025 | | | | | 824,800 | | | | | | 0.0 | | |
1,071,151 | | | Jaguar Holding Company II 2018 Term Loan, 3.500%, (US0001M + 2.500)%, 08/18/2022 | | | | | 1,068,838 | | | | | | 0.1 | | |
1,012,266 | | | Medical Solutions L.L.C. 2017 Term Loan, 5.500%, (US0006M + 4.500)%, 06/14/2024 | | | | | 979,367 | | | | | | 0.0 | | |
1,599,168 | | | MPH Acquisition Holdings LLC 2016 Term Loan B, 3.750%, (US0003M + 2.750)%, 06/07/2023 | | | | | 1,575,609 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
1,321,589 | | | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.406%, (US0001M + 3.250)%, 06/30/2025 | | | | $ | 1,269,276 | | | | | | 0.1 | | |
25,931 | | | Pathway Vet Alliance LLC 2020 Delayed Draw Term Loan, 4.052%, (US0003M + 4.000)%, 03/31/2027 | | | | | 25,587 | | | | | | 0.0 | | |
317,473 | | | Pathway Vet Alliance LLC 2020 Term Loan, 4.147%, (US0001M + 4.000)%, 03/31/2027 | | | | | 313,257 | | | | | | 0.0 | | |
1,038,273 | | | Phoenix Guarantor Inc 2020 Term Loan B, 3.401%, (US0001M + 3.250)%, 03/05/2026 | | | | | 1,015,777 | | | | | | 0.1 | | |
619,100 | | | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.897%, (US0001M + 3.750)%, 11/17/2025 | | | | | 602,720 | | | | | | 0.0 | | |
1,344,169 | | | Select Medical Corporation 2017 Term Loan B, 2.780%, (US0006M + 2.500)%, 03/06/2025 | | | | | 1,313,715 | | | | | | 0.1 | | |
1,013,650 | | | Sotera Health Holdings, LLC 2019 Term Loan, 5.500%, (US0003M + 4.500)%, 12/11/2026 | | | | | 1,011,116 | | | | | | 0.0 | | |
992,443 | | | Vizient, Inc. 2020 Term Loan B6, 2.147%, (US0001M + 2.000)%, 05/06/2026 | | | | | 975,076 | | | | | | 0.0 | | |
1,028,211 | | | Wink Holdco, Inc 1st Lien Term Loan B, 4.000%, (US0001M + 3.000)%, 12/02/2024 | | | | | 1,027,086 | | | | | | 0.1 | | |
| | | | | | | | 23,253,971 | | | | | | 0.9 | | |
| | | Home Furnishings: 0.0% | | ||||||||||||
607,606 | | | Prime Security Services Borrower, LLC 2019 Term Loan B1, 4.250%, (US0001M + 3.250)%, 09/23/2026 | | | | | 602,886 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Industrial: 0.0% | | ||||||||||||
1,003,239 | | | NCI Building Systems, Inc. 2018 Term Loan, 3.901%, (US0001M + 3.750)%, 04/12/2025 | | | | $ | 990,698 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Industrial Equipment: 0.2% | | ||||||||||||
847,966 | | | APi Group DE, Inc. Term Loan B, 2.647%, (US0001M + 2.500)%, 10/01/2026 | | | | | 832,066 | | | | | | 0.0 | | |
377,822 | | | EWT Holdings III Corp. 2020 Term Loan, 2.897%, (US0001M + 2.750)%, 12/20/2024 | | | | | 373,454 | | | | | | 0.0 | | |
956,338 | | | Filtration Group Corporation 2018 1st Lien Term Loan, 3.147%, (US0001M + 3.000)%, 03/29/2025 | | | | | 940,399 | | | | | | 0.1 | | |
271,647 | | | Gardner Denver, Inc. 2020 USD Term Loan B2, 1.897%, (US0001M + 1.750)%, 03/01/2027 | | | | | 263,328 | | | | | | 0.0 | | |
997,500 | | | Gardner Denver, Inc. 2020 USD Term Loan B, 2.897%, (US0001M + 2.750)%, 03/01/2027 | | | | | 985,447 | | | | | | 0.1 | | |
440,416 | | | Granite Holdings US Acquisition Co. Term Loan B, 5.470%, (US0003M + 5.250)%, 09/30/2026 | | | | | 418,395 | | | | | | 0.0 | | |
473,812 | | | Ingersoll-Rand Services Company 2020 USD Spinco Term Loan, 3.201%, (US0003M + 1.750)%, 02/05/2027 | | | | | 459,302 | | | | | | 0.0 | | |
686,393 | | | Kenan Advantage Group, Inc. 2015 Term Loan, 4.000%, (US0001M + 3.000)%, 07/31/2022 | | | | | 661,940 | | | | | | 0.0 | | |
174,779 | | | Kenan Advantage Group, Inc. CAD Term Loan B, 4.000%, (US0001M + 3.000)%, 07/31/2022 | | | | | 168,553 | | | | | | 0.0 | | |
179,550 | | | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250)%, 03/17/2027 | | | | | 171,470 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Industrial Equipment (continued) | | ||||||||||||
580,000 | | | Vertical Midco GmbH USD Term Loan B, 4.570%, (US0003M + 4.250)%, 07/30/2027 | | | | $ | 576,427 | | | | | | 0.0 | | |
| | | | | | | | 5,850,781 | | | | | | 0.2 | | |
| | | Insurance: 0.7% | | ||||||||||||
887,194 | | | Achilles Acquisition LLC 2018 Term Loan, 4.188%, (US0001M + 4.000)%, 10/13/2025 | | | | | 874,625 | | | | | | 0.0 | | |
2,449,531 | | | Acrisure, LLC 2020 Term Loan B, 3.647%, (US0001M + 3.500)%, 02/15/2027 | | | | | 2,372,545 | | | | | | 0.1 | | |
824,869 | | | Alera Group Holdings, Inc. 2018 Term Loan B, 4.269%, (US0006M + 4.000)%, 08/01/2025 | | | | | 812,840 | | | | | | 0.0 | | |
1,286,462 | | | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 2.897%, (US0001M + 2.750)%, 05/09/2025 | | | | | 1,251,808 | | | | | | 0.1 | | |
1,866,051 | | | AmWINS Group, Inc. 2017 Term Loan B, 3.750%, (US0001M + 2.750)%, 01/25/2024 | | | | | 1,854,001 | | | | | | 0.1 | | |
497,500 | | | AssuredPartners Capital, Inc. 2020 Incremental Term Loan B, 4.802%, (US0003M + 4.500)%, 02/12/2027 | | | | | 497,500 | | | | | | 0.0 | | |
1,077,814 | | | AssuredPartners, Inc. 2020 Term Loan B, 3.647%, (US0001M + 3.500)%, 02/12/2027 | | | | | 1,048,443 | | | | | | 0.0 | | |
379,343 | | | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.000%, (US0001M + 3.000)%, 04/29/2024 | | | | | 377,288 | | | | | | 0.0 | | |
1,937,703 | | | Hub International Limited 2018 Term Loan B, 3.264%, (US0003M + 3.000)%, 04/25/2025 | | | | | 1,875,697 | | | | | | 0.1 | | |
1,827,087 | | | NFP Corp. 2020 Term Loan, 3.397%, (US0001M + 3.250)%, 02/15/2027 | | | | | 1,754,574 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Insurance (continued) | | ||||||||||||
335,000 | | | Ryan Specialty Group, LLC Term Loan, 4.000%, (US0001M + 3.250)%, 09/01/2027 | | | | $ | 333,325 | | | | | | 0.0 | | |
2,099,024 | | | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.397%, (US0001M + 3.250)%, 12/31/2025 | | | | | 2,030,430 | | | | | | 0.1 | | |
1,611,975 | | | USI, Inc. 2017 Repriced Term Loan, 3.220%, (US0003M + 3.000)%, 05/16/2024 | | | | | 1,562,608 | | | | | | 0.1 | | |
| | | | | | | | 16,645,684 | | | | | | 0.7 | | |
| | | Leisure Good/Activities/Movies: 0.3% | | ||||||||||||
287,293 | | | 24 Hour Fitness Worldwide, Inc. 2020 DIP New Money Term Loan, 11.000%, (US0003M + 10.000)%, 06/17/2021 | | | | | 244,917 | | | | | | 0.0 | | |
252,433 | | | 24 Hour Fitness Worldwide, Inc. 2020 DIP Roll-up Term Loan, 11.000%, (US0003M + 10.000)%, 06/17/2021 | | | | | 215,199 | | | | | | 0.0 | | |
936,188 | | | AMC Entertainment Holdings Inc. 2019 Term Loan B, 3.220%, (US0003M + 3.000)%, 04/22/2026 | | | | | 606,181 | | | | | | 0.0 | | |
997,462 | | | Bombardier Recreational Products, Inc. 2020 Term Loan, 2.147%, (US0001M + 2.000)%, 05/24/2027 | | | | | 969,141 | | | | | | 0.1 | | |
788,264 | | | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 2.970%, (US0003M + 2.750)%, 09/18/2024 | | | | | 679,467 | | | | | | 0.0 | | |
806 | | | Crown Finance US, Inc. 2018 USD Term Loan, 2.519%, (US0006M + 2.250)%, 02/28/2025 | | | | | 550 | | | | | | 0.0 | | |
957 | | | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 4.000%, (US0003M + 3.000)%, 03/08/2024 | | | | $ | 744 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Leisure Good/Activities/ Movies (continued) | | ||||||||||||
1,003,941 | | | Fitness International, LLC 2018 Term Loan B, 4.250%, (US0003M + 3.250)%, 04/18/2025 | | | | $ | 623,447 | | | | | | 0.0 | | |
458,904 | | | Fluidra S.A. USD Term Loan B, 2.147%, (US0001M + 2.000)%, 07/02/2025 | | | | | 448,006 | | | | | | 0.0 | | |
287,892 | | | GVC Holdings (Gibraltar) Limited 2020 USD Term Loan B3, 2.470%, (US0006M + 2.250)%, 03/29/2024 | | | | | 283,934 | | | | | | 0.0 | | |
981,676 | | | Intrawest Resorts Holdings, Inc. Term Loan B1, 2.897%, (US0001M + 2.750)%, 07/31/2024 | | | | | 952,226 | | | | | | 0.1 | | |
765,188 | | | Playtika Holding Corp Term Loan B, 7.000%, (US0006M + 6.000)%, 12/10/2024 | | | | | 767,961 | | | | | | 0.0 | | |
697,892 | | | SRAM, LLC 2018 Term Loan B, 3.779%, (US0006M + 2.750)%, 03/15/2024 | | | | | 697,892 | | | | | | 0.0 | | |
1,450,001 | | | Thor Industries, Inc. USD Term Loan B, 3.938%, (US0001M + 3.750)%, 02/01/2026 | | | | | 1,444,111 | | | | | | 0.1 | | |
392,359 | | | WeddingWire, Inc. 1st Lien Term Loan, 4.647%, (US0001M + 4.500)%, 12/19/2025 | | | | | 376,665 | | | | | | 0.0 | | |
| | | | | | | | 8,310,441 | | | | | | 0.3 | | |
| | | Lodging & Casinos: 0.4% | | ||||||||||||
682,876 | | | Aimbridge Acquisition Co., Inc. 2019 Term Loan B, 5.573%, (US0001M + 3.750)%, 02/02/2026 | | | | | 614,588 | | | | | | 0.0 | | |
515,000 | | | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750)%, 10/19/2024 | | | | | 515,242 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Lodging & Casinos (continued) | | ||||||||||||
1,532,721 | | | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 2.897%, (US0001M + 2.750)%, 12/23/2024 | | | | $ | 1,440,544 | | | | | | 0.1 | | |
665,000 | | | Caesars Resort Collection, LLC 2020 Term Loan B1, 4.688%, (US0001M + 4.500)%, 07/21/2025 | | | | | 645,525 | | | | | | 0.0 | | |
921,794 | | | Everi Payments Inc. Term Loan B, 3.750%, (US0001M + 2.750)%, 05/09/2024 | | | | | 896,279 | | | | | | 0.0 | | |
880,899 | | | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000)%, 10/21/2024 | | | | | 851,169 | | | | | | 0.0 | | |
1,634,194 | | | PCI Gaming Authority Term Loan, 2.647%, (US0001M + 2.500)%, 05/29/2026 | | | | | 1,592,931 | | | | | | 0.1 | | |
1,561,104 | | | Scientific Games International, Inc. 2018 Term Loan B5, 3.471%, (US0006M + 2.750)%, 08/14/2024 | | | | | 1,476,609 | | | | | | 0.1 | | |
1,521,671 | | | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 3.720%, (US0003M + 3.500)%, 07/10/2025 | | | | | 1,523,890 | | | | | | 0.1 | | |
713,673 | | | Station Casinos LLC 2020 Term Loan B, 2.397%, (US0001M + 2.250)%, 02/08/2027 | | | | | 683,788 | | | | | | 0.0 | | |
| | | | | | | | 10,240,565 | | | | | | 0.4 | | |
| | | Nonferrous Metals/Minerals: 0.1% | | ||||||||||||
1,061,346 (4)(6) | | | Covia Holdings Corporation Term Loan, 6.234%, (US0003M + 6.000)%, 06/01/2025 | | | | | 785,396 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Nonferrous Metals/Minerals (continued) | | ||||||||||||
293,710 | | | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000)%, 05/01/2025 | | | | $ | 249,213 | | | | | | 0.0 | | |
| | | | | | | | 1,034,609 | | | | | | 0.1 | | |
| | | Oil & Gas: 0.0% | | ||||||||||||
689,384 | | | Lower Cadence Holdings LLC Term Loan B, 4.147%, (US0001M + 4.000)%, 05/22/2026 | | | | | 639,404 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Publishing: 0.1% | | ||||||||||||
160,000 | | | Alchemy Copyrights, LLC Term Loan B, 4.000%, (US0001M + 3.250)%, 08/16/2027 | | | | | 160,000 | | | | | | 0.0 | | |
914,873 | | | Meredith Corporation 2020 Term Loan B2, 2.647%, (US0001M + 2.500)%, 01/31/2025 | | | | | 885,466 | | | | | | 0.1 | | |
| | | | | | | | 1,045,466 | | | | | | 0.1 | | |
| | | Radio & Television: 0.5% | | ||||||||||||
874,273 | | | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.761%, (US0003M + 3.500)%, 08/21/2026 | | | | | 799,960 | | | | | | 0.0 | | |
997,481 | | | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0003M + 3.750)%, 03/31/2026 | | | | | 947,607 | | | | | | 0.0 | | |
1,639,042 | | | Diamond Sports Group, LLC Term Loan, 3.400%, (US0001M + 3.250)%, 08/24/2026 | | | | | 1,278,453 | | | | | | 0.1 | | |
855,577 | | | Entercom Media Corp. 2019 Term Loan, 2.649%, (US0001M + 2.500)%, 11/18/2024 | | | | | 808,877 | | | | | | 0.0 | | |
841,128 | | | iHeartCommunications, Inc. 2020 Term Loan, 3.147%, (US0001M + 3.000)%, 05/01/2026 | | | | | 799,913 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Radio & Television (continued) | | ||||||||||||
1,377,552 | | | NASCAR Holdings, Inc Term Loan B, 2.895%, (US0001M + 2.750)%, 10/19/2026 | | | | $ | 1,352,068 | | | | | | 0.1 | | |
2,330,057 | | | Nexstar Broadcasting, Inc. 2019 Term Loan B4, 2.905%, (US0001M + 2.750)%, 09/18/2026 | | | | | 2,286,368 | | | | | | 0.1 | | |
2,518,334 | | | Sinclair Television Group Inc. Term Loan B2B, 2.647%, (US0001M + 2.500)%, 09/30/2026 | | | | | 2,466,078 | | | | | | 0.1 | | |
1,527,428 | | | Terrier Media Buyer, Inc. Term Loan B, 4.397%, (US0001M + 4.250)%, 12/17/2026 | | | | | 1,493,442 | | | | | | 0.1 | | |
570,102 | | | Univision Communications Inc. 2020 Term Loan B, 4.750%, (US0001M + 3.750)%, 03/13/2026 | | | | | 550,291 | | | | | | 0.0 | | |
545,856 | | | Univision Communications Inc. Term Loan C5, 3.750%, (US0001M + 2.750)%, 03/15/2024 | | | | | 526,888 | | | | | | 0.0 | | |
| | | | | | | | 13,309,945 | | | | | | 0.5 | | |
| | | Retailers (Except Food & Drug): 0.2% | | ||||||||||||
780,972 | | | Bass Pro Group, LLC Term Loan B, 5.750%, (US0003M + 5.000)%, 09/25/2024 | | | | | 776,432 | | | | | | 0.0 | | |
1,248,708 | | | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 2.151%, (US0001M + 2.000)%, 02/03/2024 | | | | | 1,229,197 | | | | | | 0.1 | | |
250,313 | | | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 3.250%, (US0001M + 2.500)%, 08/18/2023 | | | | | 247,262 | | | | | | 0.0 | | |
1,319,323 | | | Leslies Poolmart, Inc. 2016 Term Loan, 3.647%, (US0001M + 3.500)%, 08/16/2023 | | | | | 1,298,472 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Retailers (Except Food & Drug) (continued) | | ||||||||||||
863,854 (4) | | | Mens Wearhouse, Inc. (The) 2018 Term Loan, 4.250%, (US0001M + 3.250)%, 04/09/2025 | | | | $ | 269,235 | | | | | | 0.0 | | |
| | | | | | | | 3,820,598 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Surface Transport: 0.1% | | ||||||||||||
1,129,692 | | | Navistar International Corporation 2017 1st Lien Term Loan B, 3.660%, (US0001M + 3.500)%, 11/06/2024 | | | | | 1,123,514 | | | | | | 0.1 | | |
1,017,498 | | | PODS, LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 2.750)%, 12/06/2024 | | | | | 998,844 | | | | | | 0.0 | | |
279,730 | | | Savage Enterprises LLC 2020 Term Loan B, 3.160%, (US0001M + 3.000)%, 08/01/2025 | | | | | 278,332 | | | | | | 0.0 | | |
1,000,000 | | | XPO Logistics, Inc. 2019 Term Loan B1, 2.650%, (US0001M + 2.500)%, 02/24/2025 | | | | | 991,806 | | | | | | 0.0 | | |
| | | | | | | | 3,392,496 | | | | | | 0.1 | | |
| | | Technology: 0.1% | | ||||||||||||
2,088,601 | | | Misys (Finastra) – TL B 1L, 4.500%, (US0006M + 3.500)%, 06/13/2024 | | | | | 1,962,763 | | | | | | 0.1 | | |
| | | | | | | | | | | | |||||
| | | Telecommunications: 1.0% | | ||||||||||||
1,782,879 | | | Altice Financing SA USD 2017 1st Lien Term Loan, 2.895%, (US0001M + 2.750)%, 01/31/2026 | | | | | 1,689,278 | | | | | | 0.1 | | |
2,726,404 | | | Altice France S.A. USD Term Loan B11, 2.897%, (US0001M + 2.750)%, 07/31/2025 | | | | | 2,604,397 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Telecommunications (continued) | | ||||||||||||
1,707,237 | | | Asurion LLC 2018 Term Loan B6, 3.147%, (US0001M + 3.000)%, 11/03/2023 | | | | $ | 1,684,220 | | | | | | 0.1 | | |
3,937,737 | | | Asurion LLC 2018 Term Loan B7, 3.147%, (US0001M + 3.000)%, 11/03/2024 | | | | | 3,877,966 | | | | | | 0.1 | | |
1,206,004 | | | Avaya, Inc. 2018 Term Loan B, 4.401%, (US0001M + 4.250)%, 12/15/2024 | | | | | 1,197,210 | | | | | | 0.1 | | |
160,000 | | | Cablevision Lightpath LLC Term Loan B, 3.484%, (US0003M + 3.250)%, 09/16/2027 | | | | | 159,100 | | | | | | 0.0 | | |
3,113,353 | | | CenturyLink, Inc. 2020 Term Loan B, 2.397%, (US0001M + 2.250)%, 03/15/2027 | | | | | 2,996,880 | | | | | | 0.1 | | |
1,294,413 | | | CommScope, Inc. 2019 Term Loan B, 3.397%, (US0001M + 3.250)%, 04/06/2026 | | | | | 1,264,479 | | | | | | 0.1 | | |
468,825 | | | Connect Finco Sarl Term Loan B, 4.647%, (US0001M + 4.500)%, 12/11/2026 | | | | | 455,639 | | | | | | 0.0 | | |
207,089 | | | Consolidated Communications, Inc. 2016 Term Loan B, 4.000%, (US0001M + 3.000)%, 10/04/2023 | | | | | 205,821 | | | | | | 0.0 | | |
545,000 | | | Consolidated Communications, Inc. 2020 Term Loan B, 4.984%, (US0003M + 4.750)%, 10/17/2027 | | | | | 536,825 | | | | | | 0.0 | | |
421,288 | | | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.397%, (US0001M + 4.250)%, 11/29/2025 | | | | | 368,311 | | | | | | 0.0 | | |
120,000 | | | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.397%, (US0001M + 8.250)%, 11/29/2026 | | | | | 84,150 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Telecommunications (continued) | | ||||||||||||
979,906 | | | GTT Communications, Inc. 2018 USD Term Loan B, 2.970%, (US0003M + 2.750)%, 05/31/2025 | | | | $ | 848,231 | | | | | | 0.0 | | |
467,650 | | | Iridium Satellite LLC Term Loan, 4.750%, (US0001M + 3.750)%, 11/04/2026 | | | | | 467,650 | | | | | | 0.0 | | |
1,381,488 | | | Level 3 Financing Inc. 2019 Term Loan B, 1.897%, (US0001M + 1.750)%, 03/01/2027 | | | | | 1,339,796 | | | | | | 0.1 | | |
360,000 | | | Northwest Fiber, LLC Term Loan B, 5.656%, (US0001M + 5.500)%, 05/21/2027 | | | | | 360,450 | | | | | | 0.0 | | |
1,142,138 | | | T-Mobile USA, Inc. 2020 Term Loan, 3.147%, (US0001M + 3.000)%, 04/01/2027 | | | | | 1,142,647 | | | | | | 0.1 | | |
1,307,542 | | | Zayo Group Holdings, Inc. USD Term Loan, 3.147%, (US0001M + 3.000)%, 03/09/2027 | | | | | 1,271,961 | | | | | | 0.1 | | |
1,045,000 | | | Ziggo Financing Partnership USD Term Loan I, 2.652%, (US0001M + 2.500)%, 04/30/2028 | | | | | 1,010,022 | | | | | | 0.0 | | |
| | | | | | | | 23,565,033 | | | | | | 1.0 | | |
| | | Utilities: 0.1% | | ||||||||||||
604,047 | | | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 2.147%, (US0001M + 2.000)%, 01/15/2025 | | | | | 586,429 | | | | | | 0.0 | | |
1,979,997 | | | Calpine Corporation 2019 Term Loan B10, 2.147%, (US0001M + 2.000)%, 08/12/2026 | | | | | 1,928,729 | | | | | | 0.1 | | |
463,598 | | | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250)%, 05/16/2024 | | | | | 456,209 | | | | | | 0.0 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
BANK LOANS: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
368,847 | | | Sabre Industries, Inc. 2019 Term Loan B, 3.401%, (US0001M + 3.250)%, 04/15/2026 | | | | $ | 365,620 | | | | | | 0.0 | | |
| | | | | | | | 3,336,987 | | | | | | 0.1 | | |
| | | Total Bank Loans (Cost $271,256,955) | | | | | 262,484,922 | | | | | | 10.5 | | |
U.S. TREASURY OBLIGATIONS: 0.1% | | |||||||||||||||
| | | U.S. Treasury Bonds: 0.0% | | ||||||||||||
6,000 | | | Other Securities | | | | | 5,966 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | U.S. Treasury Notes: 0.1% | | ||||||||||||
2,428,000 | | | Other Securities | | | | | 2,411,876 | | | | | | 0.1 | | |
| | | Total U.S. Treasury Obligations (Cost $2,421,451) | | | | | 2,417,842 | | | | | | 0.1 | | |
CONVERTIBLE BONDS/NOTES: 0.0% | | |||||||||||||||
| | | Communications: 0.0% | | ||||||||||||
210,000 | | | Other Securities | | | | | 193,304 | | | | | | 0.0 | | |
| | | Total Convertible Bonds/Notes (Cost $205,803) | | | | | 193,304 | | | | | | 0.0 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities: 0.0% | | ||||||||||||
5,842 | | | Other Securities | | | | | 6,743 | | | | | | 0.0 | | |
| | | Total U.S. Government Agency Obligations (Cost $6,298) | | | | | 6,743 | | | | | | 0.0 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 0.0% | | |||||||||||||||
| | | Consumer Staples: —% | | ||||||||||||
2,038 (12) | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Information Technology: 0.0% | | ||||||||||||
1,102 (12)(13) | | | Other Securities | | | | | 165,300 | | | | | | 0.0 | | |
| | | Total Common Stock (Cost $159,790) | | | | | 165,300 | | | | | | 0.0 | | |
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS (14): 0.1% | | |||||||||||||||
| | | Total Purchased Options (Cost $2,839,133) | | | | $ | 1,648,796 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $2,484,108,209) | | | | | 2,448,060,091 | | | | | | 97.7 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.7% | | |||||||||||||||
| | | Repurchase Agreements: 0.3% | | ||||||||||||
445,955 (15) | | | Bank of Montreal, Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $445,956, collateralized by various U.S. Government Agency Obligations, 2.000%- 4.000%, Market Value plus accrued interest $454,874, due 10/01/47-09/01/50) | | | | | 445,955 | | | | | | 0.0 | | |
1,504,334 (15) | | | Citigroup, Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $1,504,337, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 4.625%, Market Value plus accrued interest $1,534,421, due 11/27/20-11/01/59) | | | | | 1,504,334 | | | | | | 0.1 | | |
1,504,334 (15) | | | Daiwa Capital Markets, Repurchase Agreement dated 09/30/20, 0.09%, due 10/01/20 (Repurchase Amount $1,504,338, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $1,534,421, due 11/15/20-03/01/52) | | | | $ | 1,504,334 | | | | | | 0.1 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: (continued) | | ||||||||||||
1,504,334 (15) | | | HSBC Securities USA, Repurchase Agreement dated 09/30/20, 0.07%, due 10/01/20 (Repurchase Amount $1,504,337, collateralized by various U.S. Government Agency Obligations, 0.000%- 3.500%, Market Value plus accrued interest $1,534,421, due 11/15/25-10/20/49) | | | | | 1,504,334 | | | | | | 0.0 | | |
1,504,334 (15) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $1,504,337, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 5.500%, Market Value plus accrued interest $1,534,421, due 10/27/20- 07/15/61) | | | | | 1,504,334 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $6,463,291) | | | | | 6,463,291 | | | | | | 0.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.4% | | ||||||||||||
3,414,216 (16) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 3,414,216 | | | | | | 0.1 | | |
31,625,000 (16) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% | | | | | 31,625,000 | | | | | | 1.3 | | |
| | | Total Mutual Funds (Cost $35,039,216) | | | | $ | 35,039,216 | | | | | | 1.4 | | |
| | | Total Short-Term Investments (Cost $41,502,507) | | | | | 41,502,507 | | | | | | 1.7 | | |
| | | Total Investments in Securities (Cost $2,525,610,716) | | | | | 2,489,562,598 | | | | | | 99.4 | | |
| | | Assets in Excess of Other Liabilities | | | | | 15,463,449 | | | | | | 0.6 | | |
| | | Net Assets | | | | $ | 2,505,026,047 | | | | | | 100.0 | | |
|
payment rates.
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Staples | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Information Technology | | | | | — | | | | | | — | | | | | | 165,300 | | | | | | 165,300 | | |
Total Common Stock | | | | | — | | | | | | — | | | | | | 165,300 | | | | | | 165,300 | | |
Purchased Options | | | | | — | | | | | | 1,648,796 | | | | | | — | | | | | | 1,648,796 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 505,278,580 | | | | | | — | | | | | | 505,278,580 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 750,876,090 | | | | | | — | | | | | | 750,876,090 | | |
Asset-Backed Securities | | | | | — | | | | | | 336,518,521 | | | | | | — | | | | | | 336,518,521 | | |
Bank Loans | | | | | — | | | | | | 262,484,922 | | | | | | — | | | | | | 262,484,922 | | |
Sovereign Bonds | | | | | — | | | | | | 98,276,741 | | | | | | — | | | | | | 98,276,741 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 490,193,252 | | | | | | — | | | | | | 490,193,252 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 193,304 | | | | | | — | | | | | | 193,304 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 6,743 | | | | | | — | | | | | | 6,743 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 2,417,842 | | | | | | — | | | | | | 2,417,842 | | |
Short-Term Investments | | | | | 35,039,216 | | | | | | 6,463,291 | | | | | | — | | | | | | 41,502,507 | | |
Total Investments, at fair value | | | | $ | 35,039,216 | | | | | $ | 2,454,358,082 | | | | | $ | 165,300 | | | | | $ | 2,489,562,598 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 84,126 | | | | | | — | | | | | | 84,126 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 16,118,840 | | | | | | — | | | | | | 16,118,840 | | |
Futures | | | | | 711,066 | | | | | | — | | | | | | — | | | | | | 711,066 | | |
Total Assets | | | | $ | 35,750,282 | | | | | $ | 2,470,561,048 | | | | | $ | 165,300 | | | | | $ | 2,506,476,630 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (298,370) | | | | | $ | — | | | | | $ | (298,370) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (16,340,216) | | | | | | — | | | | | | (16,340,216) | | |
Futures | | | | | (172,269) | | | | | | — | | | | | | — | | | | | | (172,269) | | |
Written Options | | | | | — | | | | | | (348,402) | | | | | | — | | | | | | (348,402) | | |
Total Liabilities | | | | $ | (172,269) | | | | | $ | (16,986,988) | | | | | $ | — | | | | | $ | (17,159,257) | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 2,127,802 | | | RON 8,754,747 | | | Barclays Bank PLC | | | | | 10/22/20 | | | | | $ | 24,898 | | |
USD 2,128,014 | | | RON 8,754,747 | | | Barclays Bank PLC | | | | | 10/22/20 | | | | | | 25,110 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 2,128,014 | | | RON 8,754,747 | | | Barclays Bank PLC | | | | | 10/22/20 | | | | | | 25,110 | | |
USD 416 | | | PHP 20,502 | | | Barclays Bank PLC | | | | | 10/22/20 | | | | | | (7) | | |
USD 14,423,311 | | | GBP 10,876,217 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 389,120 | | |
NZD 23,243,113 | | | USD 15,431,219 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (54,722) | | |
SEK 126,896,651 | | | USD 14,530,206 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (361,071) | | |
USD 36,011,492 | | | GBP 27,767,791 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 181,160 | | |
NOK 226,513,069 | | | USD 25,146,228 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (861,792) | | |
USD 36,309,275 | | | CHF 33,649,257 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (224,309) | | |
GBP 15,449,831 | | | USD 20,676,818 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (741,038) | | |
SEK 143,033,499 | | | USD 16,457,558 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (486,600) | | |
CAD 24,711,855 | | | USD 18,751,218 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (192,504) | | |
CHF 20,723,016 | | | USD 22,810,646 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (311,308) | | |
CHF 25,309,342 | | | USD 27,598,199 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (119,406) | | |
CHF 19,919,182 | | | USD 21,945,160 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (318,557) | | |
CAD 12,804,557 | | | USD 9,734,781 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (118,501) | | |
USD 11,885,439 | | | AUD 16,117,160 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 341,518 | | |
AUD 19,211,646 | | | USD 13,876,956 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (116,609) | | |
USD 26,359,932 | | | NZD 39,862,585 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (11,188) | | |
USD 17,000,518 | | | JPY 1,803,814,411 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (102,924) | | |
NZD 27,407,303 | | | USD 17,934,733 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 196,586 | | |
NZD 23,720,921 | | | USD 15,485,729 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 206,862 | | |
USD 7,601,838 | | | EUR 6,441,718 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 49,203 | | |
NOK 71,196,013 | | | USD 8,000,544 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (367,629) | | |
USD 17,236,803 | | | GBP 13,338,918 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 24,852 | | |
USD 180,776 | | | NZD 276,355 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (2,047) | | |
USD 13,221,055 | | | SEK 114,226,188 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 466,689 | | |
USD 32,933,320 | | | CHF 29,895,781 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 474,951 | | |
USD 5,143,622 | | | AUD 7,178,996 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 1,664 | | |
USD 10,008,732 | | | CAD 13,195,653 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 98,738 | | |
AUD 45,093,749 | | | USD 31,810,708 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 487,702 | | |
NOK 71,017,550 | | | USD 7,883,182 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (269,400) | | |
USD 18,594,752 | | | GBP 14,366,481 | | | BNP Paribas | | | | | 10/02/20 | | | | | | 56,879 | | |
NOK 99,135,710 | | | USD 11,021,079 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (392,753) | | |
GBP 15,840,689 | | | USD 21,182,724 | | | BNP Paribas | | | | | 10/02/20 | | | | | | (742,598) | | |
USD 1,884,841 | | | PEN 6,694,867 | | | BNP Paribas | | | | | 10/16/20 | | | | | | 27,014 | | |
USD 1,885,415 | | | PEN 6,694,867 | | | BNP Paribas | | | | | 10/16/20 | | | | | | 27,587 | | |
RUB 42,938,550 | | | USD 577,706 | | | BNP Paribas | | | | | 10/22/20 | | | | | | (26,016) | | |
USD 2,037,440 | | | IDR 30,400,790,925 | | | BNP Paribas | | | | | 10/22/20 | | | | | | (3,821) | | |
THB 122,156 | | | USD 3,923 | | | BNP Paribas | | | | | 10/22/20 | | | | | | (68) | | |
USD 2,037,304 | | | IDR 30,400,790,925 | | | BNP Paribas | | | | | 10/22/20 | | | | | | (3,957) | | |
CAD 38,923,784 | | | USD 29,081,673 | | | BNP Paribas | | | | | 12/04/20 | | | | | | 156,323 | | |
USD 18,333,688 | | | CHF 16,830,509 | | | BNP Paribas | | | | | 12/04/20 | | | | | | 26,700 | | |
AUD 32,069,808 | | | USD 22,686,759 | | | BNP Paribas | | | | | 12/04/20 | | | | | | 286,969 | | |
USD 14,926,390 | | | GBP 11,559,420 | | | BNP Paribas | | | | | 12/04/20 | | | | | | 5,753 | | |
NOK 134,516,093 | | | USD 14,397,712 | | | BNP Paribas | | | | | 12/04/20 | | | | | | 25,330 | | |
USD 4,846,198 | | | CHF 4,418,554 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 48,896 | | |
GBP 8,004,859 | | | USD 10,665,554 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (336,437) | | |
USD 9,643,137 | | | CAD 12,730,417 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 82,538 | | |
GBP 8,183,401 | | | USD 10,468,420 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 91,080 | | |
GBP 19,750,603 | | | USD 25,268,152 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 217,156 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
EUR 8,594,575 | | | USD 10,185,645 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (108,879) | | |
GBP 5,774,132 | | | USD 7,359,651 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 91,034 | | |
EUR 11,111,405 | | | USD 13,095,036 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (67,395) | | |
EUR 8,843,102 | | | USD 10,482,357 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (114,203) | | |
USD 10,794,406 | | | CAD 14,362,961 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 7,758 | | |
JPY 1,124,133,147 | | | USD 10,607,051 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 51,776 | | |
USD 8,117,599 | | | GBP 6,336,296 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (58,477) | | |
EUR 7,141,432 | | | USD 8,467,874 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (94,855) | | |
NZD 34,641,082 | | | USD 23,403,030 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (486,199) | | |
CHF 10,225,388 | | | USD 11,187,856 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (85,975) | | |
NOK 47,122,125 | | | USD 5,211,609 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (159,652) | | |
NOK 111,647,406 | | | USD 12,336,350 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (366,646) | | |
NOK 79,083,618 | | | USD 8,520,843 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (42,300) | | |
AUD 14,848,850 | | | USD 10,817,016 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (181,523) | | |
USD 12,465,641 | | | AUD 17,281,899 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 87,476 | | |
NZD 9,973,146 | | | USD 6,725,211 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (127,470) | | |
CAD 49,010,909 | | | USD 37,152,162 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (344,750) | | |
CAD 8,889,823 | | | USD 6,803,783 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (127,486) | | |
CAD 14,819,484 | | | USD 11,263,317 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (133,818) | | |
CAD 12,456,857 | | | USD 9,470,648 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (115,493) | | |
NOK 151,850,186 | | | USD 15,984,592 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 295,246 | | |
NOK 86,088,644 | | | USD 9,209,330 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 20,222 | | |
USD 18,259,724 | | | CHF 16,968,689 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (163,476) | | |
NZD 6,827,616 | | | USD 4,589,564 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (72,750) | | |
USD 22,717,808 | | | CHF 20,624,703 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 325,210 | | |
USD 8,546,069 | | | NOK 74,593,764 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 548,882 | | |
USD 18,331,050 | | | NZD 27,294,960 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 274,050 | | |
USD 4,386,080 | | | JPY 464,582,350 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (19,006) | | |
SEK 38,270,201 | | | USD 4,368,404 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (95,197) | | |
USD 8,345,949 | | | NOK 73,223,234 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 495,696 | | |
USD 7,905,371 | | | AUD 10,877,944 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 114,041 | | |
USD 11,998,309 | | | EUR 10,156,052 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 90,778 | | |
SEK 63,680,739 | | | USD 7,279,038 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (168,520) | | |
SEK 67,696,362 | | | USD 7,701,369 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (142,471) | | |
USD 9,082,753 | | | AUD 12,475,657 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 147,059 | | |
USD 10,080,866 | | | CAD 13,150,772 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 204,577 | | |
USD 16,253,683 | | | AUD 22,478,837 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 153,209 | | |
USD 17,535,945 | | | GBP 13,419,048 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 220,597 | | |
USD 15,387,013 | | | AUD 21,482,261 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 338 | | |
USD 7,985,623 | | | EUR 6,726,548 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 99,037 | | |
USD 15,049,784 | | | EUR 12,713,274 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 144,020 | | |
USD 14,694,613 | | | AUD 20,249,690 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 190,767 | | |
USD 7,385,965 | | | SEK 64,444,838 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 190,128 | | |
USD 7,293,309 | | | SEK 63,015,286 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 257,094 | | |
USD 10,284,503 | | | CHF 9,358,404 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 123,921 | | |
USD 7,166,668 | | | CAD 9,449,181 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 70,292 | | |
USD 7,188,877 | | | GBP 5,485,247 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 110,956 | | |
USD 10,140,797 | | | CHF 9,124,283 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 234,404 | | |
USD 21,632,128 | | | EUR 18,215,992 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 274,667 | | |
USD 7,222,943 | | | CAD 9,523,761 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 70,556 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 8,043,711 | | | EUR 6,817,253 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 50,777 | | |
USD 7,437,541 | | | SEK 64,310,710 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | 256,681 | | |
USD 8,453,558 | | | JPY 894,920,710 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (31,918) | | |
CHF 25,647,465 | | | USD 28,337,330 | | | Brown Brothers Harriman & Co. | | | | | 10/02/20 | | | | | | (491,431) | | |
USD 10,287,371 | | | GBP 7,998,938 | | | Brown Brothers Harriman & Co. | | | | | 12/04/20 | | | | | | (37,477) | | |
CHF 18,645,530 | | | USD 20,497,928 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (254,152) | | |
USD 26,063,196 | | | AUD 35,988,133 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | 286,686 | | |
USD 16,624,288 | | | CAD 22,119,446 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | 12,485 | | |
NZD 23,887,019 | | | USD 15,771,810 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | 30,663 | | |
SEK 213,731,907 | | | USD 24,370,938 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (505,877) | | |
NOK 138,806,654 | | | USD 15,342,159 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (460,717) | | |
USD 21,754,739 | | | NOK 208,873,778 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (638,590) | | |
GBP 11,445,324 | | | USD 14,726,927 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | 41,614 | | |
NZD 25,156,959 | | | USD 16,804,597 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (161,994) | | |
NZD 29,921,501 | | | USD 19,800,003 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (5,414) | | |
GBP 4,061,820 | | | USD 5,392,426 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (151,233) | | |
USD 8,205,717 | | | EUR 6,955,028 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | 51,248 | | |
CHF 19,097,297 | | | USD 20,985,464 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (251,197) | | |
USD 54,869,027 | | | NOK 519,609,687 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (838,256) | | |
AUD 14,361,864 | | | USD 10,488,496 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | (201,807) | | |
USD 4,654,789 | | | GBP 3,524,687 | | | Citibank N.A. | | | | | 10/02/20 | | | | | | 106,688 | | |
MXN 98,050 | | | USD 4,315 | | | Citibank N.A. | | | | | 10/16/20 | | | | | | 112 | | |
USD 2,039,582 | | | IDR 30,400,790,925 | | | Citibank N.A. | | | | | 10/22/20 | | | | | | (1,679) | | |
TRY 6,411 | | | USD 864 | | | Citibank N.A. | | | | | 10/22/20 | | | | | | (38) | | |
NOK 519,609,687 | | | USD 54,875,326 | | | Citibank N.A. | | | | | 12/04/20 | | | | | | 838,098 | | |
AUD 10,609,756 | | | USD 7,637,221 | | | Deutsche Bank AG | | | | | 10/02/20 | | | | | | (37,980) | | |
USD 5,944,073 | | | AUD 8,068,128 | | | Deutsche Bank AG | | | | | 10/02/20 | | | | | | 165,273 | | |
NOK 49,979,980 | | | USD 5,602,926 | | | Deutsche Bank AG | | | | | 10/02/20 | | | | | | (244,579) | | |
USD 9,418,206 | | | CAD 12,409,089 | | | Deutsche Bank AG | | | | | 10/02/20 | | | | | | 98,925 | | |
USD 5,853,231 | | | BRL 31,055,485 | | | Goldman Sachs International | | | | | 10/16/20 | | | | | | 325,352 | | |
BRL 20,566 | | | USD 3,784 | | | Goldman Sachs International | | | | | 10/16/20 | | | | | | (123) | | |
USD 375 | | | ILS 1,277 | | | Goldman Sachs International | | | | | 10/22/20 | | | | | | 2 | | |
USD 1,813 | | | ZAR 31,524 | | | HSBC Bank USA N.A. | | | | | 10/22/20 | | | | | | (64) | | |
USD 1,882,220 | | | PEN 6,694,867 | | | JPMorgan Chase Bank N.A. | | | | | 10/16/20 | | | | | | 24,392 | | |
USD 10,679,293 | | | CHF 9,698,444 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | 149,524 | | |
USD 39,654,786 | | | GBP 30,259,136 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | 609,731 | | |
USD 1,994,467 | | | CAD 2,666,421 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | (8,027) | | |
USD 85,306,285 | | | NZD 130,055,333 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | (731,909) | | |
AUD 59,843,661 | | | USD 43,150,798 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | (287,759) | | |
JPY 2,511,977,219 | | | USD 23,810,903 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | 7,209 | | |
GBP 30,981,871 | | | USD 39,794,767 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | 182,873 | | |
EUR 10,461,524 | | | USD 12,201,610 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | 64,073 | | |
EUR 7,975,586 | | | USD 9,457,173 | | | Morgan Stanley Capital Services LLC | | | | | 10/02/20 | | | | | | (106,143) | | |
MYR 131,109 | | | USD 30,891 | | | Morgan Stanley Capital Services LLC | | | | | 10/22/20 | | | | | | 650 | | |
HUF 655,795 | | | USD 2,220 | | | Morgan Stanley Capital Services LLC | | | | | 10/22/20 | | | | | | (105) | | |
CZK 42,445 | | | USD 1,890 | | | Morgan Stanley Capital Services LLC | | | | | 10/22/20 | | | | | | (51) | | |
USD 190,024 | | | PLN 716,080 | | | Morgan Stanley Capital Services LLC | | | | | 10/22/20 | | | | | | 4,762 | | |
CAD 2,666,421 | | | USD 1,994,891 | | | Morgan Stanley Capital Services LLC | | | | | 12/04/20 | | | | | | 8,018 | | |
USD 12,217,798 | | | EUR 10,461,524 | | | Morgan Stanley Capital Services LLC | | | | | 12/04/20 | | | | | | (64,519) | | |
NZD 130,055,333 | | | USD 85,302,383 | | | Morgan Stanley Capital Services LLC | | | | | 12/04/20 | | | | | | 731,428 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 23,828,103 | | | JPY 2,511,977,219 | | | Morgan Stanley Capital Services LLC | | | | | 12/04/20 | | | | | | (7,948) | | |
CHF 16,928,954 | | | USD 18,410,692 | | | Morgan Stanley Capital Services LLC | | | | | 12/04/20 | | | | | | 55,377 | | |
USD 39,806,735 | | | GBP 30,981,871 | | | Morgan Stanley Capital Services LLC | | | | | 12/04/20 | | | | | | (183,961) | | |
USD 4,832,564 | | | NZD 7,289,425 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | 10,240 | | |
USD 28,882,142 | | | NOK 256,140,493 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | 1,421,354 | | |
USD 10,295,598 | | | CHF 9,311,149 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | 186,322 | | |
USD 7,416,676 | | | CHF 6,770,228 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | 66,122 | | |
AUD 16,702,814 | | | USD 11,811,086 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | 152,309 | | |
GBP 4,090,780 | | | USD 5,398,009 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | (119,447) | | |
GBP 7,928,569 | | | USD 10,576,802 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | (346,127) | | |
USD 24,322,491 | | | SEK 219,978,449 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | (240,051) | | |
CHF 10,252,272 | | | USD 11,089,520 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | 41,550 | | |
EUR 7,030,716 | | | USD 8,378,360 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | (135,150) | | |
EUR 6,867,525 | | | USD 8,172,774 | | | Standard Chartered Bank | | | | | 10/02/20 | | | | | | (120,898) | | |
USD 2,218,238 | | | PEN 7,840,363 | | | Standard Chartered Bank | | | | | 10/16/20 | | | | | | 42,535 | | |
USD 922,356 | | | COP 3,471,038,627 | | | Standard Chartered Bank | | | | | 10/16/20 | | | | | | 16,026 | | |
CLP 1,235,317 | | | USD 1,580 | | | Standard Chartered Bank | | | | | 10/16/20 | | | | | | (6) | | |
USD 6,190 | | | RUB 457,494 | | | Standard Chartered Bank | | | | | 10/22/20 | | | | | | 312 | | |
RON 927,999 | | | USD 226,604 | | | Standard Chartered Bank | | | | | 10/22/20 | | | | | | (3,697) | | |
USD 11,109,251 | | | CHF 10,252,272 | | | Standard Chartered Bank | | | | | 12/04/20 | | | | | | (42,416) | | |
SEK 219,978,449 | | | USD 24,338,872 | | | Standard Chartered Bank | | | | | 12/04/20 | | | | | | 240,933 | | |
USD 11,812,952 | | | AUD 16,702,814 | | | Standard Chartered Bank | | | | | 12/04/20 | | | | | | (152,381) | | |
USD 4,449,644 | | | JPY 472,792,895 | | | State Street Bank and Trust Co. | | | | | 10/02/20 | | | | | | (33,292) | | |
USD 7,312,932 | | | SEK 63,540,531 | | | State Street Bank and Trust Co. | | | | | 10/02/20 | | | | | | 218,069 | | |
USD 8,113,649 | | | GBP 6,138,060 | | | State Street Bank and Trust Co. | | | | | 10/02/20 | | | | | | 193,367 | | |
USD 10,007,229 | | | CAD 13,085,784 | | | State Street Bank and Trust Co. | | | | | 10/02/20 | | | | | | 179,747 | | |
USD 7,300,019 | | | SEK 63,793,357 | | | State Street Bank and Trust Co. | | | | | 10/02/20 | | | | | | 176,926 | | |
USD 6,199,450 | | | AUD 8,473,634 | | | State Street Bank and Trust Co. | | | | | 10/02/20 | | | | | | 130,208 | | |
| | | | | | | | | | | | | | | | $ | (221,376) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 1,037 | | | | | | 12/31/20 | | | | | $ | 229,136,493 | | | | | $ | 58,571 | | |
| | | | | | | | | | | | | | | | $ | 229,136,493 | | | | | $ | 58,571 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (730) | | | | | | 12/21/20 | | | | | | (101,857,813) | | | | | | (121,887) | | |
U.S. Treasury 5-Year Note | | | | | (423) | | | | | | 12/31/20 | | | | | | (53,311,219) | | | | | | (50,382) | | |
U.S. Treasury Long Bond | | | | | (156) | | | | | | 12/21/20 | | | | | | (27,499,875) | | | | | | 233,778 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (1,017) | | | | | | 12/21/20 | | | | | | (162,640,547) | | | | | | 159,854 | | |
U.S. Treasury Ultra Long Bond | | | | | (151) | | | | | | 12/21/20 | | | | | | (33,493,687) | | | | | | 258,863 | | |
| | | | | | | | | | | | | | | | $ | (378,803,141) | | | | | $ | 480,226 | | |
|
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
CDX North American Investment Grade Index, Series 35, Version 1 | | | | | Buy | | | | | | (1.000) | | | | | | 12/20/25 | | | | | | USD54,720,000 | | | | | $ | (1,140,419) | | | | | $ | 61,090 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (1,140,419) | | | | | $ | 61,090 | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Prudential Financial Inc. 3.50%, due 05/15/2024 | | | | | Buy | | | | | | (1.000) | | | | | | 12/20/24 | | | | | | USD15,120,000 | | | | | | (368,051) | | | | | | 9,410 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (368,051) | | | | | $ | 9,410 | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
CDX North American Investment Grade Index, Series 33, Version 1 | | | | | Sell | | | | | | 1.000 | | | | | | 12/20/24 | | | | | | USD15,120,000 | | | | | | 118,495 | | | | | | (276,933) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | 118,495 | | | | | $ | (276,933) | | |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 0.687% | | | | Semi-Annual | | | | | 10/13/30 | | | | | | USD 2,411,000 | | | | | $ | (5,420) | | | | | $ | (5,420) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.083 | | | | Semi-Annual | | | | | 10/13/50 | | | | | | USD 784,000 | | | | | | (6,566) | | | | | | (6,566) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.062 | | | | Semi-Annual | | | | | 10/14/50 | | | | | | USD 673,000 | | | | | | (9,451) | | | | | | (9,451) | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 0.699 | | | | Semi-Annual | | | | | 10/13/30 | | | | | | USD 3,813,000 | | | | | | 4,139 | | | | | | 4,139 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 0.713 | | | | Semi-Annual | | | | | 10/13/30 | | | | | | USD 4,663,000 | | | | | | — | | | | | | — | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.120 | | | | Semi-Annual | | | | | 10/13/50 | | | | | | USD 2,442,000 | | | | | | — | | | | | | — | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.093 | | | | Semi-Annual | | | | | 10/14/50 | | | | | | USD 1,685,000 | | | | | | 9,487 | | | | | | 9,487 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (7,811) | | | | | $ | (7,811) | | |
|
Description | | | Counterparty | | | Reference Entity(1) | | | Fixed Rate | | | Pay/ Receive Financing Rate | | | Strike Price | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Put on 5-Year Credit Default Swap | | | Citibank N.A. | | | CDX North American High Yield Index, Series 34, Version 8 | | | 5.000% | | | Pay | | | | | 99.000% | | | | | | 11/18/20 | | | | | | USD 103,381,000 | | | | | $ | 933,802 | | | | | $ | 734,218 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 933,802 | | | | | $ | 734,218 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Call USD vs. Put AUD | | | Citibank N.A. | | | | | 10/14/20 | | | | 0 .670 | | | USD 64,828,500 | | | | $ | 455,207 | | | | | $ | 6,469 | | |
Call USD vs. Put AUD | | | Standard Chartered Bank | | | | | 10/16/20 | | | | 0 .670 | | | USD 64,828,500 | | | | | 431,545 | | | | | | 10,504 | | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 12/21/20 | | | | 0 .688 | | | USD 55,608,000 | | | | | 509,703 | | | | | | 449,980 | | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 12/21/20 | | | | 0 .688 | | | USD 24,671,000 | | | | | 224,481 | | | | | | 199,638 | | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 12/21/20 | | | | 0 .688 | | | USD 30,646,000 | | | | | 284,395 | | | | | | 247,987 | | |
| | | | | | | | | | | | | | | | | | | $ | 1,905,331 | | | | | $ | 914,578 | | |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||
Call on 10-Year Interest Rate Swap(2) | | | Citibank N.A. | | | | | Pay | | | | 0.680% | | | 3-month USD-LIBOR | | | | | 10/09/20 | | | | | | USD 23,636,000 | | | | | $ | 83,317 | | | | | $ | (37,763) | | |
Call on 30-Year Interest Rate Swap(2) | | | Citibank N.A. | | | | | Pay | | | | 1.077% | | | 3-month USD-LIBOR | | | | | 10/09/20 | | | | | | USD 9,058,000 | | | | | | 132,473 | | | | | | (139,407) | | |
Put on 10-Year Interest Rate Swap(3) | | | Citibank N.A. | | | | | Receive | | | | 0.680% | | | 3-month USD-LIBOR | | | | | 10/09/20 | | | | | | USD 23,636,000 | | | | | | 83,317 | | | | | | (106,836) | | |
Put on 30-Year Interest Rate Swap(3) | | | Citibank N.A. | | | | | Receive | | | | 1.077% | | | 3-month USD-LIBOR | | | | | 10/09/20 | | | | | | USD 9,058,000 | | | | | | 132,473 | | | | | | (64,396) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 431,580 | | | | | $ | (348,402) | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 914,578 | | |
Credit contracts | | | Investments in securities at value* | | | | | 734,218 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 16,118,840 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 711,066 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 13,626 | | |
Credit contracts | | | Net Assets — Unrealized appreciation*** | | | | | 70,500 | | |
Total Asset Derivatives | | | | | | | $ | 18,562,828 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 16,340,216 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 172,269 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 21,437 | | |
Credit contracts | | | Net Assets — Unrealized depreciation*** | | | | | 276,933 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 348,402 | | |
Total Liability Derivatives | | | | | | | $ | 17,159,257 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 7,892,276 | | | | | $ | 184,181 | | | | | $ | 8,076,457 | | |
Equity contracts | | | | | (1,905,107) | | | | | | — | | | | | | (76,880) | | | | | | — | | | | | | — | | | | | | (1,981,987) | | |
Foreign exchange contracts | | | | | (5,484,329) | | | | | | 6,305,030 | | | | | | — | | | | | | — | | | | | | 355,740 | | | | | | 1,176,441 | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 2,080,942 | | | | | | (2,549,611) | | | | | | 1,701,184 | | | | | | 1,232,515 | | |
Total | | | | $ | (7,389,436) | | | | | $ | 6,305,030 | | | | | $ | 2,004,062 | | | | | $ | 5,342,665 | | | | | $ | 2,241,105 | | | | | $ | 8,503,426 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (199,584) | | | | | $ | — | | | | | $ | — | | | | | $ | (12,259,349) | | | | | $ | — | | | | | $ | (12,458,933) | | |
Foreign exchange contracts | | | | | (2,268,794) | | | | | | (7,685,085) | | | | | | — | | | | | | — | | | | | | 3,993,809 | | | | | | (5,960,070) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 538,797 | | | | | | 297,251 | | | | | | 83,178 | | | | | | 919,226 | | |
Total | | | | $ | (2,468,378) | | | | | $ | (7,685,085) | | | | | $ | 538,797 | | | | | $ | (11,962,098) | | | | | $ | 4,076,987 | | | | | $ | (17,499,777) | | |
| | | Barclays Bank PLC | | | BNP Paribas | | | Brown Brothers Harriman & Co. | | | Citibank N.A. | | | Deutsche Bank AG | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | State Street Bank and Trust Co. | | | Totals | | ||||||||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 740,687 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 908,109 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,648,796 | | |
Forward foreign currency contracts | | | | | 75,118 | | | | | | 3,531,600 | | | | | | 5,640,919 | | | | | | 1,367,594 | | | | | | 264,198 | | | | | | 325,354 | | | | | | — | | | | | | 24,392 | | | | | | 1,813,645 | | | | | | 2,177,703 | | | | | | 898,317 | | | | | | 16,118,840 | | |
Total Assets | | | | $ | 75,118 | | | | | $ | 3,531,600 | | | | | $ | 5,640,919 | | | | | $ | 2,108,281 | | | | | $ | 264,198 | | | | | $ | 325,354 | | | | | $ | — | | | | | $ | 24,392 | | | | | $ | 2,721,754 | | | | | $ | 2,177,703 | | | | | $ | 898,317 | | | | | $ | 17,767,636 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 7 | | | | | $ | 5,828,818 | | | | | $ | 4,173,804 | | | | | $ | 3,470,954 | | | | | $ | 282,559 | | | | | $ | 123 | | | | | $ | 64 | | | | | $ | — | | | | | $ | 1,390,422 | | | | | $ | 1,160,173 | | | | | $ | 33,292 | | | | | $ | 16,340,216 | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | 348,402 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 348,402 | | |
Total Liabilities | | | | $ | 7 | | | | | $ | 5,828,818 | | | | | $ | 4,173,804 | | | | | $ | 3,819,356 | | | | | $ | 282,559 | | | | | $ | 123 | | | | | $ | 64 | | | | | $ | — | | | | | $ | 1,390,422 | | | | | $ | 1,160,173 | | | | | $ | 33,292 | | | | | $ | 16,688,618 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 75,111 | | | | | $ | (2,297,218) | | | | | $ | 1,467,115 | | | | | $ | (1,711,075) | | | | | $ | (18,361) | | | | | $ | 325,231 | | | | | $ | (64) | | | | | $ | 24,392 | | | | | $ | 1,331,332 | | | | | $ | 1,017,530 | | | | | $ | 865,025 | | | | | $ | 1,079,018 | | |
Total cash collateral pledged by the Fund/(Received from counterparty) | | | | $ | — | | | | | $ | 2,297,218 | | | | | $ | — | | | | | $ | 1,711,075 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,331,332) | | | | | $ | (1,017,530) | | | | | $ | — | | | | | $ | 1,659,431 | | |
Total non-cash collateral pledged by the Fund/(Received from counterparty) | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (865,025) | | | | | | (865,025) | | |
Net Exposure(1)(2)(3) | | | | $ | 75,111 | | | | | $ | — | | | | | $ | 1,467,115 | | | | | $ | — | | | | | $ | (18,361) | | | | | $ | 325,231 | | | | | $ | (64) | | | | | $ | 24,392 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 1,873,424 | | |
Voya Strategic Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Opportunities Fund | as of September 30, 2020 (Unaudited) (continued) |
| Cost for federal income tax purposes was $2,546,664,624. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 65,402,251 | | |
| Gross Unrealized Depreciation | | | | | (120,056,881) | | |
| Net Unrealized Depreciation | | | | $ | (54,654,630) | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
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| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from the Fund electronically anytime by contacting your financial intermediary (such as a broker-dealer or bank) or, if you are a direct investor, by calling 1-800-992-0180 or by sending an e-mail request to Voyaim_literature@voya.com. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions to elect to continue receiving paper copies of your shareholder reports. If you received this document through a financial intermediary, you can contact your financial intermediary to request that you continue to receive paper copies of your shareholder reports. If you invest directly with us, you can call 1-800-992-0180 or send an email request to Voyaim_literature@voya.com to let the Fund know you wish to continue receiving paper copies of your shareholder reports. Your election to receive reports in paper will apply to all funds held in your account if you invest through your financial intermediary or all funds held with the Voya funds complex if you invest directly with the funds. | | |
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President
Voya Family of Funds
October 26, 2020
| | | Actual Fund Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value April 1, 2020 | | | Ending Account Value September 30, 2020 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended September 30, 2020** | | | Beginning Account Value April 1, 2020 | | | Ending Account Value September 30, 2020 | | | Annualized Expense Ratio* | | | Expenses Paid During the Period Ended September 30, 2020** | | ||||||||||||||||||||||||
Class A | | | | $ | 1,000.00 | | | | | $ | 1,000.20 | | | | | | 0.13% | | | | | $ | 0.65 | | | | | $ | 1,000.00 | | | | | $ | 1,024.42 | | | | | | 0.13% | | | | | $ | 0.66 | | |
Class C | | | | | 1,000.00 | | | | | | 1,000.20 | | | | | | 0.13 | | | | | | 0.65 | | | | | | 1,000.00 | | | | | | 1,024.42 | | | | | | 0.13 | | | | | | 0.66 | | |
Class I | | | | | 1,000.00 | | | | | | 1,000.20 | | | | | | 0.13 | | | | | | 0.65 | | | | | | 1,000.00 | | | | | | 1,024.42 | | | | | | 0.13 | | | | | | 0.66 | | |
Class W | | | | | 1,000.00 | | | | | | 1,000.20 | | | | | | 0.13 | | | | | | 0.65 | | | | | | 1,000.00 | | | | | | 1,024.42 | | | | | | 0.13 | | | | | | 0.66 | | |
| ASSETS: | | | | | | | |
| Short-term investments at amortized cost | | | | $ | 84,646,185 | | |
| Repurchase agreements | | | | | 136,960,000 | | |
| Cash | | | | | 1,057 | | |
| Receivables: | | | | | | | |
| Fund shares sold | | | | | 1,872,082 | | |
| Interest | | | | | 16,891 | | |
| Prepaid expenses | | | | | 37,439 | | |
| Reimbursement due from Investment Adviser | | | | | 43,661 | | |
| Other assets | | | | | 25,353 | | |
| Total assets | | | | | 223,602,668 | | |
| LIABILITIES: | | | | | | | |
| Payable for fund shares redeemed | | | | | 1,103,199 | | |
| Payable for investment management fees | | | | | 14,936 | | |
| Payable for distribution and shareholder service fees | | | | | 1,513 | | |
| Payable to trustees under the deferred compensation plan (Note 5) | | | | | 25,353 | | |
| Payable for trustee fees | | | | | 5,445 | | |
| Other accrued expenses and liabilities | | | | | 141,331 | | |
| Total liabilities | | | | | 1,291,777 | | |
| NET ASSETS | | | | $ | 222,310,891 | | |
| NET ASSETS WERE COMPRISED OF: | | | | | | | |
| Paid-in capital | | | | $ | 222,332,241 | | |
| Total distributable loss | | | | | (21,350) | | |
| NET ASSETS | | | | $ | 222,310,891 | | |
|
| Class A | | | | | | | |
| Net assets | | | | $ | 172,886,906 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 172,871,485 | | |
| Net asset value and redemption price per share | | | | $ | 1.00 | | |
| Class C | | | | | | | |
| Net assets | | | | $ | 2,525,430 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 2,526,719 | | |
| Net asset value and redemption price per share† | | | | $ | 1.00 | | |
| Class I | | | | | | | |
| Net assets | | | | $ | 46,505,585 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 46,509,927 | | |
| Net asset value and redemption price per share | | | | $ | 1.00 | | |
| Class W | | | | | | | |
| Net assets | | | | $ | 392,970 | | |
| Shares authorized | | | | | unlimited | | |
| Par value | | | | $ | 0.001 | | |
| Shares outstanding | | | | | 392,944 | | |
| Net asset value and redemption price per share | | | | $ | 1.00 | | |
| INVESTMENT INCOME: | | | | | | | |
| Dividends | | | | $ | 10,036 | | |
| Interest | | | | | 144,322 | | |
| Total investment income | | | | | 154,358 | | |
| EXPENSES: | | | | | | | |
| Investment management fees | | | | | 367,569 | | |
| Distribution and shareholder service fees: | | | | | | | |
| Class C | | | | | 14,299 | | |
| Transfer agent fees: | | | | | | | |
| Class A | | | | | 187,412 | | |
| Class C | | | | | 3,299 | | |
| Class I | | | | | 33,841 | | |
| Class W | | | | | 399 | | |
| Shareholder reporting expense | | | | | 11,080 | | |
| Registration fees | | | | | 68,456 | | |
| Professional fees | | | | | 17,268 | | |
| Custody and accounting expense | | | | | 9,720 | | |
| Trustee fees | | | | | 4,026 | | |
| Miscellaneous expense | | | | | 8,597 | | |
| Total expenses | | | | | 725,966 | | |
| Waived and reimbursed fees | | | | | (590,831) | | |
| Net expenses | | | | | 135,135 | | |
| Net investment income | | | | | 19,223 | | |
| REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | |
| Net realized gain (loss) on: | | | | | | | |
| Investments | | | | | 17,350 | | |
| Net realized gain | | | | | 17,350 | | |
| Net change in unrealized appreciation (depreciation) on: | | | | | | | |
| Net realized and unrealized gain | | | | | 17,350 | | |
| Increase in net assets resulting from operations | | | | $ | 36,573 | | |
| | | Six Months Ended September 30, 2020 (Unaudited) | | | Year Ended March 31, 2020 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 19,223 | | | | | $ | 3,057,399 | | |
Net realized gain | | | | | 17,350 | | | | | | 175,153 | | |
Increase in net assets resulting from operations | | | | | 36,573 | | | | | | 3,232,552 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class A | | | | | (31,757) | | | | | | (2,459,516) | | |
Class C | | | | | (489) | | | | | | (23,967) | | |
Class I | | | | | (8,099) | | | | | | (705,499) | | |
Class L(1) | | | | | — | | | | | | (12,802) | | |
Class O(2) | | | | | — | | | | | | (14,204) | | |
Class W | | | | | (58) | | | | | | (3,796) | | |
Total distributions | | | | | (40,403) | | | | | | (3,219,784) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 350,863,725 | | | | | | 1,084,467,447 | | |
Reinvestment of distributions | | | | | 40,135 | | | | | | 3,203,375 | | |
| | | | | 350,903,860 | | | | | | 1,087,670,822 | | |
Cost of shares redeemed | | | | | (337,517,630) | | | | | | (1,082,433,841) | | |
Net increase in net assets resulting from capital share transactions | | | | | 13,386,230 | | | | | | 5,236,981 | | |
Net increase in net assets | | | | | 13,382,400 | | | | | | 5,249,749 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 208,928,491 | | | | | | 203,678,742 | | |
End of year or period | | | | $ | 222,310,891 | | | | | $ | 208,928,491 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3) | | | Expenses net of fee waivers and/or recoupments if any(2)(3) | | | Expenses net of all reductions/additions(2)(3) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.69 | | | | | | 0.13(8) | | | | | | 0.13 | | | | | | 0.02 | | | | | | 172,887 | | | | | | — | | |
03-31-20 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.61 | | | | | | 0.63 | | | | | | 0.41(4) | | | | | | 0.41 | | | | | | 1.49 | | | | | | 161,828 | | | | | | — | | |
03-31-19 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.76 | | | | | | 0.57 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.75 | | | | | | 157,178 | | | | | | — | | |
03-31-18 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.50 | | | | | | 155,574 | | | | | | — | | |
03-31-17 | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.74 | | | | | | 0.46(5) | | | | | | 0.46 | | | | | | 0.00* | | | | | | 138,169 | | | | | | — | | |
03-31-16 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.71 | | | | | | 0.28(6) | | | | | | 0.28 | | | | | | 0.00* | | | | | | 144,081 | | | | | | — | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 1.69 | | | | | | 0.13(8) | | | | | | 0.13 | | | | | | 0.02 | | | | | | 2,525 | | | | | | — | | |
03-31-20 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.65 | | | | | | 1.63 | | | | | | 1.41(4) | | | | | | 1.41 | | | | | | 0.56 | | | | | | 2,870 | | | | | | — | | |
03-31-19 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.75 | | | | | | 1.57 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 0.74 | | | | | | 4,256 | | | | | | — | | |
03-31-18 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.06 | | | | | | 1.69 | | | | | | 1.15(7) | | | | | | 1.15 | | | | | | 0.02 | | | | | | 4,054 | | | | | | — | | |
03-31-17 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.08 | | | | | | 1.74 | | | | | | 0.46(5) | | | | | | 0.46 | | | | | | (0.00)* | | | | | | 2,410 | | | | | | — | | |
03-31-16 | | | | | 1.00 | | | | | | (0.00)*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 1.71 | | | | | | 0.28(6) | | | | | | 0.28 | | | | | | (0.00)* | | | | | | 3,681 | | | | | | — | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.62 | | | | | | 0.13(8) | | | | | | 0.13 | | | | | | 0.02 | | | | | | 46,506 | | | | | | — | | |
03-31-20 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.63 | | | | | | 0.61 | | | | | | 0.41(4) | | | | | | 0.41 | | | | | | 1.53 | | | | | | 43,994 | | | | | | — | | |
03-31-19 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.76 | | | | | | 0.57 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.72 | | | | | | 39,581 | | | | | | — | | |
03-31-18 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.50 | | | | | | 39,617 | | | | | | — | | |
03-31-17 | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.74 | | | | | | 0.46(5) | | | | | | 0.46 | | | | | | 0.00* | | | | | | 39,955 | | | | | | — | | |
03-31-16 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.71 | | | | | | 0.28(6) | | | | | | 0.28 | | | | | | (0.00)* | | | | | | 46,198 | | | | | | — | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
09-30-20+ | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.69 | | | | | | 0.13(8) | | | | | | 0.13 | | | | | | 0.02 | | | | | | 393 | | | | | | — | | |
03-31-20 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.61 | | | | | | 0.63 | | | | | | 0.41(4) | | | | | | 0.41 | | | | | | 1.52 | | | | | | 236 | | | | | | — | | |
03-31-19 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.76 | | | | | | 0.57 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.82 | | | | | | 269 | | | | | | — | | |
03-31-18 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.48 | | | | | | 64 | | | | | | — | | |
03-31-17 | | | | | 1.00 | | | | | | (0.00)*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.74 | | | | | | 0.46(5) | | | | | | 0.46 | | | | | | (0.00)* | | | | | | 99 | | | | | | — | | |
03-31-16 | | | | | 1.00 | | | | | | —• | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.71 | | | | | | 0.28(6) | | | | | | 0.28 | | | | | | 0.00 | | | | | | 27 | | | | | | — | | |
| | | Distribution Fee | | | Shareholder Servicing Fee | | ||||||
Class C | | | | $ | 10,662 | | | | | $ | 3,528 | | |
| September 30, | | | |||||||||||||||||
| 2021 | | | 2022 | | | 2023 | | | Total | | |||||||||
| $ — | | | | $ | — | | | | | $ | 306,952 | | | | | $ | 306,952 | | |
| | | Class C | | |||
Contingent Deferred Sales Charges: | | | | $ | 90 | | |
Subsidiary | | | Percentage | | |||
Voya Institutional Trust Company | | | | | 21.05% | | |
Voya Investments Distributor, LLC | | | | | 13.13 | | |
Voya Retirement Insurance and Annuity Company | | | | | 28.49 | | |
Class A | | | Class C | | | Class I | | | Class W | |
0.40% | | | 1.40% | | | 0.40% | | | 0.40% | |
| September 30, | | | |||||||||||||||||
| 2021 | | | 2022 | | | 2023 | | | Total | | |||||||||
| $ 227,978 | | | | $ | 379,222 | | | | | $ | 432,721 | | | | | $ | 1,039,921 | | |
| | ��� | September 30, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Class A | | | | $ | — | | | | | $ | — | | | | | $ | 99,629 | | | | | $ | 99,629 | | |
| | | September 30, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Class C | | | | | — | | | | | | — | | | | | | 1,608 | | | | | | 1,608 | | |
Class W | | | | | — | | | | | | — | | | | | | 183 | | | | | | 183 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Shares converted | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||||||
Class A | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 342,430,333 | | | | | | — | | | | | | 31,641 | | | | | | (331,400,464) | | | | | | — | | | | | | 11,061,510 | | | | | | 342,430,333 | | | | | | — | | | | | | 31,641 | | | | | | (331,400,464) | | | | | | — | | | | | | 11,061,510 | | |
3/31/2020 | | | | | 1,063,186,555 | | | | | | — | | | | | | 2,446,503 | | | | | | (1,063,331,277) | | | | | | 2,331,173 | | | | | | 4,632,954 | | | | | | 1,063,186,541 | | | | | | — | | | | | | 2,446,503 | | | | | | (1,063,331,277) | | | | | | 2,331,173 | | | | | | 4,632,940 | | |
Class C | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 1,213,790 | | | | | | — | | | | | | 484 | | | | | | (1,558,603) | | | | | | — | | | | | | (344,329) | | | | | | 1,213,790 | | | | | | — | | | | | | 484 | | | | | | (1,558,603) | | | | | | — | | | | | | (344,329) | | |
3/31/2020 | | | | | 3,129,655 | | | | | | — | | | | | | 23,665 | | | | | | (4,538,530) | | | | | | — | | | | | | (1,385,210) | | | | | | 3,129,655 | | | | | | — | | | | | | 23,665 | | | | | | (4,538,530) | | | | | | — | | | | | | (1,385,210) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 7,018,233 | | | | | | — | | | | | | 7,952 | | | | | | (4,513,767) | | | | | | — | | | | | | 2,512,418 | | | | | | 7,018,233 | | | | | | — | | | | | | 7,952 | | | | | | (4,513,767) | | | | | | — | | | | | | 2,512,418 | | |
3/31/2020 | | | | | 18,110,502 | | | | | | — | | | | | | 702,494 | | | | | | (14,396,676) | | | | | | — | | | | | | 4,416,320 | | | | | | 18,110,502 | | | | | | — | | | | | | 702,494 | | | | | | (14,396,676) | | | | | | — | | | | | | 4,416,320 | | |
Class L(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2020 | | | | | 1 | | | | | | — | | | | | | 12,790 | | | | | | (68,993) | | | | | | (1,090,121) | | | | | | (1,146,323) | | | | | | 1 | | | | | | — | | | | | | 12,790 | | | | | | (68,993) | | | | | | (1,090,121) | | | | | | (1,146,323) | | |
Class O(2) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
3/31/2020 | | | | | 6,154 | | | | | | — | | | | | | 14,129 | | | | | | (27,005) | | | | | | (1,241,052) | | | | | | (1,247,774) | | | | | | 6,154 | | | | | | — | | | | | | 14,129 | | | | | | (27,005) | | | | | | (1,241,052) | | | | | | (1,247,774) | | |
Class W | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
9/30/2020 | | | | | 201,369 | | | | | | — | | | | | | 58 | | | | | | (44,796) | | | | | | — | | | | | | 156,631 | | | | | | 201,369 | | | | | | — | | | | | | 58 | | | | | | (44,796) | | | | | | — | | | | | | 156,631 | | |
3/31/2020 | | | | | 34,594 | | | | | | — | | | | | | 3,794 | | | | | | (71,360) | | | | | | — | | | | | | (32,972) | | | | | | 34,594 | | | | | | — | | | | | | 3,794 | | | | | | (71,360) | | | | | | — | | | | | | (32,972) | | |
| Year Ended March 31, 2020 | | | Year Ended March 31, 2019 | | |||
| Ordinary Income | | | Ordinary Income | | |||
| $3,219,784 | | | | $ | 3,728,263 | | |
| Unrealized Appreciation/ (Depreciation) | |
| $(570) | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | | ||
All Classes | | | STCG | | | 0.0000* | | | November 2, 2020 | | | October 29, 2020 | | | | |
Voya Government Money Market Fund | as of September 30, 2020 (Unaudited) |
| Investment Type Allocation as of September 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Repurchase Agreement | | | 61.6% | |
| U.S. Government Agency Debt | | | 32.2 | |
| U.S. Treasury Debt | | | 5.9 | |
| Assets in Excess of Other Liabilities | | | 0.3 | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: 32.2% | | |||||||||||||||
7,250,000 | | | Fannie Mae, 0.110%, (SOFRRATE + 0.040)%, 01/29/2021 | | | | $ | 7,249,272 | | | | | | 3.3 | | |
1,750,000 | | | Fannie Mae, 0.145%, (SOFRRATE + 0.075)%, 10/30/2020 | | | | | 1,750,056 | | | | | | 0.8 | | |
23,000,000 | | | Fannie Mae, 0.190%, (SOFRRATE + 0.120)%, 03/16/2021 | | | | | 23,000,000 | | | | | | 10.3 | | |
2,000,000 | | | Fannie Mae, 0.350%, (SOFRRATE + 0.280)%, 04/26/2021 | | | | | 2,000,000 | | | | | | 0.9 | | |
2,000,000 | | | Federal Farm Credit Banks, 0.153%, (US0001M + 0.005)%, 06/25/2021 | | | | | 2,000,000 | | | | | | 0.9 | | |
1,750,000 | | | Federal Farm Credit Banks, 0.210%, (FEDL01 + 0.120)%, 04/23/2021 | | | | | 1,748,713 | | | | | | 0.8 | | |
21,000,000 | | | Federal Home Loan Banks, 0.124%, (US0003M + (0.175))%, 10/05/2020 | | | | | 20,999,926 | | | | | | 9.4 | | |
4,500,000 | | | Federal Home Loan Banks, 0.150%, (SOFRRATE + 0.080)%, 03/04/2021 | | | | | 4,500,000 | | | | | | 2.0 | | |
7,000,000 | | | Federal Home Loan Banks, 0.200%, (SOFRRATE + 0.130)%, 10/16/2020 | | | | | 7,000,000 | | | | | | 3.2 | | |
1,400,000 | | | Federal Home Loan Banks, 0.224%, (US0001M + 0.065)%, 10/07/2020 | | | | | 1,400,032 | | | | | | 0.6 | | |
| | | Total U.S. Government Agency Debt (Cost $71,647,999) | | | | | 71,647,999 | | | | | | 32.2 | | |
U.S. TREASURY DEBT: 5.9% | | |||||||||||||||
13,000,000 (1) | | | United States Treasury Bill, 0.090%, 11/24/2020 | | | | | 12,998,186 | | | | | | 5.9 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY DEBT: (continued) | | |||||||||||||||
| | | Total U.S. Treasury Debt (Cost $12,998,186) | | | | $ | 12,998,186 | | | | | | 5.9 | | |
| | | | | ||||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 61.6% | | |||||||||||||||
| | | Repurchase Agreement: 27.9% | | ||||||||||||
62,000,000 | | | Deutsche Bank Repurchase Agreement dated 9/30/2020, 0.06%, due 10/1/20, $62,000,103 to be received upon repurchase (Collateralized by $58,158,400, U.S. Treasury Note and Bond, 2.000%-2.500%, Market Value plus accrued interest $63,240,017 due 3/31/24-2/15/, 0.060% | | | | | 62,000,000 | | | | | | 27.9 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 33.7% | | ||||||||||||
74,960,000 | | | Deutsche Bank Repurchase Agreement dated 9/30/20, 0.06%, due 10/1/20, $74,960,125 to be received upon repurchase (Collateralized by $116,110,800, U.S. Treasury Noncallable Strip, 0.00%, Market Value plus accrued interest $77,208,805 due 11/15/48) | | | | | 74,960,000 | | | | | | 33.7 | | |
| | | Total U.S. Treasury Repurchase Agreement (Cost $136,960,000) | | | | | 136,960,000 | | | | | | 61.6 | | |
| | | Total Investments in Securities (Cost $221,606,185) | | | | $ | 221,606,185 | | | | | | 99.7 | | |
| | | Assets in Excess of Other Liabilities | | | | | 704,706 | | | | | | 0.3 | | |
| | | Net Assets | | | | $ | 222,310,891 | | | | | | 100.0 | | |
|
Voya Government Money Market Fund | as of September 30, 2020 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at September 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Government Agency Debt | | | | $ | — | | | | | $ | 71,647,999 | | | | | $ | — | | | | | $ | 71,647,999 | | |
U.S. Treasury Debt | | | | | — | | | | | | 12,998,186 | | | | | | — | | | | | | 12,998,186 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 136,960,000 | | | | | | — | | | | | | 136,960,000 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 221,606,185 | | | | | $ | — | | | | | $ | 221,606,185 | | |
Counterparty | | | U.S. Treasury Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $136,960,000 | | | | $ | (136,960,000) | | | | | $ | — | | |
Totals | | | $136,960,000 | | | | $ | (136,960,000) | | | | | $ | — | | |
| Gross Unrealized Appreciation | | | | $ | — | | | | ||
| Gross Unrealized Depreciation | | | | | (570) | | | | | |
| Net Unrealized Depreciation | | | | $ | (570) | | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Classes A, C, I, P, R and W
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of the Fund’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on the Voya funds’website (www.voyainvestments.com/literature), and you will be notified by mail each time a report is posted and provided with a website link to access the report. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com | ||
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Go Paperless with E-Delivery! | ||
Sign up now for on-line prospectuses, fund reports, and proxy statements. In less than five minutes, you can help reduce paper mail and lower fund costs. | ||
Just go to www.individuals.voya.com/page/e-delivery, follow the directions and complete the quick 5 Steps to Enroll. | ||
You will be notified by e-mail when these communications become available on the internet. Documents that are not available on the internet will continue to be sent by mail. |
The Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form NPORT-P. The Fund’s Forms NPORT-P are available on the SEC’s website at www.sec.gov. The Fund’s complete schedule of portfolio holdings is available at: www.voyainvestments.com and without charge upon request from the Fund by calling Shareholder Services toll-free at (800) 992-0180.
Signs of Hope Amid Gusting Market Winds
Dina Santoro
President
Voya Family of Funds
October 26, 2020
(1) | The S&P 500® Index is an index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Fund Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value April 1, 2020 | Ending Account Value September 30, 2020 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2020* | Beginning Account Value April 1, 2020 | Ending Account Value September 30, 2020 | Annualized Expense Ratio | Expenses Paid During the Period Ended September 30, 2020* | |||||||||||||||||||||||||||
Class A | $ | 1,000.00 | $ | 1,116.40 | 1.14 | % | $ | 6.05 | $ | 1,000.00 | $ | 1,019.35 | 1.14 | % | $ | 5.77 | ||||||||||||||||||
Class C | 1,000.00 | 1,112.30 | 1.89 | 10.01 | 1,000.00 | 1,015.59 | 1.89 | 9.55 | ||||||||||||||||||||||||||
Class I | 1,000.00 | 1,119.00 | 0.89 | 4.73 | 1,000.00 | 1,020.61 | 0.89 | 4.51 | ||||||||||||||||||||||||||
Class P | 1,000.00 | 1,122.00 | 0.29 | 1.54 | 1,000.00 | 1,023.61 | 0.29 | 1.47 | ||||||||||||||||||||||||||
Class R | 1,000.00 | 1,115.20 | 1.39 | 7.37 | 1,000.00 | 1,018.10 | 1.39 | 7.03 | ||||||||||||||||||||||||||
Class W | 1,000.00 | 1,118.90 | 0.89 | 4.73 | 1,000.00 | 1,020.61 | 0.89 | 4.51 |
* | Expenses are equal to the Fund’s annualized expense ratios multiplied by the average account value over the period, multiplied by 183/365 to reflect the most recent fiscal half-year. |
ASSETS: | ||||||
Investments in securities at fair value (Cost $560,171,659) | $ | 530,904,869 | ||||
Short-term investments at fair value (Cost $20,505,117) | 20,502,436 | |||||
Cash | 46,973 | |||||
Receivables: | ||||||
Investment securities sold | 29,540,227 | |||||
Fund shares sold | 1,211,990 | |||||
Interest | 1,169,622 | |||||
Dividend | 2,164 | |||||
Prepaid structuring fee (Note 7) | 200,267 | |||||
Prepaid expenses | 49,213 | |||||
Reimbursement due from Investment Adviser | 59,101 | |||||
Other assets | 45,273 | |||||
Total assets | 583,732,135 | |||||
LIABILITIES: | ||||||
Notes payable | 12,000,000 | |||||
Payable for investment securities purchased | 11,888,136 | |||||
Payable for fund shares redeemed | 5,783,727 | |||||
Income distribution payable | 60,111 | |||||
Payable for investment management fees | 260,049 | |||||
Payable for distribution and shareholder service fees | 67,222 | |||||
Accrued trustees fees | 60,844 | |||||
Payable to trustees under the deferred compensation plan (Note 8) | 45,273 | |||||
Payable for commitment fees on line of credit (Note 7) | 116,875 | |||||
Unfunded loan commitments (Note 9) | 54,118 | |||||
Other accrued expenses and liabilities | 757,032 | |||||
Total liabilities | 31,093,387 | |||||
NET ASSETS | $ | 552,638,748 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | 753,745,289 | |||||
Total distributable loss | (201,106,541 | ) | ||||
NET ASSETS | $ | 552,638,748 |
Class A: | ||||||
Net assets | $ | 37,954,396 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 4,320,606 | |||||
Net asset value and redemption price per share(2) | $ | 8.78 | ||||
Maximum offering price per share (2.50%)(1) | $ | 9.01 | ||||
Class C: | ||||||
Net assets | $ | 19,241,880 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 2,190,499 | |||||
Net asset value and redemption price per share(2) | $ | 8.78 | ||||
Class I: | ||||||
Net assets | $ | 304,633,279 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 34,674,355 | |||||
Net asset value and redemption price per share | $ | 8.79 | ||||
Class P: | ||||||
Net assets | $ | 76,387,499 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 8,712,212 | |||||
Net asset value and redemption price per share | $ | 8.77 | ||||
Class R: | ||||||
Net assets | $ | 100,553,876 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 11,465,150 | |||||
Net asset value and redemption price per share | $ | 8.77 | ||||
Class W: | ||||||
Net assets | $ | 13,867,818 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 1,576,058 | |||||
Net asset value and redemption price per share | $ | 8.80 |
(1) | Maximum offering price is computed at 100/97.50 of net asset value. On purchases of $100,000 or more, the offering price is reduced. |
(2) | Redemption price per share may be reduced for any applicable contingent deferred sales charge. |
INVESTMENT INCOME: | ||||||
Interest | $ | 14,613,010 | ||||
Dividend | 39,098 | |||||
Total investment income | 14,652,108 | |||||
EXPENSES: | ||||||
Investment management fees | 2,064,914 | |||||
Distribution and service fees: | ||||||
Class A | 61,394 | |||||
Class C | 102,477 | |||||
Class R | 259,518 | |||||
Transfer agent fees: | ||||||
Class A | 32,624 | |||||
Class C | 13,613 | |||||
Class I | 67,889 | |||||
Class P | 350 | |||||
Class P3(1) | 29 | |||||
Class R | 68,954 | |||||
Class W | 13,672 | |||||
Shareholder reporting expense | 32,940 | |||||
Custody and accounting expense | 317,932 | |||||
Registration fees | 61,078 | |||||
Professional fees | 78,046 | |||||
Trustees fees | 36,600 | |||||
Structuring fee (Note 7) | 167,065 | |||||
Commitment fees on line of credit (Note 7) | 178,496 | |||||
Miscellaneous expense | 54,461 | |||||
Interest expense | 89,255 | |||||
Total expenses | 3,701,307 | |||||
Waived and reimbursed fees | (772,113 | ) | ||||
Net expenses | 2,929,194 | |||||
Net investment income | 11,722,914 | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized loss on investments | (58,554,394 | ) | ||||
Net change in unrealized appreciation (depreciation) on Investments | 121,026,530 | |||||
Net realized and unrealized gain | 62,472,136 | |||||
Increase in net assets resulting from operations | 74,195,050 |
(1) | Class P3 was fully redeemed on April 30, 2020. |
Six Months Ended September 30, 2020 (Unaudited) | Year Ended March 31, 2020 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 11,722,914 | $ | 65,903,483 | ||||||
Net realized loss | (58,554,394 | ) | (68,486,658 | ) | ||||||
Net change in unrealized appreciation (depreciation) | 121,026,530 | (104,110,887 | ) | |||||||
Net increase (decrease) in net assets resulting from operations | 74,195,050 | (106,694,062 | ) | |||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Total distributions (excluding return of capital): | ||||||||||
Class A | (844,329 | ) | (2,975,473 | ) | ||||||
Class C | (275,318 | ) | (1,352,004 | ) | ||||||
Class I | (6,156,239 | ) | (46,817,372 | ) | ||||||
Class P | (2,395,687 | ) | (7,240,268 | ) | ||||||
Class P3(1) | (11,866 | ) | (150,956 | ) | ||||||
Class R | (1,649,203 | ) | (6,175,696 | ) | ||||||
Class W | (391,176 | ) | (2,461,712 | ) | ||||||
Total distributions | (11,723,818 | ) | (67,173,481 | ) | ||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 72,852,471 | 387,431,929 | ||||||||
Reinvestment of distributions | 11,231,051 | 64,849,161 | ||||||||
84,083,522 | 452,281,090 | |||||||||
Cost of shares redeemed | (354,008,286 | ) | (1,025,097,472 | ) | ||||||
Net decrease in net assets resulting from capital share transactions | (269,924,764 | ) | (572,816,382 | ) | ||||||
Net decrease in net assets | (207,453,532 | ) | (746,683,925 | ) | ||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 760,092,280 | 1,506,776,205 | ||||||||
End of year or period | $ | 552,638,748 | $ | 760,092,280 | ||||||
(1) | Class P3 was fully redeemed on April 30, 2020. |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period | Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/ additions(2)(3) | Expenses, net of fee waivers and/ or recoupments, if any(2)(3) | Expenses, net of all reductions/ additions(2)(3) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio Turnover rate | ||||||||||||||||||||||||||||||||||||||||||||||||||
ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000’s) | (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-20+ | 8.00 | 0.15 | 0.78 | 0.93 | 0.15 | — | — | 0.15 | 8.78 | 11.64 | 1.35 | 1.14 | 1.14 | 3.46 | 37,954 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.59 | 0.46 | (1.58 | ) | (1.12 | ) | 0.47 | — | — | 0.47 | 8.00 | (12.34 | ) | 1.18 | 1.10 | 1.10 | 4.83 | 52,014 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.86 | 0.46 | (0.28 | ) | 0.18 | 0.45 | — | — | 0.45 | 9.59 | 1.90 | 1.14 | 1.05 | 1.05 | 4.75 | 59,614 | 58 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.35 | (0.05 | ) | 0.30 | 0.35 | — | 0.02 | 0.37 | 9.86 | 3.09 | 1.13 | 1.02 | 1.02 | 3.58 | 43,839 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.37 | * | 0.25 | 0.62 | 0.39 | — | — | 0.39 | 9.93 | 6.49 | 1.11 | 1.03 | 1.03 | 3.79 | 93,318 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.38 | (0.41 | ) | (0.03 | ) | 0.38 | — | — | 0.38 | 9.70 | (0.25 | ) | 1.08 | 1.04 | 1.04 | 3.84 | 39,820 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-20+ | 8.00 | 0.11 | 0.78 | 0.89 | 0.11 | — | — | 0.11 | 8.78 | 11.23 | 2.10 | 1.89 | 1.89 | 2.70 | 19,242 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.59 | 0.38 | (1.58 | ) | (1.20 | ) | 0.39 | — | — | 0.39 | 8.00 | (13.00 | ) | 1.93 | 1.85 | 1.85 | 4.12 | 20,446 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.87 | 0.38 | * | (0.28 | ) | 0.10 | 0.38 | — | — | 0.38 | 9.59 | 1.04 | 1.89 | 1.80 | 1.80 | 3.93 | 39,455 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.28 | (0.04 | ) | 0.24 | 0.28 | — | 0.02 | 0.30 | 9.87 | 2.42 | 1.88 | 1.77 | 1.77 | 2.85 | 45,848 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.30 | * | 0.25 | 0.55 | 0.32 | — | — | 0.32 | 9.93 | 5.70 | 1.86 | 1.78 | 1.78 | 3.08 | 55,583 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.31 | (0.41 | ) | (0.10 | ) | 0.31 | — | — | 0.31 | 9.70 | (1.00 | ) | 1.83 | 1.79 | 1.79 | 3.10 | 50,751 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-20+ | 8.00 | 0.16 | 0.79 | 0.95 | 0.16 | — | — | 0.16 | 8.79 | 11.90 | 1.01 | 0.89 | 0.89 | 3.73 | 304,633 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.59 | 0.48 | (1.58 | ) | (1.10 | ) | 0.49 | — | — | 0.49 | 8.00 | (12.12 | ) | 0.88 | 0.85 | 0.85 | 5.15 | 427,504 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.87 | 0.48 | (0.28 | ) | 0.20 | 0.48 | — | — | 0.48 | 9.59 | 2.07 | 0.80 | 0.80 | 0.80 | 4.93 | 1,160,464 | 58 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.93 | 0.38 | * | (0.04 | ) | 0.34 | 0.38 | — | 0.02 | 0.40 | 9.87 | 3.46 | 0.75 | 0.75 | 0.75 | 3.89 | 1,338,826 | 82 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.70 | 0.40 | * | 0.25 | 0.65 | 0.42 | — | — | 0.42 | 9.93 | 6.76 | 0.76 | 0.76 | 0.76 | 4.09 | 1,156,695 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.70 | 0.01 | 0.79 | 0.79 | 0.79 | 4.12 | 900,493 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-20+ | 7.99 | 0.18 | 0.79 | 0.97 | 0.19 | — | — | 0.19 | 8.77 | 12.20 | 0.97 | 0.29 | 0.29 | 4.31 | 76,387 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.58 | 0.53 | * | (1.56 | ) | (1.03 | ) | 0.56 | — | — | 0.56 | 7.99 | (11.52 | ) | 0.85 | 0.20 | 0.20 | 5.70 | 122,016 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.86 | 0.55 | (0.29 | ) | 0.26 | 0.54 | — | — | 0.54 | 9.58 | 2.75 | 0.77 | 0.12 | 0.12 | 5.65 | 53,416 | 58 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.92 | 0.45 | (0.05 | ) | 0.40 | 0.44 | — | 0.02 | 0.46 | 9.86 | 4.15 | 0.74 | 0.09 | 0.09 | 4.56 | 42,522 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.69 | 0.47 | 0.24 | 0.71 | 0.48 | — | — | 0.48 | 9.92 | 7.47 | 0.75 | 0.10 | 0.10 | 4.76 | 36,072 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.11 | 0.47 | (0.41 | ) | 0.06 | 0.48 | — | — | 0.48 | 9.69 | 0.58 | 0.77 | 0.12 | 0.12 | 4.76 | 21,608 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-20+ | 7.99 | 0.14 | 0.78 | 0.92 | 0.14 | — | — | 0.14 | 8.77 | 11.52 | 1.60 | 1.39 | 1.39 | 3.20 | 100,554 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.58 | 0.43 | (1.58 | ) | (1.15 | ) | 0.44 | — | — | 0.44 | 7.99 | (12.57 | ) | 1.43 | 1.35 | 1.35 | 4.60 | 99,774 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.85 | 0.44 | * | (0.28 | ) | 0.16 | 0.43 | — | — | 0.43 | 9.58 | 1.65 | 1.39 | 1.30 | 1.30 | 4.48 | 139,026 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.91 | 0.33 | (0.04 | ) | 0.29 | 0.33 | — | 0.02 | 0.35 | 9.85 | 2.94 | 1.38 | 1.27 | 1.27 | 3.36 | 118,071 | 82 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.69 | 0.35 | 0.24 | 0.59 | 0.37 | — | — | 0.37 | 9.91 | 6.12 | 1.36 | 1.28 | 1.28 | 3.58 | 119,041 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.10 | 0.35 | (0.40 | ) | (0.05 | ) | 0.36 | — | — | 0.36 | 9.69 | (0.50 | ) | 1.33 | 1.29 | 1.29 | 3.60 | 107,927 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
09-30-20+ | 8.01 | 0.15 | 0.80 | 0.95 | 0.16 | — | — | 0.16 | 8.80 | 11.89 | 1.10 | 0.89 | 0.89 | 3.81 | 13,868 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
03-31-20 | 9.60 | 0.48 | (1.58 | ) | (1.10 | ) | 0.49 | — | — | 0.49 | 8.01 | (12.10 | ) | 0.93 | 0.85 | 0.85 | 5.11 | 35,543 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||
03-31-19 | 9.89 | 0.46 | * | (0.27 | ) | 0.19 | 0.48 | — | — | 0.48 | 9.60 | 1.96 | 0.89 | 0.80 | 0.80 | 4.60 | 52,642 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-18 | 9.95 | 0.38 | * | (0.04 | ) | 0.34 | 0.38 | — | 0.02 | 0.40 | 9.89 | 3.46 | 0.88 | 0.77 | 0.77 | 3.88 | 557,067 | 82 | ||||||||||||||||||||||||||||||||||||||||||||||||
03-31-17 | 9.72 | 0.39 | * | 0.26 | 0.65 | 0.42 | — | — | 0.42 | 9.95 | 6.75 | 0.86 | 0.78 | 0.78 | 3.96 | 434,100 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||
03-31-16 | 10.13 | 0.41 | (0.41 | ) | — | 0.41 | — | — | 0.41 | 9.72 | 0.01 | 0.83 | 0.79 | 0.79 | 4.10 | 98,241 | 46 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and excluding the deduction of sales charges or contingent deferred sales charges, if applicable. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Fund. Expenses before reductions/additions do not reflect amounts reimbursed by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Fund. Net investment income (loss) is net of all such additions or reductions. | |
* | Calculated using average number of shares outstanding throughout the period. | |
+ | Unaudited |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses �� at the rates of exchange prevailing on the respective dates of such transactions. |
Class A | Class C | Class R | ||
---|---|---|---|---|
0.25% | 1.00% | 0.50% |
Class A | Class C | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Initial Sales Charges | $ | 756 | $ | — | ||||||
Contingent Deferred Sales Charges | 5,813 | 96 |
(as a percentage of average daily net assets)
Class C — 1.75%
Class I — 0.75%
Class P — 0.15%
Class R — 1.25%
Class W — 0.75%
September 30, | ||||||
---|---|---|---|---|---|---|
2021 | 2022 | 2023 | Total | |||
$6,105 | $190,046 | $488,283 | $684,434 |
September 30, | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2021 | 2022 | 2023 | Total | |||||||||||||
Class A | $ | 43,071 | $ | 29,635 | $ | 39,953 | $ | 112,659 | ||||||||
Class C | 45,946 | 21,581 | 18,022 | 85,549 | ||||||||||||
Class R | 120,959 | 72,375 | 84,449 | 277,783 | ||||||||||||
Class W | 440,304 | 47,966 | 22,539 | 510,809 |
Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | ||
---|---|---|---|---|
136 | $15,889,706 | 1.49% |
Subsidiary | Percentage | |||||
---|---|---|---|---|---|---|
Voya Institutional Trust Company | 18.13 | % | ||||
Voya Investment Management Co. LLC | 6.19 |
Unfunded Loan Commitment | ||||
---|---|---|---|---|
Pathway Vet Alliance LLC 2020 Delayed Draw Term Loan | $ | 54,118 |
Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||
Class A | ||||||||||||||||||||||||||||||||
09-30-20 | 411,638 | 90,958 | (2,682,301 | ) | (2,179,705 | ) | 3,505,219 | 777,792 | (23,062,532 | ) | (18,779,521 | ) | ||||||||||||||||||||
03-31-20 | 5,639,510 | 292,826 | (5,646,601 | ) | 285,735 | 53,778,688 | 2,743,018 | (52,770,320 | ) | 3,751,386 | ||||||||||||||||||||||
Class C | ||||||||||||||||||||||||||||||||
09-30-20 | 26,717 | 28,311 | (419,770 | ) | (364,742 | ) | 228,862 | 242,180 | (3,605,188 | ) | (3,134,146 | ) | ||||||||||||||||||||
03-31-20 | 201,468 | 126,244 | (1,885,559 | ) | (1,557,847 | ) | 1,916,440 | 1,189,893 | (17,736,355 | ) | (14,630,022 | ) | ||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||
09-30-20 | 7,187,896 | 678,274 | (26,627,806 | ) | (18,761,636 | ) | 61,098,578 | 5,792,292 | (222,693,191 | ) | (155,802,321 | ) | ||||||||||||||||||||
03-31-20 | 19,938,138 | 4,755,535 | (92,232,126 | ) | (67,538,453 | ) | 185,893,516 | 44,908,640 | (859,301,235 | ) | (628,499,079 | ) | ||||||||||||||||||||
Class P | ||||||||||||||||||||||||||||||||
09-30-20 | 101,135 | 278,838 | (6,933,624 | ) | (6,553,651 | ) | 865,205 | 2,381,210 | (59,779,496 | ) | (56,533,081 | ) | ||||||||||||||||||||
03-31-20 | 12,120,922 | 776,328 | (3,204,975 | ) | 9,692,275 | 116,185,715 | 7,240,269 | (30,254,592 | ) | 93,171,392 | ||||||||||||||||||||||
Class P3(1) | ||||||||||||||||||||||||||||||||
09-30-20 | 7,395 | — | (356,813 | ) | (349,418 | ) | 61,269 | — | (2,939,936 | ) | (2,878,667 | ) | ||||||||||||||||||||
03-31-20 | 222,832 | 16,098 | (114,495 | ) | 124,435 | 2,059,802 | 150,356 | (1,075,423 | ) | 1,134,735 | ||||||||||||||||||||||
Class R | ||||||||||||||||||||||||||||||||
09-30-20 | 483,297 | 192,885 | (1,699,867 | ) | (1,023,685 | ) | 4,108,296 | 1,649,125 | (14,578,184 | ) | (8,820,763 | ) | ||||||||||||||||||||
03-31-20 | 1,406,440 | 657,745 | (4,090,945 | ) | (2,026,760 | ) | 13,279,120 | 6,170,305 | (37,621,501 | ) | (18,172,076 | ) | ||||||||||||||||||||
Class W | ||||||||||||||||||||||||||||||||
09-30-20 | 365,276 | 45,703 | (3,271,508 | ) | (2,860,529 | ) | 2,985,042 | 388,452 | (27,349,759 | ) | (23,976,265 | ) | ||||||||||||||||||||
03-31-20 | 1,523,717 | 260,120 | (2,828,336 | ) | (1,044,499 | ) | 14,318,648 | 2,446,680 | (26,338,046 | ) | (9,572,718 | ) |
(1) | Share class was fully redeemed on April 30, 2020. |
Year Ended March 31, 2020 | Year Ended March 31, 2019 | |
---|---|---|
Ordinary Income | Ordinary Income | |
$67,173,481 | $99,130,268 |
Capital Loss Carryforwards | ||||||||||
Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | |||||||
$(150,799,442) | $ | (26,618,372 | ) | Short-term | None | |||||
(85,994,622 | ) | Long-term | None | |||||||
$ | (112,612,994 | ) |
Per Share Amount | Payable Date | Record Date | ||||
---|---|---|---|---|---|---|
Class A | $0.0232 | November 2, 2020 | Daily | |||
Class C | $0.0176 | November 2, 2020 | Daily | |||
Class I | $0.0251 | November 2, 2020 | Daily | |||
Class P | $0.0321 | November 2, 2020 | Daily | |||
Class R | $0.0214 | November 2, 2020 | Daily | |||
Class W | $0.0251 | November 2, 2020 | Daily |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) |
as of September 30, 2020
BB or above | 22.16 | % | ||
B | 68.91 | % | ||
CCC or below | 8.22 | % | ||
Not Rated | 0.71 | % | ||
Bond ratings apply to the underlying holdings of the Fund and not the Fund itself. Ratings distribution shows the percentage of the Fund’s loan commitments (excluding cash and foreign cash) that are rated in each ratings category, based upon the categories provided by Standard & Poor. Ratings distribution is based on Standard & Poor’s senior secured facility ratings. The Standard & Poor’s rating scale is as follows, from excellent (high grade) to poor (including default): AAA to D, with intermediate ratings offered at each level between AA and CCC. Anything lower than a BBB- rating is considered a non-investment grade or junk bond. Any security that is not rated by Standard & Poor’s is placed in the NR (Not Rated) category. Ratings can change from time to time, and current ratings may not fully reflect the actual credit condition or risks posed by a loan. | ||||
* Not rated includes loans to non-U.S. borrowers (which are typically unrated) and loans for which the rating has been withdrawn. |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|
LOANS*: 95.5% | ||||||||||
Aerospace & Defense: 2.5% | ||||||||||
1,064,650 | AI Convoy (Luxembourg) S.A.R.L USD Term Loan B, 4.650%, (US0006M + 3.500%), 01/17/27 | $ | 1,056,665 | 0.2 | ||||||
1,291,763 | Amentum Government Services Holdings LLC Term Loan B, 3.647%, (US0001M + 3.500%), 02/01/27 | 1,280,460 | 0.2 | |||||||
3,996,914 | American Airlines, Inc. 2018 Term Loan B, 1.895%, (US0001M + 1.750%), 06/27/25 | 2,485,856 | 0.4 | |||||||
389,025 | Delta Air Lines, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 04/29/23 | 388,981 | 0.1 | |||||||
1,974,289 | KBR, Inc. 2020 Term Loan B, 2.897%, (US0001M + 2.750%), 02/05/27 | 1,957,014 | 0.4 | |||||||
2,246,428 | Maxar Technologies Ltd. Term Loan B, 2.900%, (US0001M + 2.750%), 10/04/24 | 2,170,050 | 0.4 | |||||||
830,317 | Science Applications International Corporation 2020 Incremental Term Loan B, 2.397%, (US0001M + 2.250%), 03/12/27 | 821,148 | 0.1 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||
Aerospace & Defense: (continued) | ||||||||||
1,010,000 | SkyMiles IP Ltd. 2020 1st Lien Term Loan B, 3.984%, (US0003M + 3.750%), 09/16/27 | $ | 1,019,942 | 0.2 | ||||||
2,972,525 | TransDigm, Inc. 2020 Term Loan E, 2.397%, (US0001M + 2.250%), 05/30/25 | 2,817,294 | 0.5 | |||||||
13,997,410 | 2.5 | |||||||||
Auto Components: 0.5% | ||||||||||
3,055,399 | Broadstreet Partners, Inc. 2020 Term Loan B, 3.397%, (US0001M + 3.250%), 01/27/27 | 2,985,699 | 0.5 | |||||||
Automotive: 3.7% | ||||||||||
1,675,548 | American Axle and Manufacturing, Inc. Term Loan B, 3.000%, (US0001M + 2.250%), 04/06/24 | 1,613,313 | 0.3 | |||||||
1,373,750 | Autokiniton US Holdings, Inc. Term Loan, 5.906%, (US0001M + 5.750%), 05/22/25 | 1,323,952 | 0.2 | |||||||
809,938 | Belron Finance US LLC 2018 Term Loan B, 2.754%, (US0003M + 2.500%), 11/13/25 | 801,333 | 0.1 | |||||||
3,258,558 | Belron Finance US LLC 2019 USD Term Loan B, 2.768%, (US0003M + 2.500%), 10/30/26 | 3,232,760 | 0.6 | |||||||
305,585 | Belron Finance US LLC USD Term Loan B, 2.742%, (US0003M + 2.500%), 11/07/24 | 302,911 | 0.1 | |||||||
660,932 | Bright Bidco B.V. 2018 Term Loan B, 4.500%, (US0006M + 3.500%), 06/30/24 | 321,260 | 0.0 | |||||||
3,234,738 | Clarios Global LP USD Term Loan B, 3.647%, (US0001M + 3.500%), 04/30/26 | 3,157,913 | 0.6 | |||||||
595,500 | Dealer Tire, LLC 2020 Term Loan B, 4.397%, (US0001M + 4.250%), 12/12/25 | 583,590 | 0.1 | |||||||
3,512,776 | Gates Global LLC 2017 USD Repriced Term Loan B, 3.750%, (US0001M + 2.750%), 04/01/24 | 3,468,135 | 0.6 | |||||||
1,426,926 | Holley Purchaser, Inc. Term Loan B, 5.261%, (US0003M + 5.000%), 10/24/25 | 1,369,849 | 0.2 | |||||||
1,044,717 | KAR Auction Services, Inc. 2019 Term Loan B6, 2.438%, (US0001M + 2.250%), 09/19/26 | 1,012,070 | 0.2 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||
Automotive: (continued) | ||||||||||
994,963 | Mister Car Wash Holdings, Inc. 2019 Term Loan B, 4.375%, (US0006M + 3.250%), 05/14/26 | $ | 945,215 | 0.2 | ||||||
1,492,288 | Truck Hero, Inc. 1st Lien Term Loan, 3.897%, (US0001M + 3.750%), 04/22/24 | 1,463,842 | 0.3 | |||||||
994,987 | Wand NewCo 3, Inc. 2020 Term Loan, 3.809%, (US0003M + 3.000%), 02/05/26 | 963,065 | 0.2 | |||||||
20,559,208 | 3.7 | |||||||||
Beverage & Tobacco: 0.6% | ||||||||||
3,340,466 | Sunshine Investments B.V. USD Term Loan B3, 3.515%, (US0003M + 3.250%), 03/28/25 | 3,288,271 | 0.6 | |||||||
Brokers, Dealers & Investment Houses: 0.4% | ||||||||||
2,954,660 | Brookfield Property REIT Inc. 1st Lien Term Loan B, 2.647%, (US0001M + 2.500%), 08/27/25 | 2,411,330 | 0.4 | |||||||
Building & Development: 2.9% | ||||||||||
866,874 | Advanced Drainage Systems Inc Term Loan B, 2.438%, (US0001M + 2.250%), 07/31/26 | 868,319 | 0.2 | |||||||
3,116,461 | Core & Main LP 2017 Term Loan B, 3.750%, (US0006M + 2.750%), 08/01/24 | 3,061,923 | 0.6 | |||||||
3,136,888 | GYP Holdings III Corp. 2018 Term Loan B, 2.897%, (US0001M + 2.750%), 06/01/25 | 3,102,577 | 0.6 | |||||||
1,852,813 | Henry Company LLC Term Loan B, 5.000%, (US0001M + 4.000%), 10/05/23 | 1,841,232 | 0.3 | |||||||
2,269,373 | Interior Logic Group Holdings IV LLC 2018 Term Loan B, 4.147%, (US0001M + 4.000%), 05/30/25 | 2,182,381 | 0.4 | |||||||
230,000 | LEB Holdings (USA), Inc Term Loan B, 4.234%, (US0003M + 4.000%), 09/25/27 | 228,491 | 0.0 | |||||||
2,307,475 | MX Holdings US, Inc. Term Loan B1B, 3.500%, (US0001M + 2.750%), 07/31/25 | 2,284,400 | 0.4 | |||||||
1,740,984 | Quikrete Holdings Inc Term Loan, 2.646%, (US0001M + 2.500%), 02/01/27 | 1,703,716 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||
Building & Development: (continued) | ||||||||||
513,550 | Werner FinCo LP 2017 Term Loan, 5.000%, (US0001M + 4.000%), 07/24/24 | $ | 496,859 | 0.1 | ||||||
15,769,898 | 2.9 | |||||||||
Business Equipment & Services: 10.7% | ||||||||||
1,787,090 | 24-7 Intouch Inc 2018 Term Loan, 4.897%, (US0001M + 4.750%), 08/25/25 | 1,670,929 | 0.3 | |||||||
2,671,261 | AlixPartners, LLP 2017 Term Loan B, 2.645%, (US0001M + 2.500%), 04/04/24 | 2,611,158 | 0.5 | |||||||
329,175 | AqGen Ascensus, Inc. 2020 Term Loan, 5.000%, (US0001M + 4.000%), 12/13/26 | 327,803 | 0.1 | |||||||
1,023,001 | Ascend Learning, LLC 2017 Term Loan B, 4.000%, (US0001M + 3.000%), 07/12/24 | 1,013,090 | 0.2 | |||||||
995,000 | Asplundh Tree Expert, LLC Term Loan B, 2.655%, (US0003M + 2.500%), 09/07/27 | 995,207 | 0.2 | |||||||
2,295,795 | Big Ass Fans, LLC 2018 Term Loan, 4.750%, (US0003M + 3.750%), 05/21/24 | 2,149,438 | 0.4 | |||||||
960,000 | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 3.234%, (US0003M + 3.000%), 10/30/26 | 957,800 | 0.2 | |||||||
558,600 | Cardtronics USA, Inc. Term Loan B, 5.000%, (US0001M + 4.000%), 06/29/27 | 559,472 | 0.1 | |||||||
2,409,917 | Castle US Holding Corporation USD Term Loan B, 3.970%, (US0003M + 3.750%), 01/29/27 | 2,326,574 | 0.4 | |||||||
391,670 | Convergint Technologies LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 02/03/25 | 376,004 | 0.1 | |||||||
2,524,405 | EIG Investors Corp. 2018 1st Lien Term Loan, 4.750%, (US0003M + 3.750%), 02/09/23 | 2,518,882 | 0.4 | |||||||
1,934,812 | EVO Payments International LLC 2018 1st Lien Term Loan, 3.400%, (US0001M + 3.250%), 12/22/23 | 1,913,448 | 0.3 | |||||||
1,496,133 | Financial & Risk US Holdings, Inc. 2018 USD Term Loan, 3.397%, (US0001M + 3.250%), 10/01/25 | 1,483,509 | 0.3 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Business Equipment & Services: (continued) | ||||||||||||
246,968 | Flexential Intermediate Corporation 2017 1st Lien Term Loan, 3.720%, (US0003M + 3.500%), 08/01/24 | $ | 213,628 | 0.0 | ||||||||
1,394,076 | Flexential Intermediate Corporation 2nd Lien Term Loan, 7.501%, (US0003M + 7.250%), 08/01/25 | 827,235 | 0.2 | |||||||||
1,880,543 | GreenSky Holdings, LLC 2018 Term Loan B, 3.438%, (US0001M + 3.250%), 03/31/25 | 1,781,814 | 0.3 | |||||||||
2,217,498 | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 5.000%, (US0003M + 4.000%), 11/21/24 | 2,184,235 | 0.4 | |||||||||
120,345 | iQor US Inc. 2020 DIP Delayed Draw Term Loan, 11.000%, (US0003M + 10.000%), 09/10/21 | 113,125 | 0.0 | |||||||||
2,988,454 | (1), (2),(3) | IQOR US Inc. 2nd Lien Term Loan, 8.984%, (US0003M + 8.750%), 04/01/22 | 100,860 | 0.0 | ||||||||
1,180,671 | KUEHG Corp. 2018 Incremental Term Loan, 4.750%, (US0003M + 3.750%), 02/21/25 | 1,083,266 | 0.2 | |||||||||
1,390,000 | Milano Acquisition Corp Term Loan B, 4.241%, (US0003M + 4.000%), 08/13/27 | 1,378,706 | 0.2 | |||||||||
709,909 | NeuStar, Inc. 2018 Term Loan B4, 4.500%, (US0001M + 3.500%), 08/08/24 | 671,041 | 0.1 | |||||||||
593,513 | Nielsen Finance LLC 2020 USD Term Loan B5, 4.750%, (US0001M + 3.750%), 06/04/25 | 593,512 | 0.1 | |||||||||
997,423 | Nielsen Finance LLC USD Term Loan B4, 2.154%, (US0001M + 2.000%), 10/04/23 | 979,899 | 0.2 | |||||||||
1,469,395 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 4.500%, (US0003M + 3.500%), 01/03/25 | 1,420,875 | 0.3 | |||||||||
3,766,725 | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.397%, (US0001M + 3.250%), 05/01/25 | 3,651,369 | 0.7 | |||||||||
3,020,537 | Red Ventures, LLC 2020 Term Loan B2, 2.647%, (US0001M + 2.500%), 11/08/24 | 2,904,119 | 0.5 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Business Equipment & Services: (continued) | ||||||||||||
465,000 | Renaissance Holding Corp. 2018 2nd Lien Term Loan, 7.147%, (US0001M + 7.000%), 05/29/26 | $ | 447,175 | 0.1 | ||||||||
610,389 | Renaissance Learning, Inc. 2018 Add On Term Loan, 3.397%, (US0001M + 3.250%), 05/30/25 | 590,552 | 0.1 | |||||||||
1,971,240 | Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0006M + 5.500%), 12/20/24 | 1,877,606 | 0.3 | |||||||||
845,750 | Rockwood Service Corporation 2020 Term Loan, 4.397%, (US0001M + 4.250%), 01/23/27 | 841,521 | 0.2 | |||||||||
2,287,055 | Solera Holdings, Inc. USD Term Loan B, 2.938%, (US0002M + 2.750%), 03/03/23 | 2,243,356 | 0.4 | |||||||||
3,954,944 | Staples, Inc. 7 Year Term Loan, 5.251%, (US0003M + 5.000%), 04/16/26 | 3,672,446 | 0.7 | |||||||||
1,779,778 | SurveyMonkey Inc. 2018 Term Loan B, 3.897%, (US0001M + 3.750%), 10/10/25 | 1,773,104 | 0.3 | |||||||||
2,728,203 | Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.253%, (US0003M + 4.000%), 08/20/25 | 2,460,498 | 0.4 | |||||||||
2,445,614 | Verra Mobility Corporation 2020 Term Loan B, 3.397%, (US0001M + 3.250%), 02/28/25 | 2,399,759 | 0.4 | |||||||||
1,182,371 | Verscend Holding Corp. 2018 Term Loan B, 4.647%, (US0001M + 4.500%), 08/27/25 | 1,175,966 | 0.2 | |||||||||
1,307,705 | West Corporation 2017 Term Loan, 5.000%, (US0001M + 4.000%), 10/10/24 | 1,196,083 | 0.2 | |||||||||
3,532,283 | Yak Access, LLC 2018 1st Lien Term Loan B, 5.223%, (US0003M + 5.000%), 07/11/25 | 3,055,425 | 0.6 | |||||||||
970,000 | Yak Access, LLC 2018 2nd Lien Term Loan B, 10.223%, (US0003M + 10.000%), 07/10/26 | 717,800 | 0.1 | |||||||||
59,258,289 | 10.7 | |||||||||||
Cable & Satellite Television: 2.5% | ||||||||||||
1,000,000 | CSC Holdings, LLC 2019 Term Loan B5, 2.652%, (US0001M + 2.500%), 04/15/27 | 972,250 | 0.2 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Cable & Satellite Television: (continued) | ||||||||||||
2,332,925 | Radiate Holdco, LLC 1st Lien Term Loan, 3.750%, (US0001M + 3.500%), 02/01/24 | $ | 2,322,840 | 0.4 | ||||||||
482,741 | Radiate Holdco, LLC 2020 Term Loan, 3.734%, (US0003M + 3.500%), 09/11/26 | 475,236 | 0.1 | |||||||||
1,439,125 | Telesat Canada Term Loan B5, 2.900%, (US0001M + 2.750%), 12/07/26 | 1,395,951 | 0.3 | |||||||||
1,970,000 | UPC Broadband Holding B.V. 2020 USD Term Loan B, 2.402%, (US0001M + 2.250%), 04/30/28 | 1,902,527 | 0.3 | |||||||||
455,000 | UPC Broadband Holding B.V. 2020 USD Term Loan B1, 3.741%, (US0003M + 3.500%), 01/31/29 | 442,033 | 0.1 | |||||||||
455,000 | UPC Broadband Holding B.V. 2020 USD Term Loan B2, 3.734%, (US0003M + 3.500%), 01/31/29 | 442,033 | 0.1 | |||||||||
2,998,077 | Virgin Media Bristol LLC USD Term Loan N, 2.652%, (US0001M + 2.500%), 01/31/28 | 2,919,377 | 0.5 | |||||||||
2,703,768 | WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0001M + 3.250%), 08/18/23 | 2,670,533 | 0.5 | |||||||||
13,542,780 | 2.5 | |||||||||||
Chemicals & Plastics: 2.9% | ||||||||||||
1,516,168 | Alpha 3 B.V. 2017 Term Loan B1, 4.000%, (US0003M + 3.000%), 01/31/24 | 1,495,321 | 0.3 | |||||||||
1,197,900 | Ascend Performance Materials Operations LLC 2019 Term Loan B, 6.250%, (US0003M + 5.250%), 08/27/26 | 1,198,400 | 0.2 | |||||||||
1,105,914 | Axalta Coating Systems US Holdings Inc. USD Term Loan B3, 1.970%, (US0003M + 1.750%), 06/01/24 | 1,081,860 | 0.2 | |||||||||
2,449,858 | Composite Resins Holding B.V. 2018 Term Loan B, 5.475%, (US0006M + 4.250%), 08/01/25 | 2,425,359 | 0.4 | |||||||||
395,000 | Diamond (BC) B.V. 2020 USD Incremental Term Loan, 6.000%, (US0003M + 5.000%), 09/06/24 | 395,987 | 0.1 | |||||||||
2,096,491 | Diamond (BC) B.V. USD Term Loan, 3.261%, (US0003M + 3.000%), 09/06/24 | 1,967,427 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Chemicals & Plastics: (continued) | ||||||||||||
535,000 | Emerald Performance Materials, LLC 2020 Term Loan B, 5.000%, (US0001M + 4.000%), 08/12/25 | $ | 533,829 | 0.1 | ||||||||
1,040,047 | Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0001M + 3.250%), 11/07/24 | 1,023,146 | 0.2 | |||||||||
1,203,114 | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.905%, (US0001M + 4.750%), 10/15/25 | 1,161,005 | 0.2 | |||||||||
284,288 | PQ Corporation 2020 USD Incremental Term Loan B, 4.000%, (US0003M + 3.000%), 02/07/27 | 283,861 | 0.1 | |||||||||
2,817,954 | Starfruit Finco B.V 2018 USD Term Loan B, 3.151%, (US0001M + 3.000%), 10/01/25 | 2,733,415 | 0.5 | |||||||||
1,475,812 | Tronox Finance LLC Term Loan B, 3.177%, (US0001M + 3.000%), 09/23/24 | 1,457,364 | 0.3 | |||||||||
15,756,974 | 2.9 | |||||||||||
Consumer, Cyclical: 0.2% | ||||||||||||
2,075,804 | (1), (2),(3) | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 3.734%, (US0003M + 3.500%), 05/30/25 | 173,849 | 0.0 | ||||||||
845,000 | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/25/27 | 860,381 | 0.2 | |||||||||
1,034,230 | 0.2 | |||||||||||
Consumer, Non-cyclical: 0.2% | ||||||||||||
976,310 | Lifescan Global Corporation 2018 1st Lien Term Loan, 7.175%, (US0006M + 6.000%), 10/01/24 | 925,054 | 0.2 | |||||||||
Containers & Glass Products: 3.2% | ||||||||||||
2,487 | Berry Global, Inc. Term Loan Y, 2.156%, (US0001M + 2.000%), 07/01/26 | 2,417 | 0.0 | |||||||||
1,422,809 | BWAY Holding Company 2017 Term Loan B, 3.523%, (US0003M + 3.250%), 04/03/24 | 1,346,777 | 0.2 | |||||||||
1,781,948 | Charter NEX US, Inc. Incremental Term Loan, 3.397%, (US0001M + 3.250%), 05/16/24 | 1,743,191 | 0.3 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Containers & Glass Products: (continued) | ||||||||||||
993,939 | Consolidated Container Company LLC 2017 1st Lien Term Loan, 3.750%, (US0001M + 2.750%), 05/22/24 | $ | 985,656 | 0.2 | ||||||||
650,092 | Flex Acquisition Company, Inc. 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 12/29/23 | 636,115 | 0.1 | |||||||||
3,669,672 | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 3.546%, (US0003M + 3.250%), 06/29/25 | 3,571,050 | 0.7 | |||||||||
560,000 | Graham Packaging Company Inc. Term Loan, 4.500%, (US0001M + 3.750%), 08/04/27 | 558,031 | 0.1 | |||||||||
1,695,000 | Plastipak Packaging, Inc. 2018 Term Loan B, 2.650%, (US0001M + 2.500%), 10/14/24 | 1,675,224 | 0.3 | |||||||||
605,000 | Plaze, Inc. 2020 Incremental Term Loan, 5.250%, (US0001M + 4.250%), 08/03/26 | 597,437 | 0.1 | |||||||||
660,000 | Proampac AC Borrower LLC Second Lien Term Loan, 9.500%, (US0002M + 8.500%), 11/18/24 | 621,225 | 0.1 | |||||||||
2,200,000 | Reynolds Group Holdings Inc. 2020 Term Loan, 3.484%, (US0003M + 3.250%), 02/03/26 | 2,169,750 | 0.4 | |||||||||
1,964,133 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 3.979%, (PRIME + 2.750%), 02/05/23 | 1,948,175 | 0.3 | |||||||||
345,000 | Tosca Services, LLC 2020 Term Loan B, 5.250%, (US0001M + 4.250%), 07/28/27 | 345,539 | 0.1 | |||||||||
1,614,799 | TricorBraun Hldgs Inc First Lien Term Loan, 4.753%, (US0003M + 3.750%), 11/30/23 | 1,602,014 | 0.3 | |||||||||
17,802,601 | 3.2 | |||||||||||
Cosmetics/Toiletries: 0.6% | ||||||||||||
2,180,302 | Anastasia Parent, LLC 2018 Term Loan B, 3.970%, (US0003M + 3.750%), 08/11/25 | 961,718 | 0.2 | |||||||||
2,305,475 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 4.256%, (US0003M + 4.000%), 06/30/24 | 2,266,571 | 0.4 | |||||||||
3,228,289 | 0.6 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Drugs: 1.0% | ||||||||||||
2,979,474 | Endo Luxembourg Finance Company I S.ar.l. 2017 Term Loan B, 5.000%, (US0003M + 4.250%), 04/29/24 | $ | 2,855,507 | 0.5 | ||||||||
2,779,064 | Horizon Therapeutics USA Inc Term Loan B, 2.188%, (US0001M + 2.000%), 05/22/26 | 2,759,958 | 0.5 | |||||||||
5,615,465 | 1.0 | |||||||||||
Ecological Services & Equipment: 0.6% | ||||||||||||
3,070,217 | GFL Environmental Inc. 2018 USD Term Loan B, 4.000%, (US0001M + 3.000%), 05/30/25 | 3,061,145 | 0.6 | |||||||||
Electronics/Electrical: 13.6% | ||||||||||||
240,000 | Allegro Microsystems, Inc. Term Loan, 4.984%, (US0003M + 4.750%), 09/24/27 | 239,700 | 0.0 | |||||||||
2,072,694 | ASG Technologies Group, Inc. 2018 Term Loan, 4.500%, (US0001M + 3.500%), 07/31/24 | 1,967,764 | 0.4 | |||||||||
1,193,643 | Barracuda Networks, Inc. 1st Lien Term Loan, 4.250%, (US0003M + 3.250%), 02/12/25 | 1,182,900 | 0.2 | |||||||||
2,635,304 | BMC Software Finance, Inc. 2018 USD Term Loan B, 4.397%, (US0001M + 4.250%), 10/02/25 | 2,565,139 | 0.5 | |||||||||
1,210,238 | Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.147%, (US0001M + 4.000%), 04/18/25 | 1,197,001 | 0.2 | |||||||||
824,613 | By Crown Parent, LLC Term Loan B1, 4.000%, (US0001M + 3.000%), 01/31/26 | 817,398 | 0.1 | |||||||||
1,447,236 | Cohu, Inc. 2018 Term Loan B, 3.147%, (US0001M + 3.000%), 10/01/25 | 1,396,583 | 0.2 | |||||||||
1,220,000 | Cornerstone OnDemand, Inc. Term Loan B, 4.406%, (US0001M + 4.250%), 04/22/27 | 1,219,619 | 0.2 | |||||||||
1,051,513 | Dynatrace LLC 2018 1st Lien Term Loan, 2.397%, (US0001M + 2.250%), 08/22/25 | 1,036,179 | 0.2 | |||||||||
1,462,613 | EagleView Technology Corporation 2018 Add On Term Loan B, 3.756%, (US0003M + 3.500%), 08/14/25 | 1,423,306 | 0.3 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Electronics/Electrical: (continued) | ||||||||||||
1,050,813 | Electrical Components International, Inc. 2018 1st Lien Term Loan, 4.397%, (US0001M + 4.250%), 06/26/25 | $ | 948,358 | 0.2 | ||||||||
1,805,000 | Epicor Software Corporation 2020 Term Loan, 5.250%, (US0001M + 4.250%), 07/30/27 | 1,800,713 | 0.3 | |||||||||
2,104,900 | Exact Merger Sub LLC 1st Lien Term Loan, 5.250%, (US0001M + 4.250%), 09/27/24 | 2,093,060 | 0.4 | |||||||||
2,231,650 | GlobalFoundries Inc USD Term Loan B, 5.000%, (US0003M + 4.750%), 06/05/26 | 2,231,650 | 0.4 | |||||||||
1,496,250 | Go Daddy Operating Company, LLC 2020 Term Loan B3, 2.646%, (US0001M + 2.500%), 08/10/27 | 1,477,547 | 0.3 | |||||||||
945,276 | Helios Software Holdings, Inc. USD Term Loan, 4.519%, (US0003M + 4.250%), 10/24/25 | 933,165 | 0.2 | |||||||||
2,222,214 | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.000%, (US0001M + 3.250%), 07/01/24 | 2,213,880 | 0.4 | |||||||||
695,000 | Hyland Software, Inc. 2020 Term Loan B, 3.734%, (US0003M + 3.500%), 07/01/24 | 693,117 | 0.1 | |||||||||
1,999,638 | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/26 | 1,972,559 | 0.4 | |||||||||
1,368,871 | Imperva, Inc. 2nd Lien Term Loan, 8.750%, (US0003M + 7.750%), 01/10/27 | 1,323,243 | 0.2 | |||||||||
1,855,675 | Informatica LLC, 2020 USD Term Loan B, 3.397%, (US0001M + 3.250%), 02/25/27 | 1,815,468 | 0.3 | |||||||||
1,505,000 | LogMeIn, Inc. Term Loan B, 4.906%, (US0003M + 4.750%), 08/14/27 | 1,457,341 | 0.3 | |||||||||
386,935 | MA FinanceCo., LLC USD Term Loan B3, 2.647%, (US0001M + 2.500%), 06/21/24 | 371,070 | 0.1 | |||||||||
3,933,855 | McAfee, LLC 2018 USD Term Loan B, 3.896%, (US0001M + 3.750%), 09/30/24 | 3,909,882 | 0.7 | |||||||||
2,217,729 | MH Sub I, LLC 2017 1st Lien Term Loan, 3.647%, (US0001M + 3.500%), 09/13/24 | 2,171,469 | 0.4 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Electronics/Electrical: (continued) | ||||||||||||
2,540,000 | MH Sub I, LLC 2017 2nd Lien Term Loan, 8.500%, (US0003M + 7.500%), 09/15/25 | $ | 2,536,825 | 0.4 | ||||||||
2,210,541 | Project Boost Purchaser, LLC 2019 Term Loan B, 3.647%, (US0001M + 3.500%), 06/01/26 | 2,155,277 | 0.4 | |||||||||
2,294,138 | Project Leopard Holdings, Inc. 2019 Term Loan, 5.250%, (US0003M + 4.250%), 07/07/23 | 2,264,745 | 0.4 | |||||||||
736,986 | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.511%, (US0003M + 4.250%), 05/16/25 | 723,475 | 0.1 | |||||||||
2,000,000 | Quest Software US Holdings Inc. 2018 2nd Lien Term Loan, 8.511%, (US0003M + 8.250%), 05/18/26 | 1,872,500 | 0.4 | |||||||||
2,712,230 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 11/03/23 | 2,669,002 | 0.5 | |||||||||
1,010,000 | Redstone Buyer LLC Term Loan, 6.000%, (US0003M + 5.000%), 09/01/27 | 1,006,844 | 0.2 | |||||||||
1,389,191 | Riverbed Technology, Inc. 2016 Term Loan, 4.250%, (US0003M + 3.250%), 04/24/22 | 1,252,356 | 0.2 | |||||||||
685,000 | Rocket Software, Inc. 2018 2nd Lien Term Loan, 8.511%, (US0003M + 8.250%), 11/27/26 | 635,623 | 0.1 | |||||||||
1,562,037 | Rocket Software, Inc. 2018 Term Loan, 4.397%, (US0001M + 4.250%), 11/28/25 | 1,534,981 | 0.3 | |||||||||
2,613,065 | Seattle Spinco, Inc. USD Term Loan B3, 2.647%, (US0001M + 2.500%), 06/21/24 | 2,506,092 | 0.4 | |||||||||
550,279 | SkillSoft Corporation 2020 First Out Rolled Up Exit TL, 8.500%, (US0003M + 7.500%), 12/27/24 | 555,782 | 0.1 | |||||||||
1,704,173 | SkillSoft Corporation 2020 Take Back 2nd Out Term Loan, 8.500%, (US0003M + 7.500%), 04/27/25 | 1,687,131 | 0.3 | |||||||||
3,118,351 | SolarWinds Holdings, Inc. 2018 Term Loan B, 2.897%, (US0001M + 2.750%), 02/05/24 | 3,068,457 | 0.6 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Electronics/Electrical: (continued) | ||||||||||||
1,903,389 | SonicWall US Holdings Inc. 1st Lien Term Loan, 3.753%, (US0003M + 3.500%), 05/16/25 | $ | 1,846,287 | 0.3 | ||||||||
1,067,325 | Surf Holdings, LLC USD Term Loan, 3.750%, (US0003M + 3.500%), 03/05/27 | 1,045,597 | 0.2 | |||||||||
1,115,000 | Tech Data Corporation ABL Term Loan, 3.645%, (US0001M + 3.500%), 06/30/25 | 1,118,716 | 0.2 | |||||||||
58,158 | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 5.220%, (US0003M + 5.000%), 05/29/26 | 36,785 | 0.0 | |||||||||
971,659 | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 8.000%, (US0003M + 7.000%), 02/28/25 | 936,739 | 0.2 | |||||||||
370,000 | Ultimate Software Group Inc(The) 2020 Incremental Term Loan B, 4.750%, (US0003M + 4.000%), 05/04/26 | 369,451 | 0.1 | |||||||||
2,202,725 | Ultimate Software Group Inc(The) Term Loan B, 3.897%, (US0001M + 3.750%), 05/04/26 | 2,188,443 | 0.4 | |||||||||
1,410,000 | Veritas US Inc. 2020 USD Term Loan B, 6.500%, (US0003M + 5.500%), 09/01/25 | 1,380,390 | 0.2 | |||||||||
780,666 | Web.com Group, Inc. 2018 2nd Lien Term Loan, 7.901%, (US0001M + 7.750%), 10/09/26 | 745,536 | 0.1 | |||||||||
1,134,931 | Web.com Group, Inc. 2018 Term Loan B, 3.901%, (US0001M + 3.750%), 10/10/25 | 1,097,573 | 0.2 | |||||||||
1,639,250 | Xperi Corporation 2020 Term Loan B, 4.147%, (US0001M + 4.000%), 06/01/25 | 1,601,342 | 0.3 | |||||||||
75,294,060 | 13.6 | |||||||||||
Financial: 0.2% | ||||||||||||
1,313,709 | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000%), 05/22/24 | 1,294,003 | 0.2 | |||||||||
Financial Intermediaries: 2.3% | ||||||||||||
1,364,599 | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 3.147%, (US0001M + 3.000%), 06/15/25 | 1,293,241 | 0.2 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Financial Intermediaries: (continued) | ||||||||||||
1,170,217 | Blackstone Mortgage Trust, Inc. 2019 Term Loan B, 2.406%, (US0001M + 2.250%), 04/23/26 | $ | 1,123,408 | 0.2 | ||||||||
925,154 | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.897%, (US0001M + 2.750%), 08/21/25 | 894,701 | 0.2 | |||||||||
1,805,475 | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750%), 04/09/27 | 1,798,892 | 0.3 | |||||||||
2,405,138 | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 3.145%, (US0001M + 3.000%), 07/21/25 | 2,326,370 | 0.4 | |||||||||
853,550 | First Eagle Holdings, Inc. 2020 Term Loan B, 2.720%, (US0003M + 2.500%), 02/01/27 | 835,626 | 0.1 | |||||||||
1,172,462 | Focus Financial Partners, LLC 2020 Term Loan, 2.147%, (US0001M + 2.000%), 07/03/24 | 1,144,251 | 0.2 | |||||||||
876,438 | VFH Parent LLC 2019 Term Loan B, 3.151%, (US0001M + 3.000%), 03/01/26 | 871,508 | 0.2 | |||||||||
2,735,327 | Victory Capital Holdings, Inc. 2020 Term Loan B, 2.799%, (US0003M + 2.500%), 07/01/26 | 2,701,135 | 0.5 | |||||||||
12,989,132 | 2.3 | |||||||||||
Food Products: 1.5% | ||||||||||||
1,460,021 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.651%, (US0001M + 3.500%), 10/01/25 | 1,452,720 | 0.2 | |||||||||
400,000 | 8th Avenue Food & Provisions, Inc. 2018 2nd Lien Term Loan, 7.901%, (US0001M + 7.750%), 10/01/26 | 397,000 | 0.1 | |||||||||
1,331,046 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/24 | 1,336,038 | 0.2 | |||||||||
1,357,888 | B&G Foods, Inc. 2019 Term Loan B4, 2.647%, (US0001M + 2.500%), 10/10/26 | 1,357,251 | 0.3 | |||||||||
1,236,900 | Froneri International PLC 2020 USD Term Loan, 2.397%, (US0001M + 2.250%), 01/31/27 | 1,194,189 | 0.2 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Food Products: (continued) | ||||||||||||
621,286 | IRB Holding Corp 2020 Term Loan B, 3.750%, (US0006M + 2.750%), 02/05/25 | $ | 594,817 | 0.1 | ||||||||
970,000 | (1), (2),(3) | NPC International, Inc. 2nd Lien Term Loan, 7.734%, (US0003M + 7.500%), 04/18/25 | 67,900 | 0.0 | ||||||||
2,098,066 | Sigma Bidco B.V. 2018 USD Term Loan B, 3.369%, (US0006M + 3.000%), 07/02/25 | 2,053,482 | 0.4 | |||||||||
8,453,397 | 1.5 | |||||||||||
Food Service: 0.9% | ||||||||||||
400,571 | Fogo De Chao, Inc. 2018 Add On Term Loan, 5.250%, (US0003M + 4.250%), 04/07/25 | 335,145 | 0.0 | |||||||||
2,554,109 | Golden Nugget, Inc. 2017 Incremental Term Loan B, 3.250%, (US0001M + 2.500%), 10/04/23 | 2,301,252 | 0.4 | |||||||||
2,650,793 | Hearthside Food Solutions, LLC 2018 Term Loan B, 3.834%, (US0001M + 3.688%), 05/23/25 | 2,588,664 | 0.5 | |||||||||
5,225,061 | 0.9 | |||||||||||
Food/Drug Retailers: 1.7% | ||||||||||||
2,170,738 | EG Finco Limited 2018 USD Term Loan, 4.220%, (US0003M + 4.000%), 02/07/25 | 2,122,802 | 0.4 | |||||||||
1,675,521 | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0003M + 10.750%), 10/01/24 | 1,524,724 | 0.3 | |||||||||
1,279,129 | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0003M + 7.000%), 04/01/24 | 1,279,129 | 0.2 | |||||||||
1,524,600 | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0003M + 5.500%), 09/06/24 | 1,457,899 | 0.3 | |||||||||
2,879,600 | United Natural Foods, Inc. Term Loan B, 4.397%, (US0001M + 4.250%), 10/22/25 | 2,817,124 | 0.5 | |||||||||
9,201,678 | 1.7 | |||||||||||
Forest Products: 0.3% | ||||||||||||
1,767,150 | LABL, Inc. 2019 USD Term Loan, 4.647%, (US0001M + 4.500%), 07/01/26 | 1,758,756 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Health Care: 6.0% | ||||||||||||
1,511,975 | Accelerated Health Systems, LLC Term Loan B, 3.651%, (US0001M + 3.500%), 10/31/25 | $ | 1,474,176 | 0.3 | ||||||||
1,197,438 | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 04/22/24 | 1,054,643 | 0.2 | |||||||||
530,000 | ASP Navigate Acquisition Corp Term Loan, 4.734%, (US0003M + 4.500%), 09/24/27 | 526,025 | 0.1 | |||||||||
1,367,779 | Bausch Health Companies, Inc. 2018 Term Loan B, 3.151%, (US0001M + 3.000%), 06/02/25 | 1,343,272 | 0.2 | |||||||||
374 | Change Healthcare Holdings LLC 2017 Term Loan B, 3.500%, (US0003M + 2.500%), 03/01/24 | 367 | 0.0 | |||||||||
1,197,000 | Da Vinci Purchaser Corp. 2019 Term Loan, 5.238%, (US0003M + 4.000%), 01/08/27 | 1,186,027 | 0.2 | |||||||||
1,210,711 | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 4.750%, (US0001M + 3.750%), 06/06/25 | 1,148,662 | 0.2 | |||||||||
1,487,768 | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.897%, (US0001M + 3.750%), 10/10/25 | 1,073,053 | 0.2 | |||||||||
2,088,678 | ExamWorks Group, Inc. 2017 Term Loan, 4.250%, (US0003M + 3.250%), 07/27/23 | 2,079,540 | 0.4 | |||||||||
2,846,739 | Global Medical Response, Inc. 2017 Term Loan B2, 5.250%, (US0003M + 4.250%), 03/14/25 | 2,760,149 | 0.5 | |||||||||
2,895,923 | GoodRx, Inc. 1st Lien Term Loan, 2.897%, (US0001M + 2.750%), 10/10/25 | 2,849,316 | 0.5 | |||||||||
1,541,480 | Inovalon Holdings, Inc. 2020 Term Loan B1, 3.188%, (US0001M + 3.000%), 04/02/25 | 1,513,059 | 0.3 | |||||||||
3,120,726 | Jaguar Holding Company II 2018 Term Loan, 3.500%, (US0001M + 2.500%), 08/18/22 | 3,113,988 | 0.6 | |||||||||
1,372,929 | MPH Acquisition Holdings LLC 2016 Term Loan B, 3.750%, (US0003M + 2.750%), 06/07/23 | 1,352,703 | 0.2 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Health Care: (continued) | ||||||||||||
605,013 | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.406%, (US0001M + 3.250%), 06/30/25 | $ | 581,065 | 0.1 | ||||||||
54,118 | (4) | Pathway Vet Alliance LLC 2020 Delayed Draw Term Loan, 4.052%, (US0003M + 4.000%), 03/31/27 | 53,399 | 0.0 | ||||||||
662,553 | Pathway Vet Alliance LLC 2020 Term Loan, 4.147%, (US0001M + 4.000%), 03/31/27 | 653,753 | 0.1 | |||||||||
1,849,046 | Phoenix Guarantor Inc 2020 Term Loan B, 3.401%, (US0001M + 3.250%), 03/05/26 | 1,808,983 | 0.3 | |||||||||
2,175,664 | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.897%, (US0001M + 3.750%), 11/17/25 | 2,118,100 | 0.4 | |||||||||
2,580,282 | Select Medical Corporation 2017 Term Loan B, 2.780%, (US0006M + 2.500%), 03/06/25 | 2,521,823 | 0.5 | |||||||||
1,691,500 | Sotera Health Holdings, LLC 2019 Term Loan, 5.500%, (US0003M + 4.500%), 12/11/26 | 1,687,271 | 0.3 | |||||||||
2,294,813 | Vizient, Inc. 2020 Term Loan B6, 2.147%, (US0001M + 2.000%), 05/06/26 | 2,254,654 | 0.4 | |||||||||
33,154,028 | 6.0 | |||||||||||
Home Furnishings: 0.3% | ||||||||||||
1,551,781 | Prime Security Services Borrower, LLC 2019 Term Loan B1, 4.250%, (US0001M + 3.250%), 09/23/26 | 1,539,727 | 0.3 | |||||||||
Industrial: 0.5% | ||||||||||||
2,848,210 | NCI Building Systems, Inc. 2018 Term Loan, 3.901%, (US0001M + 3.750%), 04/12/25 | 2,812,607 | 0.5 | |||||||||
Industrial Equipment: 2.2% | ||||||||||||
2,456,438 | APi Group DE, Inc. Term Loan B, 2.647%, (US0001M + 2.500%), 10/01/26 | 2,410,379 | 0.4 | |||||||||
1,398,578 | CPM Holdings, Inc. 2018 1st Lien Term Loan, 3.905%, (US0001M + 3.750%), 11/17/25 | 1,319,690 | 0.3 | |||||||||
2,960,539 | Filtration Group Corporation 2018 1st Lien Term Loan, 3.147%, (US0001M + 3.000%), 03/29/25 | 2,911,195 | 0.5 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Industrial Equipment: (continued) | ||||||||||||
1,531,163 | Gardner Denver, Inc. 2020 USD Term Loan B, 2.897%, (US0001M + 2.750%), 03/01/27 | $ | 1,512,662 | 0.3 | ||||||||
1,846,325 | Granite Holdings US Acquisition Co. Term Loan B, 5.470%, (US0003M + 5.250%), 09/30/26 | 1,754,009 | 0.3 | |||||||||
1,047,375 | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/27 | 1,000,243 | 0.2 | |||||||||
1,215,000 | Vertical Midco GmbH USD Term Loan B, 4.570%, (US0003M + 4.250%), 07/30/27 | 1,207,514 | 0.2 | |||||||||
12,115,692 | 2.2 | |||||||||||
Insurance: 6.0% | ||||||||||||
1,950,328 | Achilles Acquisition LLC 2018 Term Loan, 4.188%, (US0001M + 4.000%), 10/13/25 | 1,922,697 | 0.3 | |||||||||
3,258,764 | Acrisure, LLC 2020 Term Loan B, 3.647%, (US0001M + 3.500%), 02/15/27 | 3,156,344 | 0.6 | |||||||||
2,801,645 | Alera Group Holdings, Inc. 2018 Term Loan B, 4.269%, (US0006M + 4.000%), 08/01/25 | 2,760,789 | 0.5 | |||||||||
1,109,680 | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 2.897%, (US0001M + 2.750%), 05/09/25 | 1,079,788 | 0.2 | |||||||||
2,390,850 | Alliant Holdings Intermediate, LLC Term Loan B, 3.401%, (US0001M + 3.250%), 05/09/25 | 2,352,745 | 0.4 | |||||||||
2,647,774 | AmWINS Group, Inc. 2017 Term Loan B, 3.750%, (US0001M + 2.750%), 01/25/24 | 2,630,674 | 0.5 | |||||||||
1,793,063 | Aretec Group, Inc. 2018 Term Loan, 4.397%, (US0001M + 4.250%), 10/01/25 | 1,714,616 | 0.3 | |||||||||
3,326,047 | AssuredPartners, Inc. 2020 Term Loan B, 3.647%, (US0001M + 3.500%), 02/12/27 | 3,235,412 | 0.6 | |||||||||
1,031,653 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.000%, (US0001M + 3.000%), 04/29/24 | 1,026,065 | 0.2 | |||||||||
1,197,845 | Hub International Limited 2018 Term Loan B, 3.264%, (US0003M + 3.000%), 04/25/25 | 1,159,514 | 0.2 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Insurance: (continued) | ||||||||||||
3,737,747 | NFP Corp. 2020 Term Loan, 3.397%, (US0001M + 3.250%), 02/15/27 | $ | 3,589,403 | 0.7 | ||||||||
715,000 | Ryan Specialty Group, LLC Term Loan, 4.000%, (US0001M + 3.250%), 09/01/27 | 711,425 | 0.1 | |||||||||
3,746,634 | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.397%, (US0001M + 3.250%), 12/31/25 | 3,624,198 | 0.7 | |||||||||
3,268,457 | USI, Inc. 2017 Repriced Term Loan, 3.220%, (US0003M + 3.000%), 05/16/24 | 3,168,360 | 0.5 | |||||||||
962,725 | USI, Inc. 2019 Incremental Term Loan B, 4.220%, (US0003M + 4.000%), 12/02/26 | 958,995 | 0.2 | |||||||||
33,091,025 | 6.0 | |||||||||||
Leisure Good/Activities/Movies: 4.0% | ||||||||||||
826,614 | 24 Hour Fitness Worldwide, Inc. 2020 DIP New Money Term Loan, 11.000%, (US0003M + 10.000%), 06/17/21 | 704,688 | 0.1 | |||||||||
726,311 | 24 Hour Fitness Worldwide, Inc. 2020 DIP Roll-up Term Loan, 11.000%, (US0003M + 10.000%), 06/17/21 | 619,180 | 0.1 | |||||||||
184,075 | Alterra Mountain Company 2020 Term Loan B, 5.500%, (US0001M + 4.500%), 08/01/26 | 182,694 | 0.0 | |||||||||
720,488 | AMC Entertainment Holdings Inc. 2019 Term Loan B, 3.220%, (US0003M + 3.000%), 04/22/26 | 466,516 | 0.1 | |||||||||
1,515,000 | Bombardier Recreational Products, Inc. 2020 Incremental Term Loan B2, 6.000%, (US0003M + 5.000%), 05/24/27 | 1,539,619 | 0.3 | |||||||||
1,244 | Bombardier Recreational Products, Inc. 2020 Term Loan, 2.147%, (US0001M + 2.000%), 05/24/27 | 1,208 | 0.0 | |||||||||
2,748,706 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 2.970%, (US0003M + 2.750%), 09/18/24 | 2,369,327 | 0.4 | |||||||||
1,613 | Crown Finance US, Inc. 2018 USD Term Loan, 2.519%, (US0006M + 2.250%), 02/28/25 | 1,099 | 0.0 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Leisure Good/Activities/Movies: (continued) | ||||||||||||
1,806,700 | Crown Finance US, Inc. 2019 Incremental Term Loan, 2.769%, (US0006M + 2.500%), 09/30/26 | $ | 1,212,296 | 0.2 | ||||||||
3,058,485 | Fitness International, LLC 2018 Term Loan B, 4.250%, (US0003M + 3.250%), 04/18/25 | 1,899,319 | 0.4 | |||||||||
2,946,970 | Intrawest Resorts Holdings, Inc. Term Loan B1, 2.897%, (US0001M + 2.750%), 07/31/24 | 2,858,561 | 0.5 | |||||||||
2,028,312 | Kingpin Intermediate Holdings LLC 2018 Term Loan B, 4.500%, (US0001M + 3.500%), 07/03/24 | 1,739,911 | 0.3 | |||||||||
2,497,688 | Playtika Holding Corp Term Loan B, 7.000%, (US0006M + 6.000%), 12/10/24 | 2,506,742 | 0.5 | |||||||||
944,510 | SRAM, LLC 2018 Term Loan B, 3.779%, (US0006M + 2.750%), 03/15/24 | 944,510 | 0.2 | |||||||||
2,770,577 | Thor Industries, Inc. USD Term Loan B, 3.938%, (US0001M + 3.750%), 02/01/26 | 2,759,323 | 0.5 | |||||||||
1,621,125 | WeddingWire, Inc. 1st Lien Term Loan, 4.647%, (US0001M + 4.500%), 12/19/25 | 1,556,280 | 0.3 | |||||||||
600,000 | WeddingWire, Inc. 2nd Lien Term Loan, 8.397%, (US0001M + 8.250%), 12/21/26 | 516,000 | 0.1 | |||||||||
21,877,273 | 4.0 | |||||||||||
Lodging & Casinos: 3.2% | ||||||||||||
1,122,188 | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/24 | 1,122,714 | 0.2 | |||||||||
2,474,874 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 2.897%, (US0001M + 2.750%), 12/23/24 | 2,326,037 | 0.4 | |||||||||
2,830,000 | Caesars Resort Collection, LLC 2020 Term Loan B1, 4.688%, (US0001M + 4.500%), 07/21/25 | 2,747,121 | 0.5 | |||||||||
2,519,656 | Everi Payments Inc. Term Loan B, 3.750%, (US0001M + 2.750%), 05/09/24 | 2,449,914 | 0.4 | |||||||||
2,031,250 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/24 | 1,962,695 | 0.4 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Lodging & Casinos: (continued) | ||||||||||||
1,881,950 | PCI Gaming Authority Term Loan, 2.647%, (US0001M + 2.500%), 05/29/26 | $ | 1,834,431 | 0.3 | ||||||||
2,647,125 | Scientific Games International, Inc. 2018 Term Loan B5, 3.471%, (US0006M + 2.750%), 08/14/24 | 2,503,849 | 0.5 | |||||||||
1,731,264 | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 3.720%, (US0003M + 3.500%), 07/10/25 | 1,733,788 | 0.3 | |||||||||
1,119,520 | Station Casinos LLC 2020 Term Loan B, 2.397%, (US0001M + 2.250%), 02/08/27 | 1,072,640 | 0.2 | |||||||||
17,753,189 | 3.2 | |||||||||||
Nonferrous Metals/Minerals: 1.2% | ||||||||||||
4,642,311 | (1), (2),(3) | Covia Holdings Corporation Term Loan, 6.234%, (US0003M + 6.000%), 06/01/25 | 3,435,310 | 0.6 | ||||||||
3,472,090 | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/25 | 2,946,068 | 0.6 | |||||||||
6,381,378 | 1.2 | |||||||||||
Oil & Gas: 0.9% | ||||||||||||
2,670,000 | Encino Acquisition Partners Holdings, LLC 2018 2nd Lien Term Loan, 7.750%, (US0001M + 6.750%), 10/29/25 | 2,149,350 | 0.4 | |||||||||
1,402,666 | Glass Mountain Pipeline Holdings, LLC Term Loan B, 5.500%, (US0003M + 4.500%), 12/23/24 | 738,738 | 0.1 | |||||||||
954,712 | HGIM Corp. 2018 Exit Term Loan, 7.005%, (US0003M + 6.000%), 07/02/23 | 453,488 | 0.1 | |||||||||
1,518,225 | Lower Cadence Holdings LLC Term Loan B, 4.147%, (US0001M + 4.000%), 05/22/26 | 1,408,154 | 0.3 | |||||||||
4,749,730 | 0.9 | |||||||||||
Publishing: 0.3% | ||||||||||||
335,000 | Alchemy Copyrights, LLC Term Loan B, 4.000%, (US0001M + 3.250%), 08/16/27 | 335,000 | 0.0 | |||||||||
1,496,250 | Meredith Corporation 2020 Incremental Term Loan B, 4.397%, (US0001M + 4.250%), 01/31/25 | 1,486,898 | 0.3 | |||||||||
1,821,898 | 0.3 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Radio & Television: 4.4% | ||||||||||||
2,663,100 | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.761%, (US0003M + 3.500%), 08/21/26 | $ | 2,436,736 | 0.4 | ||||||||
1,192,950 | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0003M + 3.750%), 03/31/26 | 1,133,303 | 0.2 | |||||||||
2,826,425 | Diamond Sports Group, LLC Term Loan, 3.400%, (US0001M + 3.250%), 08/24/26 | 2,204,612 | 0.4 | |||||||||
3,325,598 | Entercom Media Corp. 2019 Term Loan, 2.649%, (US0001M + 2.500%), 11/18/24 | 3,144,077 | 0.6 | |||||||||
1,716,098 | iHeartCommunications, Inc. 2020 Term Loan, 3.147%, (US0001M + 3.000%), 05/01/26 | 1,632,009 | 0.3 | |||||||||
3,657,927 | NASCAR Holdings, Inc Term Loan B, 2.895%, (US0001M + 2.750%), 10/19/26 | 3,590,256 | 0.6 | |||||||||
2,072,072 | Nexstar Broadcasting, Inc. 2019 Term Loan B4, 2.905%, (US0001M + 2.750%), 09/18/26 | 2,033,220 | 0.4 | |||||||||
1,989,896 | Sinclair Television Group Inc. Term Loan B2B, 2.647%, (US0001M + 2.500%), 09/30/26 | 1,948,606 | 0.3 | |||||||||
3,697,665 | Terrier Media Buyer, Inc. Term Loan B, 4.397%, (US0001M + 4.250%), 12/17/26 | 3,615,392 | 0.7 | |||||||||
1,378,198 | Univision Communications Inc. 2020 Term Loan B, 4.750%, (US0001M + 3.750%), 03/13/26 | 1,344,088 | 0.3 | |||||||||
1,319,583 | Univision Communications Inc. Term Loan C5, 3.750%, (US0001M + 2.750%), 03/15/24 | 1,273,727 | 0.2 | |||||||||
24,356,026 | 4.4 | |||||||||||
Retailers (Except Food & Drug): 2.0% | ||||||||||||
3,431,403 | Bass Pro Group, LLC Term Loan B, 5.750%, (US0003M + 5.000%), 09/25/24 | 3,411,456 | 0.6 | |||||||||
1,906,108 | Belk, Inc. 2019 Term Loan B, 7.750%, (US0003M + 6.750%), 07/31/25 | 731,810 | 0.1 | |||||||||
821,423 | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 2.151%, (US0001M + 2.000%), 02/03/24 | 808,588 | 0.1 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Retailers (Except Food & Drug): (continued) | ||||||||||||
3,649,954 | Leslies Poolmart, Inc. 2016 Term Loan, 3.647%, (US0001M + 3.500%), 08/16/23 | $ | 3,592,271 | 0.7 | ||||||||
1,463,266 | (1),(3) | Mens Wearhouse, Inc. (The) 2018 Term Loan, 4.250%, (US0001M + 3.250%), 04/09/25 | 456,052 | 0.1 | ||||||||
2,092,849 | Petco Animal Supplies, Inc. 2017 Term Loan B, 4.250%, (US0003M + 3.250%), 01/26/23 | 1,938,210 | 0.4 | |||||||||
10,938,387 | 2.0 | |||||||||||
Surface Transport: 1.5% | ||||||||||||
3,201,608 | Navistar International Corporation 2017 1st Lien Term Loan B, 3.660%, (US0001M + 3.500%), 11/06/24 | 3,184,099 | 0.6 | |||||||||
2,240,442 | PODS, LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 2.750%), 12/06/24 | 2,199,368 | 0.4 | |||||||||
2,224,202 | Savage Enterprises LLC 2020 Term Loan B, 3.160%, (US0001M + 3.000%), 08/01/25 | 2,213,081 | 0.4 | |||||||||
567,059 | XPO Logistics, Inc. 2018 Term Loan B, 2.147%, (US0001M + 2.000%), 02/24/25 | 558,612 | 0.1 | |||||||||
182,941 | XPO Logistics, Inc. 2019 Term Loan B1, 2.650%, (US0001M + 2.500%), 02/24/25 | 181,442 | 0.0 | |||||||||
8,336,602 | 1.5 | |||||||||||
Technology: 0.4% | ||||||||||||
2,261,215 | Misys (Finastra)—TL B 1L, 4.500%, (US0006M + 3.500%), 06/13/24 | 2,124,977 | 0.4 | |||||||||
Telecommunications: 8.2% | ||||||||||||
1,915,255 | Altice Financing SA 2017 USD Term Loan B, 2.902%, (US0001M + 2.750%), 07/15/25 | 1,827,272 | 0.4 | |||||||||
1,915,825 | Altice Financing SA USD 2017 1st Lien Term Loan, 2.895%, (US0001M + 2.750%), 01/31/26 | 1,815,244 | 0.3 | |||||||||
1,644,750 | Altice France S.A. USD Term Loan B11, 2.897%, (US0001M + 2.750%), 07/31/25 | 1,571,147 | 0.3 | |||||||||
2,309,427 | Altice France S.A. USD Term Loan B12, 3.840%, (US0001M + 3.688%), 01/31/26 | 2,227,877 | 0.4 | |||||||||
3,381,818 | Asurion LLC 2017 2nd Lien Term Loan, 6.647%, (US0001M + 6.500%), 08/04/25 | 3,396,614 | 0.6 |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Telecommunications: (continued) | ||||||||||||
3,983,657 | Asurion LLC 2017 Term Loan B4, 3.147%, (US0001M + 3.000%), 08/04/22 | $ | 3,940,833 | 0.7 | ||||||||
2,965,126 | Asurion LLC 2018 Term Loan B7, 3.147%, (US0001M + 3.000%), 11/03/24 | 2,920,118 | 0.5 | |||||||||
3,695,256 | Avaya, Inc. 2018 Term Loan B, 4.401%, (US0001M + 4.250%), 12/15/24 | 3,668,311 | 0.7 | |||||||||
330,000 | Cablevision Lightpath LLC Term Loan B, 3.484%, (US0003M + 3.250%), 09/16/27 | 328,144 | 0.1 | |||||||||
3,071,763 | CenturyLink, Inc. 2020 Term Loan B, 2.397%, (US0001M + 2.250%), 03/15/27 | 2,956,845 | 0.5 | |||||||||
3,311,525 | CommScope, Inc. 2019 Term Loan B, 3.397%, (US0001M + 3.250%), 04/06/26 | 3,234,946 | 0.6 | |||||||||
2,422,825 | Connect Finco Sarl Term Loan B, 4.647%, (US0001M + 4.500%), 12/11/26 | 2,354,683 | 0.4 | |||||||||
1,220,000 | Consolidated Communications, Inc. 2020 Term Loan B, 4.984%, (US0003M + 4.750%), 10/17/27 | 1,209,834 | 0.2 | |||||||||
2,776,620 | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.397%, (US0001M + 4.250%), 11/29/25 | 2,427,460 | 0.4 | |||||||||
2,225,000 | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.397%, (US0001M + 8.250%), 11/29/26 | 1,560,281 | 0.3 | |||||||||
1,830,800 | Iridium Satellite LLC Term Loan, 4.750%, (US0001M + 3.750%), 11/04/26 | 1,830,800 | 0.3 | |||||||||
768,075 | Northwest Fiber, LLC Term Loan B, 5.656%, (US0001M + 5.500%), 05/21/27 | 769,035 | 0.1 | |||||||||
3,805,463 | T-Mobile USA, Inc. 2020 Term Loan, 3.147%, (US0001M + 3.000%), 04/01/27 | 3,807,160 | 0.7 | |||||||||
2,764,603 | Zayo Group Holdings, Inc. USD Term Loan, 3.147%, (US0001M + 3.000%), 03/09/27 | 2,689,373 | 0.5 | |||||||||
940,000 | Ziggo Financing Partnership USD Term Loan I, 2.652%, (US0001M + 2.500%), 04/30/28 | 908,536 | 0.2 | |||||||||
45,444,513 | 8.2 |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Principal Amount† | Borrower/Tranche Description | Fair Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOANS*: (continued) | ||||||||||||
Utilities: 1.4% | ||||||||||||
1,484,334 | Calpine Corporation Term Loan B5, 2.400%, (US0001M + 2.250%), 01/15/24 | $ | 1,448,154 | 0.3 | ||||||||
138,879 | LMBE-MC Holdco II LLC Term Loan B, 4.310%, (US0003M + 4.000%), 12/03/25 | 136,883 | 0.0 | |||||||||
408,895 | Longview Power LLC 2020 Exit Term Loan, 11.500%, (US0003M + 10.000%), 07/30/25 | 433,429 | 0.1 | |||||||||
2,232,673 | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/24 | 2,197,089 | 0.4 | |||||||||
1,948,978 | Sabre Industries, Inc. 2019 Term Loan B, 3.401%, (US0001M + 3.250%), 04/15/26 | 1,931,924 | 0.3 | |||||||||
1,600,950 | Southeast PowerGen, LLC Term Loan B, 4.500%, (US0001M + 3.500%), 12/02/21 | 1,472,874 | 0.3 | |||||||||
7,620,353 | 1.4 | |||||||||||
Total Loans (Cost $555,509,802) | 527,570,135 | 95.5 |
Shares | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
EQUITIES AND OTHER ASSETS: 0.6% | ||||||||||||
69,381 | (5) | Cumulus Media, Inc. Class-A | 372,576 | 0.1 | ||||||||
3,799 | (5) | Harvey Gulf International Marine LLC | 950 | 0.0 | ||||||||
8,527 | (5) | Harvey Gulf International Marine LLC—Warrants | 2,132 | 0.0 | ||||||||
102,480 | (5) | Longview Power LLC | 563,640 | 0.1 | ||||||||
88,701 | (5),(6) | Save-A-Lot, Inc. / Moran Foods | — | 0.0 | ||||||||
15,961 | (5) | SkillSoft Corp. | 2,394,150 | 0.4 | ||||||||
42,856 | (5) | The Oneida Group (formerly EveryWare Global, Inc.) | 1,286 | 0.0 | ||||||||
Total Equities and Other Assets (Cost $4,661,857) | 3,334,734 | 0.6 | ||||||||||
Total Long-Term Investments | ||||||||||||
(Cost $560,171,659) | 530,904,869 | 96.1 |
Shares | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 3.7% | ||||||||||||
Mutual Funds: 3.7% | ||||||||||||
20,498,337 | (7) | State Street Institutional Liquid Reserves Fund—Premier Class, 0.110% (Cost $20,505,117) | $ | 20,502,436 | 3.7 | |||||||
Total Short-Term Investments (Cost $20,505,117) | 20,502,436 | 3.7 | ||||||||||
Total Investments (Cost $580,676,776) | $ | 551,407,305 | 99.8 | |||||||||
Assets in Excess of Other Liabilities | 1,231,443 | 0.2 | ||||||||||
Net Assets | $ | 552,638,748 | 100.0 |
* | Loans, while exempt from registration under the Securities Act of 1933, as amended, contain certain restrictions on resale and cannot be sold publicly. These loans bear interest (unless otherwise noted) at rates that float periodically at a margin above the London Inter-Bank Offered Rate (“LIBOR”) and other short-term rates. | |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | Defaulted loan. Currently, the borrower is partially or fully in default with respect to principal and/or interest payments. | |
(2) | Loan is not accruing income because the borrower has missed or is expected to miss principal and/or interest payments. The rate shown is the contractual interest rate. | |
(3) | The borrower has filed for protection in federal bankruptcy court. | |
(4) | All or a portion of this holding is subject to unfunded loan commitments. Please refer to Note 9 for additional details. | |
(5) | Non-income producing security. | |
(6) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. | |
(7) | Rate shown is the 7-day yield as of September 30, 2020. |
Reference Rate Abbreviations:
PRIME | Federal Reserve Bank Prime Loan Rate | |
US0001M | 1-month LIBOR | |
US0002M | 2-month LIBOR | |
US0003M | 3-month LIBOR | |
US0006M | 6-month LIBOR |
PORTFOLIO OF INVESTMENTS | |
Voya Floating Rate Fund | as of September 30, 2020 (Unaudited) (continued) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at September 30, 2020 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Loans | $ | — | $ | 527,570,135 | $ | — | $ | 527,570,135 | ||||||||||||
Equities and Other Assets | 372,576 | 2,962,158 | — | 3,334,734 | ||||||||||||||||
Short-Term Investments | 20,502,436 | — | — | 20,502,436 | ||||||||||||||||
Total Investments, at fair value | $ | 20,875,012 | $ | 530,532,293 | $ | — | $ | 551,407,305 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Cost for federal income tax purposes was $581,180,217. |
Net unrealized depreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 2,547,109 | ||
Gross Unrealized Depreciation | (32,320,021 | ) | ||
Net Unrealized Depreciation | $ | (29,772,912 | ) |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
State Street Bank and Trust Company
801 Pennsylvania Avenue
Kansas City, Missouri 64105
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE | |
163315 (0920-111920) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Complete schedule of investments, as applicable, is included as part of the report to shareholders filed under Item 1 of this Form and filed herein, as applicable.
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 53.4% | ||||
1,704,256 | Fannie Mae 2004-28 PZ, 6.000%, 05/25/2034 | $ 2,341,041 | 0.1 | |
2,689,871 | Fannie Mae 2004-88 ZC, 6.500%, 12/25/2034 | 3,366,617 | 0.2 | |
7,435,115 | Fannie Mae 2005-17 B, 6.500%, (US0001M + 6.500%), 03/25/2035 | 9,500,070 | 0.6 | |
2,186,824 | Fannie Mae 2005-43 PZ, 6.000%, 05/25/2035 | 2,617,461 | 0.2 | |
1,174,901 | Fannie Mae 2007-60 ZB, 4.750%, 05/25/2037 | 1,295,958 | 0.1 | |
4,182,921 | (1) | Fannie Mae 2010-150 PS, 6.452%, (-1.000*US0001M + 6.600%), 12/25/2039 | 280,371 | 0.0 |
5,256,960 | (1) | Fannie Mae 2010-95 SB, 6.452%, (-1.000*US0001M + 6.600%), 09/25/2040 | 939,696 | 0.1 |
5,035,340 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 5,808,360 | 0.4 | |
7,813,178 | (1) | Fannie Mae 2012-148 HI, 3.500%, 05/25/2042 | 871,455 | 0.1 |
23,091,160 | (1) | Fannie Mae 2012-148 IM, 3.000%, 01/25/2028 | 1,525,093 | 0.1 |
233,844 | (2) | Fannie Mae REMIC Trust 2002-W1 3A, 3.855%, 04/25/2042 | 245,131 | 0.0 |
1,105,687 | (2) | Fannie Mae REMIC Trust 2002-W6 3A, 4.273%, 01/25/2042 | 1,163,688 | 0.1 |
1,283,535 | Fannie Mae REMIC Trust 2003-16 CX, 6.500%, 03/25/2033 | 1,525,478 | 0.1 | |
2,946,519 | Fannie Mae REMIC Trust 2003-34 LN, 5.000%, 05/25/2033 | 3,278,823 | 0.2 | |
113,429 | Fannie Mae REMIC Trust 2004-61 SH, 23.396%, (-3.998*US0001M + 23.988%), 11/25/2032 | 183,419 | 0.0 | |
3,396,522 | (2) | Fannie Mae REMIC Trust 2004-W11 2A, 3.992%, 03/25/2043 | 3,445,113 | 0.2 |
3,233,541 | Fannie Mae REMIC Trust 2004-W3 A8, 5.500%, 05/25/2034 | 3,621,657 | 0.2 | |
685,477 | (1) | Fannie Mae REMIC Trust 2005-17 ES, 6.602%, (-1.000*US0001M + 6.750%), 03/25/2035 | 95,412 | 0.0 |
627,734 | Fannie Mae REMIC Trust 2005-59 NQ, 16.505%, (-2.500*US0001M + 16.875%), 05/25/2035 | 797,271 | 0.1 | |
679,358 | Fannie Mae REMIC Trust 2005-88 ZC, 5.000%, 10/25/2035 | 779,532 | 0.0 | |
171,684 | Fannie Mae REMIC Trust 2006-115 ES, 25.968%, (-4.000*US0001M + 26.560%), 12/25/2036 | 285,802 | 0.0 | |
1,230,313 | (1) | Fannie Mae REMIC Trust 2006-36 SP, 6.552%, (-1.000*US0001M + 6.700%), 05/25/2036 | 235,120 | 0.0 |
3,720,166 | (1) | Fannie Mae REMIC Trust 2006-79 SH, 6.302%, (-1.000*US0001M + 6.450%), 08/25/2036 | 986,113 | 0.1 |
285,314 | (2) | Fannie Mae REMIC Trust 2009-12 LK, 10.227%, 03/25/2039 | 337,451 | 0.0 |
1,861,549 | Fannie Mae REMIC Trust 2009-66 XA, 5.500%, 12/25/2035 | 2,395,121 | 0.1 | |
4,056,827 | Fannie Mae REMIC Trust 2010-155 JC, 4.000%, 12/25/2039 | 4,337,361 | 0.3 | |
5,084,839 | Fannie Mae REMIC Trust 2010-2 LC, 5.000%, 02/25/2040 | 6,184,161 | 0.4 | |
1,693,179 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 1,866,287 | 0.1 | |
6,249,984 | (1) | Fannie Mae REMIC Trust 2012-128 VS, 6.102%, (-1.000*US0001M + 6.250%), 06/25/2042 | 1,034,893 | 0.1 |
4,741,007 | (1) | Fannie Mae REMIC Trust 2012-142 BI, 3.000%, 11/25/2027 | 290,245 | 0.0 |
2,928,538 | (1) | Fannie Mae REMIC Trust 2012-154 PI, 4.000%, 05/25/2042 | 377,641 | 0.0 |
2,355,473 | (1) | Fannie Mae REMIC Trust 2012-68 SD, 6.552%, (-1.000*US0001M + 6.700%), 06/25/2032 | 465,125 | 0.0 |
3,457,000 | Fannie Mae REMIC Trust 2012-97 PC, 3.500%, 09/25/2042 | 4,101,009 | 0.3 | |
958,175 | (1) | Fannie Mae REMIC Trust 2013-13 PI, 3.500%, 04/25/2042 | 102,034 | 0.0 |
2,791,337 | (1) | Fannie Mae REMIC Trust 2013-54 ID, 3.000%, 01/25/2033 | 210,322 | 0.0 |
103,071 | Fannie Mae REMICS 2004-89 ES, 12.954%, (-1.850*US0001M + 13.228%), 08/25/2034 | 103,867 | 0.0 | |
4,640 | (3) | Fannie Mae REMICS 2006-44 P, 0.000%, 12/25/2033 | 4,404 | 0.0 |
1,000,000 | Fannie Mae REMICS 2010-87 PL, 4.000%, 06/25/2040 | 1,151,967 | 0.1 | |
1,984,167 | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | 2,315,389 | 0.1 | |
4,474,875 | (1) | Fannie Mae REMICS 2012-137 EI, 3.000%, 12/25/2027 | 285,898 | 0.0 |
10,284,488 | Fannie Mae REMICS 2012-17 QZ, 4.000%, 03/25/2042 | 11,454,037 | 0.7 |
See Accompanying Notes to Financial Statements
1
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
2,500,000 | Fannie Mae REMICS 2012-40 MY, 3.500%, 04/25/2042 | 2,858,230 | 0.2 | |
2,785,806 | (3) | Fannie Mae REMICS 2013-135 PO, 0.000%, 01/25/2044 | 2,577,491 | 0.2 |
1,245,735 | Fannie Mae REMICS 2013-55 VZ, 3.000%, 06/25/2043 | 1,373,764 | 0.1 | |
14,255,745 | (1) | Fannie Mae REMICS 2019-49 IG, 3.000%, 03/25/2033 | 1,178,664 | 0.1 |
5,120,142 | Fannie Mae Series 2016-51 S, 5.772%, (-1.000*US0001M + 5.920%), 10/25/2043 | 5,768,402 | 0.4 | |
2,410,338 | (2) | Fannie Mae Trust 2004-W2 3A, 3.839%, 02/25/2044 | 2,536,081 | 0.2 |
2,220,522 | (2) | Fannie Mae Trust 2004-W2 4A, 3.818%, 02/25/2044 | 2,327,519 | 0.1 |
1,693,234 | Fannie Mae REMICS 2010-26 F, 0.918%, (US0001M + 0.770%), 11/25/2036 | 1,729,610 | 0.1 | |
1,779,488 | Fannie Mae REMICS 2010-39 FN, 0.978%, (US0001M + 0.830%), 05/25/2040 | 1,814,077 | 0.1 | |
667,073 | Fannie Mae REMICS 2010-80 PZ, 5.000%, 07/25/2040 | 832,301 | 0.1 | |
750,000 | Fannie Mae REMICS 2011-105 MB, 4.000%, 10/25/2041 | 907,007 | 0.1 | |
1,730,000 | Fannie Mae REMICS 2011-131 PB, 4.500%, 12/25/2041 | 2,065,529 | 0.1 | |
4,233,944 | (1) | Fannie Mae REMICS 2013-25 BI, 3.000%, 03/25/2033 | 389,222 | 0.0 |
3,457,510 | (1) | Fannie Mae REMICS 2013-62 AI, 3.000%, 06/25/2033 | 300,595 | 0.0 |
1,401,927 | Fannie Mae REMICS 2015-22 DY, 3.000%, 04/25/2045 | 1,571,678 | 0.1 | |
1,245,606 | Fannie Mae REMICS 2015-26 UZ, 3.000%, 05/25/2045 | 1,367,008 | 0.1 | |
711,932 | Fannie Mae REMICS 2015-68 JW, 3.500%, 09/25/2030 | 818,074 | 0.1 | |
1,410,000 | Fannie Mae REMICS 2016-103 PB, 3.000%, 01/25/2047 | 1,569,946 | 0.1 | |
4,283,554 | Fannie Mae REMICS 2016-64 LD, 3.500%, 09/25/2046 | 4,890,848 | 0.3 | |
4,943,595 | Fannie Mae REMICS 2017-22 DZ, 4.000%, 04/25/2047 | 5,700,890 | 0.3 | |
1,065,270 | Fannie Mae REMICS 2019-6 GZ, 4.000%, 03/25/2059 | 1,336,793 | 0.1 | |
2,587,291 | Freddie Mac 3770 GA, 4.500%, 10/15/2040 | 3,101,703 | 0.2 | |
2,563,152 | Freddie Mac REMIC Trust 2005-S001 2A2, 0.298%, (US0001M + 0.150%), 09/25/2045 | 2,539,464 | 0.2 | |
491,587 | Freddie Mac REMIC Trust 2653 SC, 6.722%, (-0.500*US0001M + 6.800%), 07/15/2033 | 563,619 | 0.0 | |
1,275,099 | Freddie Mac REMIC Trust 2767 ZW, 6.000%, 03/15/2034 | 1,550,428 | 0.1 | |
144,648 | Freddie Mac REMIC Trust 3012 ST, 21.411%, (-3.600*US0001M + 21.960%), 04/15/2035 | 211,259 | 0.0 | |
328,734 | Freddie Mac REMIC Trust 3065 DC, 19.403%, (-3.000*US0001M + 19.860%), 03/15/2035 | 471,017 | 0.0 | |
620,088 | Freddie Mac REMIC Trust 3158 NE, 5.500%, 05/15/2036 | 728,745 | 0.0 | |
4,234,626 | (1) | Freddie Mac REMIC Trust 3181 TA, 0.500%, (-0.794*US0001M + 5.635%), 07/15/2036 | 88,254 | 0.0 |
331,003 | (1) | Freddie Mac REMIC Trust 3507 IA, 5.500%, 09/15/2035 | 61,372 | 0.0 |
2,403 | (1) | Freddie Mac REMIC Trust 3753 PS, 5.948%, (-1.000*US0001M + 6.100%), 06/15/2040 | 6 | 0.0 |
450,173 | Freddie Mac REMIC Trust 3864 NT, 5.500%, (-9.167*US0001M + 60.500%), 03/15/2039 | 489,405 | 0.0 | |
2,425,597 | Freddie Mac REMIC Trust 3888 ZG, 4.000%, 07/15/2041 | 2,726,265 | 0.2 | |
816,729 | (1) | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | 42,002 | 0.0 |
3,239,149 | Freddie Mac REMICS 3196 ZK, 6.500%, 04/15/2032 | 4,584,114 | 0.3 | |
1,326,448 | Freddie Mac REMICS 4097 ZA, 3.500%, 08/15/2042 | 1,450,602 | 0.1 | |
6,573,000 | Freddie Mac REMICS 4136 LU, 3.000%, 07/15/2032 | 6,823,386 | 0.4 | |
1,284,412 | Freddie Mac Series 4040 UZ, 5.000%, 05/15/2042 | 1,725,126 | 0.1 | |
1,561,073 | (2) | Freddie Mac Structured Pass-Through Certificates T-54 2A, 3.913%, 07/25/2033 | 1,641,369 | 0.1 |
999,879 | (2) | Freddie Mac Structured Pass-Through Certificates T-54 4A, 3.919%, 02/25/2043 | 1,073,220 | 0.1 |
103,440 | (1) | Freddie Mac-Ginnie Mae Series 21 SA, 7.852%, (-1.000*US0001M + 8.000%), 10/25/2023 | 9,767 | 0.0 |
See Accompanying Notes to Financial Statements
2
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
993,833 | Freddie Mac REMICS 3658 CZ, 5.000%, 04/15/2040 | 1,278,781 | 0.1 | |
5,075,000 | Freddie Mac REMICS 4059 DY, 3.500%, 06/15/2042 | 5,881,605 | 0.4 | |
8,834,409 | Freddie Mac REMICS 4159 LZ, 3.500%, 01/15/2043 | 9,996,482 | 0.6 | |
3,694,616 | Freddie Mac REMICS 4249 CS, 4.534%, (-0.750*US0001M + 4.650%), 09/15/2043 | 3,780,337 | 0.2 | |
2,877,185 | Freddie Mac REMICS 4274 US, 5.698%, (-1.000*US0001M + 5.850%), 10/15/2035 | 3,190,871 | 0.2 | |
9,618,729 | Freddie Mac REMICS 4367 MZ, 4.000%, 07/15/2044 | 11,557,258 | 0.7 | |
6,782,860 | Freddie Mac REMICS 4480 ZX, 4.000%, 11/15/2044 | 7,793,357 | 0.5 | |
6,067,209 | Freddie Mac REMICS 4764 CJ, 4.000%, 06/15/2045 | 6,246,366 | 0.4 | |
4,226,978 | Freddie Mac REMICS 4764 DA, 4.000%, 07/15/2045 | 4,355,401 | 0.3 | |
2,597,868 | Freddie Mac REMICS 5000 DC, 2.500%, 03/25/2040 | 2,798,729 | 0.2 | |
1,139,427 | Ginnie Mae 2004-65 ZG, 5.500%, 07/20/2034 | 1,311,273 | 0.1 | |
5,491,131 | Ginnie Mae 2009-110 ZA, 5.500%, 11/16/2039 | 6,982,227 | 0.4 | |
763,617 | Ginnie Mae 2009-32 QZ, 5.500%, 05/16/2039 | 965,450 | 0.1 | |
595,529 | Ginnie Mae 2009-32 YZ, 7.000%, 05/16/2039 | 823,269 | 0.1 | |
4,335,595 | Ginnie Mae 2009-50 MZ, 6.000%, 07/16/2039 | 5,348,333 | 0.3 | |
629,760 | Ginnie Mae 2009-54 HZ, 5.000%, 07/20/2039 | 721,508 | 0.0 | |
1,539,140 | Ginnie Mae 2009-H01 FA, 1.306%, (US0001M + 1.150%), 11/20/2059 | 1,552,927 | 0.1 | |
2,000,000 | Ginnie Mae 2010-116 PB, 5.000%, 06/16/2040 | 2,428,469 | 0.1 | |
4,074,703 | Ginnie Mae 2010-125 BZ, 4.500%, 09/16/2040 | 4,436,774 | 0.3 | |
4,252,123 | (3) | Ginnie Mae 2011-70 PO, 0.000%, 05/16/2041 | 3,987,460 | 0.2 |
3,397,335 | (1) | Ginnie Mae 2014-107 XS, 5.448%, (-1.000*US0001M + 5.600%), 07/16/2044 | 616,101 | 0.0 |
1,643,643 | (1) | Ginnie Mae 2014-96 SQ, 5.448%, (-1.000*US0001M + 5.600%), 07/16/2044 | 288,389 | 0.0 |
10,231,369 | Ginnie Mae 2015-H13 FG, 0.555%, (US0001M + 0.400%), 04/20/2065 | 10,231,035 | 0.6 | |
20,276,671 | (1) | Ginnie Mae 2016-120 IM, 3.500%, 07/20/2046 | 2,536,999 | 0.2 |
1,426,234 | (1) | Ginnie Mae 2016-84 IO, 5.000%, 12/20/2040 | 86,985 | 0.0 |
18,523,177 | Ginnie Mae 2016-H20 FB, 0.705%, (US0001M + 0.550%), 09/20/2066 | 18,605,550 | 1.1 | |
1,481,378 | (1) | Ginnie Mae 2018-78 IC, 4.000%, 02/20/2047 | 185,040 | 0.0 |
3,141,815 | Ginnie Mae Series 2003-86 ZC, 4.500%, 10/20/2033 | 3,473,796 | 0.2 | |
116,329 | Ginnie Mae Series 2004-16 AE, 5.500%, 02/20/2034 | 129,357 | 0.0 | |
1,065,008 | Ginnie Mae Series 2004-17 MZ, 5.500%, 03/16/2034 | 1,179,555 | 0.1 | |
742,121 | Ginnie Mae Series 2004-28 CZ, 5.500%, 04/20/2034 | 848,113 | 0.1 | |
366,189 | (3) | Ginnie Mae Series 2004-37 OA, 0.000%, 04/17/2034 | 348,438 | 0.0 |
2,797,217 | Ginnie Mae Series 2004-4 MG, 5.000%, 01/16/2034 | 3,137,547 | 0.2 | |
2,885,717 | Ginnie Mae Series 2004-81 Z, 5.000%, 10/20/2034 | 3,240,011 | 0.2 | |
1,146,380 | (1) | Ginnie Mae Series 2004-98 SA, 6.544%, (-1.000*US0001M + 6.700%), 11/20/2034 | 293,934 | 0.0 |
944,878 | Ginnie Mae Series 2005-21 Z, 5.000%, 03/20/2035 | 1,076,188 | 0.1 | |
273,487 | (1) | Ginnie Mae Series 2005-25 SI, 6.000%, (-6.000*US0001M + 43.200%), 01/20/2034 | 41,224 | 0.0 |
745,815 | (1) | Ginnie Mae Series 2005-7 AH, 6.618%, (-1.000*US0001M + 6.770%), 02/16/2035 | 159,144 | 0.0 |
880,906 | (1) | Ginnie Mae Series 2005-73 IM, 5.500%, 09/20/2035 | 164,627 | 0.0 |
509,270 | Ginnie Mae Series 2005-80 Z, 5.000%, 10/20/2035 | 577,294 | 0.0 | |
238,877 | Ginnie Mae Series 2005-91 UP, 13.996%, (-2.000*US0001M + 14.300%), 09/16/2031 | 302,388 | 0.0 | |
8,452,803 | Ginnie Mae Series 2006-10 ZT, 6.000%, 03/20/2036 | 9,718,868 | 0.6 | |
1,553,355 | Ginnie Mae Series 2006-17 TW, 6.000%, 04/20/2036 | 1,806,632 | 0.1 | |
7,775,191 | (1) | Ginnie Mae Series 2006-26 TB, 0.250%, (-1.000*US0001M + 6.500%), 06/20/2036 | 74,327 | 0.0 |
2,546,259 | Ginnie Mae Series 2006-7 ZA, 5.500%, 02/20/2036 | 2,942,745 | 0.2 | |
1,763,335 | (1) | Ginnie Mae Series 2007-17 CI, 7.500%, 04/16/2037 | 451,422 | 0.0 |
9,237 | Ginnie Mae Series 2007-37 S, 24.742%, (-3.667*US0001M + 25.300%), 04/16/2037 | 9,465 | 0.0 |
See Accompanying Notes to Financial Statements
3
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,799,246 | (3) | Ginnie Mae Series 2007-41 OL, 0.000%, 07/20/2037 | 1,647,405 | 0.1 |
105,001 | Ginnie Mae Series 2007-45 PE, 5.500%, 07/16/2037 | 120,228 | 0.0 | |
332,181 | Ginnie Mae Series 2007-48 SY, 19.794%, (-3.000*US0001M + 20.250%), 08/16/2037 | 493,249 | 0.0 | |
1,993,913 | (1) | Ginnie Mae Series 2007-53 SC, 6.344%, (-1.000*US0001M + 6.500%), 09/20/2037 | 487,911 | 0.0 |
56,743 | Ginnie Mae Series 2007-53 SW, 19.736%, (-3.000*US0001M + 20.205%), 09/20/2037 | 85,999 | 0.0 | |
1,081,794 | Ginnie Mae Series 2007-60 YZ, 5.500%, 10/20/2037 | 1,212,132 | 0.1 | |
3,021,657 | Ginnie Mae Series 2008-20 PZ, 6.000%, 03/20/2038 | 3,615,998 | 0.2 | |
586,290 | (1) | Ginnie Mae Series 2008-3 SA, 6.394%, (-1.000*US0001M + 6.550%), 01/20/2038 | 142,730 | 0.0 |
1,072,889 | (1) | Ginnie Mae Series 2008-40 PS, 6.348%, (-1.000*US0001M + 6.500%), 05/16/2038 | 224,272 | 0.0 |
2,580,972 | (1) | Ginnie Mae Series 2008-82 SA, 5.844%, (-1.000*US0001M + 6.000%), 09/20/2038 | 567,840 | 0.0 |
4,562,466 | (1) | Ginnie Mae Series 2009-110 SA, 6.198%, (-1.000*US0001M + 6.350%), 04/16/2039 | 511,853 | 0.0 |
813,378 | Ginnie Mae Series 2009-110 ZC, 4.500%, 11/16/2039 | 975,316 | 0.1 | |
1,519,114 | Ginnie Mae Series 2009-121 ZQ, 5.500%, 09/20/2039 | 1,752,040 | 0.1 | |
1,029,000 | Ginnie Mae Series 2009-31 BP, 5.000%, 05/20/2039 | 1,239,416 | 0.1 | |
2,592,565 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 2,980,280 | 0.2 | |
2,393,757 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | 2,695,505 | 0.2 | |
3,184,621 | Ginnie Mae Series 2009-53 ZB, 6.000%, 07/16/2039 | 3,670,074 | 0.2 | |
273,934 | (1) | Ginnie Mae Series 2009-55 BI, 1.000%, (-25.000*US0001M + 162.500%), 06/16/2037 | 10,538 | 0.0 |
1,991,819 | Ginnie Mae Series 2009-61 EZ, 7.500%, 08/20/2039 | 2,668,517 | 0.2 | |
5,929,740 | Ginnie Mae Series 2009-61 PZ, 7.500%, 08/20/2039 | 8,579,795 | 0.5 | |
3,405,172 | Ginnie Mae Series 2009-61 ZQ, 6.000%, 08/16/2039 | 4,469,453 | 0.3 | |
1,548,734 | (1) | Ginnie Mae Series 2009-66 QS, 5.944%, (-1.000*US0001M + 6.100%), 07/20/2039 | 209,166 | 0.0 |
866,645 | (1) | Ginnie Mae Series 2009-77 SA, 5.998%, (-1.000*US0001M + 6.150%), 09/16/2039 | 187,366 | 0.0 |
3,657,445 | Ginnie Mae Series 2009-77 ZB, 5.500%, 09/16/2039 | 4,324,795 | 0.3 | |
1,033,313 | Ginnie Mae Series 2009-87 WZ, 6.000%, 10/20/2039 | 1,415,246 | 0.1 | |
620,591 | Ginnie Mae Series 2009-92 DZ, 4.500%, 10/16/2039 | 740,308 | 0.0 | |
1,465,476 | Ginnie Mae Series 2009-98 MZ, 5.000%, 10/16/2039 | 1,835,207 | 0.1 | |
1,942,579 | (1) | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | 218,849 | 0.0 |
10,371,000 | Ginnie Mae Series 2010-113 BE, 4.500%, 09/20/2040 | 12,082,271 | 0.7 | |
1,641,004 | (1) | Ginnie Mae Series 2010-116 NS, 6.498%, (-1.000*US0001M + 6.650%), 09/16/2040 | 329,866 | 0.0 |
141,493 | (1) | Ginnie Mae Series 2010-130 KI, 5.500%, 09/16/2040 | 10,623 | 0.0 |
1,500,000 | Ginnie Mae Series 2010-14 B, 4.500%, 02/16/2040 | 1,733,664 | 0.1 | |
3,146,778 | Ginnie Mae Series 2010-146 NL, 4.000%, 10/16/2039 | 3,275,916 | 0.2 | |
1,220,816 | (1) | Ginnie Mae Series 2010-158 SA, 5.894%, (-1.000*US0001M + 6.050%), 12/20/2040 | 234,460 | 0.0 |
1,476,023 | Ginnie Mae Series 2010-162 ZE, 4.000%, 12/16/2040 | 1,680,522 | 0.1 | |
16,660,249 | (1) | Ginnie Mae Series 2010-166 GS, 5.844%, (-1.000*US0001M + 6.000%), 12/20/2040 | 2,872,179 | 0.2 |
1,424,144 | (1) | Ginnie Mae Series 2010-166 NI, 4.500%, 04/20/2039 | 100,342 | 0.0 |
1,790,185 | Ginnie Mae Series 2010-169 AW, 4.500%, 12/20/2040 | 1,993,839 | 0.1 | |
2,849,503 | Ginnie Mae Series 2010-169 JZ, 4.000%, 12/20/2040 | 3,054,687 | 0.2 | |
434,151 | (1) | Ginnie Mae Series 2010-19 LI, 5.000%, 07/16/2039 | 39,227 | 0.0 |
1,902,800 | Ginnie Mae Series 2010-31 BP, 5.000%, 03/20/2040 | 2,173,541 | 0.1 | |
1,941,495 | (1) | Ginnie Mae Series 2010-4 WI, 6.000%, 01/16/2040 | 306,070 | 0.0 |
5,241,521 | Ginnie Mae Series 2010-42 VZ, 5.500%, 10/20/2039 | 6,311,643 | 0.4 |
See Accompanying Notes to Financial Statements
4
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,430,454 | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | 1,615,124 | 0.1 | |
4,281,130 | Ginnie Mae Series 2010-H01 FA, 0.990%, (US0001M + 0.820%), 01/20/2060 | 4,318,107 | 0.3 | |
10,447,506 | Ginnie Mae Series 2010-H10 FB, 1.170%, (US0001M + 1.000%), 05/20/2060 | 10,612,133 | 0.6 | |
6,086,803 | Ginnie Mae Series 2010-H10 FC, 1.170%, (US0001M + 1.000%), 05/20/2060 | 6,170,551 | 0.4 | |
1,608,333 | Ginnie Mae Series 2010-H20 AF, 0.485%, (US0001M + 0.330%), 10/20/2060 | 1,605,492 | 0.1 | |
336,327 | (1) | Ginnie Mae Series 2011-123 QI, 5.000%, 05/20/2041 | 43,989 | 0.0 |
3,766,503 | (1) | Ginnie Mae Series 2011-141 PS, 6.548%, (-1.000*US0001M + 6.700%), 06/16/2041 | 739,374 | 0.0 |
100,013 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | 111,334 | 0.0 | |
246,611 | (2) | Ginnie Mae Series 2011-169 BG, 5.433%, 04/16/2039 | 276,708 | 0.0 |
7,326,826 | Ginnie Mae Series 2011-25 Z, 4.000%, 02/20/2041 | 8,070,137 | 0.5 | |
1,849,190 | Ginnie Mae Series 2011-59 QC, 4.000%, 12/20/2040 | 2,007,565 | 0.1 | |
3,832,637 | (1) | Ginnie Mae Series 2011-73 LS, 6.534%, (-1.000*US0001M + 6.690%), 08/20/2039 | 285,916 | 0.0 |
3,765,551 | Ginnie Mae Series 2011-89 Z, 3.500%, 06/20/2041 | 4,133,300 | 0.3 | |
2,845,955 | Ginnie Mae Series 2011-H03 FA, 0.655%, (US0001M + 0.500%), 01/20/2061 | 2,852,961 | 0.2 | |
1,056,453 | Ginnie Mae Series 2011-H07 FA, 0.655%, (US0001M + 0.500%), 02/20/2061 | 1,058,191 | 0.1 | |
809,604 | Ginnie Mae Series 2011-H11 FB, 0.655%, (US0001M + 0.500%), 04/20/2061 | 811,420 | 0.1 | |
941,830 | (1) | Ginnie Mae Series 2012-102 TI, 4.000%, 08/20/2039 | 28,990 | 0.0 |
2,281,366 | (1) | Ginnie Mae Series 2012-103 IC, 3.500%, 08/16/2040 | 148,884 | 0.0 |
519,093 | (1) | Ginnie Mae Series 2012-124 MI, 4.000%, 03/20/2042 | 38,429 | 0.0 |
6,431,933 | (1) | Ginnie Mae Series 2012-146 AI, 3.000%, 10/20/2037 | 325,849 | 0.0 |
538,216 | (1) | Ginnie Mae Series 2012-34 MS, 6.548%, (-1.000*US0001M + 6.700%), 04/16/2041 | 83,693 | 0.0 |
23,377 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | 23,528 | 0.0 | |
4,247,673 | (1) | Ginnie Mae Series 2012-48 SA, 6.498%, (-1.000*US0001M + 6.650%), 04/16/2042 | 1,039,178 | 0.1 |
5,940,811 | (1) | Ginnie Mae Series 2012-60 SG, 5.948%, (-1.000*US0001M + 6.100%), 05/16/2042 | 1,397,962 | 0.1 |
1,417,591 | (1) | Ginnie Mae Series 2012-98 EI, 4.000%, 04/20/2041 | 163,289 | 0.0 |
1,933,823 | Ginnie Mae Series 2012-H11 VA, 0.805%, (US0001M + 0.650%), 05/20/2062 | 1,949,048 | 0.1 | |
18,624,870 | Ginnie Mae Series 2012-H12 FB, 1.205%, (US0001M + 1.050%), 02/20/2062 | 18,877,959 | 1.2 | |
1,131,827 | Ginnie Mae Series 2012-H14 FK, 0.735%, (US0001M + 0.580%), 07/20/2062 | 1,135,833 | 0.1 | |
8,766,785 | Ginnie Mae Series 2012-H20 BA, 0.715%, (US0001M + 0.560%), 09/20/2062 | 8,793,311 | 0.5 | |
1,644,683 | Ginnie Mae Series 2012-H31 FD, 0.495%, (US0001M + 0.340%), 12/20/2062 | 1,642,026 | 0.1 | |
7,000,000 | Ginnie Mae Series 2013-147 BE, 4.000%, 12/20/2039 | 8,163,987 | 0.5 | |
1,390,095 | Ginnie Mae Series 2013-167 Z, 3.000%, 10/16/2043 | 1,514,400 | 0.1 | |
1,900,000 | (1) | Ginnie Mae Series 2013-186 UI, 2.500%, 11/20/2043 | 397,212 | 0.0 |
1,050,166 | (1) | Ginnie Mae Series 2013-186 VI, 4.000%, 12/20/2042 | 111,735 | 0.0 |
5,432,632 | (1) | Ginnie Mae Series 2013-20 LI, 4.500%, 12/16/2042 | 777,906 | 0.0 |
2,304,241 | (1) | Ginnie Mae Series 2013-41 PI, 3.500%, 04/20/2040 | 93,335 | 0.0 |
2,247,190 | Ginnie Mae Series 2013-H08 BF, 0.555%, (US0001M + 0.400%), 03/20/2063 | 2,246,461 | 0.1 | |
3,174,904 | Ginnie Mae Series 2013-H10 FT, 0.580%, (H15T1Y + 0.450%), 04/20/2063 | 3,150,233 | 0.2 | |
4,822,933 | Ginnie Mae Series 2013-H14 FC, 0.625%, (US0001M + 0.470%), 06/20/2063 | 4,829,436 | 0.3 |
See Accompanying Notes to Financial Statements
5
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
848,820 | Ginnie Mae Series 2013-H18 BA, 0.755%, (US0001M + 0.600%), 07/20/2063 | 852,625 | 0.1 | |
4,020,432 | Ginnie Mae Series 2013-H19 DF, 0.805%, (US0001M + 0.650%), 05/20/2063 | 4,039,982 | 0.2 | |
2,613,798 | Ginnie Mae Series 2013-H20 FB, 1.155%, (US0001M + 1.000%), 08/20/2063 | 2,639,586 | 0.2 | |
3,465,018 | Ginnie Mae Series 2013-H23 FA, 1.455%, (US0001M + 1.300%), 09/20/2063 | 3,521,308 | 0.2 | |
466,693 | Ginnie Mae Series 2013-H24 FB, 0.885%, (US0001M + 0.730%), 09/20/2063 | 469,359 | 0.0 | |
2,793,200 | Ginnie Mae Series 2014-115 EM, 4.000%, 08/20/2044 | 3,303,124 | 0.2 | |
8,947,594 | Ginnie Mae Series 2014-118 ZP, 4.000%, 08/20/2044 | 9,771,866 | 0.6 | |
1,807,715 | (1) | Ginnie Mae Series 2014-183 IM, 5.000%, 06/20/2035 | 317,643 | 0.0 |
2,695,698 | (1) | Ginnie Mae Series 2014-30 ES, 4.844%, (-1.000*US0001M + 5.000%), 03/20/2040 | 411,479 | 0.0 |
7,993,883 | Ginnie Mae Series 2014-H05 FB, 0.755%, (US0001M + 0.600%), 12/20/2063 | 8,029,687 | 0.5 | |
9,920,963 | (2) | Ginnie Mae Series 2015-10 Q, 2.329%, 10/20/2044 | 10,745,153 | 0.7 |
2,364,266 | (1) | Ginnie Mae Series 2015-141 IX, 2.030%, (-0.714*US0001M + 2.142%), 06/20/2045 | 222,364 | 0.0 |
12,125,000 | Ginnie Mae Series 2015-143 B, 3.500%, 04/20/2045 | 13,807,290 | 0.8 | |
2,761,499 | (1) | Ginnie Mae Series 2015-157 PI, 4.000%, 03/20/2044 | 272,282 | 0.0 |
8,275,812 | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | 8,816,646 | 0.5 | |
3,408,441 | Ginnie Mae Series 2015-H31 FT, 0.805%, (US0001M + 0.650%), 11/20/2065 | 3,423,674 | 0.2 | |
11,843,311 | (1) | Ginnie Mae Series 2016-145 IU, 3.500%, 10/20/2046 | 1,472,153 | 0.1 |
5,269,756 | (2) | Ginnie Mae Series 2016-5 AB, 4.682%, 01/20/2046 | 6,013,063 | 0.4 |
7,907,473 | Ginnie Mae Series 2016-H08 FT, 0.875%, (US0001M + 0.720%), 02/20/2066 | 7,955,074 | 0.5 | |
2,890,000 | Ginnie Mae Series 2017-162 PL, 3.000%, 10/20/2047 | 3,143,663 | 0.2 | |
2,369,410 | Ginnie Mae Series 2017-H19 FA, 0.605%, (US0001M + 0.450%), 08/20/2067 | 2,371,646 | 0.1 | |
35,044,122 | Ginnie Mae Series 2017-H23 FC, 0.605%, (US0001M + 0.450%), 11/20/2067 | 35,086,301 | 2.1 | |
2,951,900 | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | 3,150,948 | 0.2 | |
1,895,144 | Ginnie Mae Series 2019-29 AI, 5.000%, 07/20/2048 | 313,587 | 0.0 | |
3,351,231 | Ginnie Mae Series 2009-118 XZ, 5.000%, 12/20/2039 | 3,808,550 | 0.2 | |
1,044,581 | Ginnie Mae Series 2009-68 ZC, 5.500%, 08/16/2039 | 1,369,925 | 0.1 | |
6,987,753 | Ginnie Mae Series 2010-117 ZQ, 4.500%, 09/20/2040 | 8,157,287 | 0.5 | |
850,149 | Ginnie Mae Series 2011-128 TF, 0.602%, (US0001M + 0.450%), 05/16/2041 | 855,765 | 0.1 | |
945,000 | Ginnie Mae Series 2011-151 PY, 3.000%, 11/20/2041 | 1,043,828 | 0.1 | |
5,916,717 | Ginnie Mae Series 2011-69 HW, 4.000%, 04/20/2040 | 6,187,800 | 0.4 | |
1,940,836 | Ginnie Mae Series 2011-H01 AF, 0.605%, (US0001M + 0.450%), 11/20/2060 | 1,943,195 | 0.1 | |
2,031,849 | Ginnie Mae Series 2011-H20 FA, 0.705%, (US0001M + 0.550%), 09/20/2061 | 2,039,293 | 0.1 | |
6,311,363 | Ginnie Mae Series 2012-77 FE, 0.542%, (US0001M + 0.390%), 05/16/2041 | 6,343,305 | 0.4 | |
1,378,714 | (1) | Ginnie Mae Series 2012-93 NS, 5.944%, (-1.000*US0001M + 6.100%), 07/20/2042 | 265,697 | 0.0 |
10,754,076 | Ginnie Mae Series 2012-H08 FA, 0.755%, (US0001M + 0.600%), 01/20/2062 | 10,802,930 | 0.7 | |
4,335,365 | Ginnie Mae Series 2012-H08 FB, 0.755%, (US0001M + 0.600%), 03/20/2062 | 4,352,323 | 0.3 | |
1,505,112 | Ginnie Mae Series 2012-H11 GA, 0.735%, (US0001M + 0.580%), 05/20/2062 | 1,510,220 | 0.1 | |
2,843,941 | Ginnie Mae Series 2012-H12 FA, 0.705%, (US0001M + 0.550%), 04/20/2062 | 2,852,636 | 0.2 | |
2,999,486 | Ginnie Mae Series 2012-H20 PT, 1.011%, (US0001M + 0.005%), 07/20/2062 | 2,997,490 | 0.2 |
See Accompanying Notes to Financial Statements
6
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
3,585,918 | Ginnie Mae Series 2012-H26 BA, 0.505%, (US0001M + 0.350%), 10/20/2062 | 3,581,781 | 0.2 | |
377,232 | Ginnie Mae Series 2012-H29 FA, 0.670%, (US0001M + 0.515%), 10/20/2062 | 378,095 | 0.0 | |
1,733,190 | Ginnie Mae Series 2012-H30 GA, 0.505%, (US0001M + 0.350%), 12/20/2062 | 1,731,318 | 0.1 | |
2,472,876 | Ginnie Mae Series 2013-119 TZ, 3.000%, 08/20/2043 | 2,564,321 | 0.2 | |
652,312 | Ginnie Mae Series 2013-62 KS, 3.844%, (-1.000*US0001M + 4.000%), 03/20/2043 | 646,048 | 0.0 | |
1,354,503 | (1) | Ginnie Mae Series 2013-88 AI, 5.693%, (-1.000*US0001M + 5.850%), 06/20/2043 | 266,700 | 0.0 |
1,930,340 | (1) | Ginnie Mae Series 2013-99 SK, 5.743%, (-1.000*US0001M + 5.900%), 07/20/2043 | 364,002 | 0.0 |
2,497,648 | Ginnie Mae Series 2013-H02 FD, 0.495%, (US0001M + 0.340%), 12/20/2062 | 2,494,481 | 0.2 | |
502,685 | Ginnie Mae Series 2013-H07 HA, 0.565%, (US0001M + 0.410%), 03/20/2063 | 502,782 | 0.0 | |
1,991,668 | Ginnie Mae Series 2013-H13 FS, 1.155%, (US0001M + 1.000%), 06/20/2063 | 2,030,955 | 0.1 | |
1,520,074 | Ginnie Mae Series 2013-H14 FD, 0.625%, (US0001M + 0.470%), 06/20/2063 | 1,522,221 | 0.1 | |
1,358,948 | Ginnie Mae Series 2013-H14 FG, 0.625%, (US0001M + 0.470%), 05/20/2063 | 1,360,984 | 0.1 | |
1,195,005 | Ginnie Mae Series 2013-H15 FA, 0.695%, (US0001M + 0.540%), 06/20/2063 | 1,198,259 | 0.1 | |
3,418,900 | Ginnie Mae Series 2013-H17 FA, 0.705%, (US0001M + 0.550%), 07/20/2063 | 3,427,738 | 0.2 | |
1,613,216 | Ginnie Mae Series 2013-H18 EA, 0.655%, (US0001M + 0.500%), 07/20/2063 | 1,616,383 | 0.1 | |
2,565,873 | Ginnie Mae Series 2013-H18 FA, 0.655%, (US0001M + 0.500%), 06/20/2063 | 2,571,770 | 0.2 | |
1,204,595 | Ginnie Mae Series 2013-H21 FB, 0.855%, (US0001M + 0.700%), 09/20/2063 | 1,212,113 | 0.1 | |
2,097,630 | Ginnie Mae Series 2013-H22 FB, 0.855%, (US0001M + 0.700%), 08/20/2063 | 2,110,012 | 0.1 | |
2,256,021 | (1) | Ginnie Mae Series 2014-129 WS, 5.743%, (-1.000*US0001M + 5.900%), 09/20/2044 | 427,565 | 0.0 |
2,376,650 | (1) | Ginnie Mae Series 2014-161 WS, 5.743%, (-1.000*US0001M + 5.900%), 11/20/2044 | 430,894 | 0.0 |
9,793,905 | Ginnie Mae Series 2014-H03 FS, 0.805%, (US0001M + 0.650%), 02/20/2064 | 9,862,465 | 0.6 | |
2,047,645 | Ginnie Mae Series 2014-H06 FA, 0.725%, (US0001M + 0.570%), 03/20/2064 | 2,055,323 | 0.1 | |
811,248 | Ginnie Mae Series 2014-H06 HB, 0.805%, (US0001M + 0.650%), 03/20/2064 | 815,921 | 0.1 | |
3,511,234 | Ginnie Mae Series 2014-H11 VA, 0.655%, (US0001M + 0.500%), 06/20/2064 | 3,524,234 | 0.2 | |
3,759,868 | Ginnie Mae Series 2014-H15 FA, 0.655%, (US0001M + 0.500%), 07/20/2064 | 3,773,517 | 0.2 | |
1,718,869 | Ginnie Mae Series 2014-H21 FA, 0.805%, (US0001M + 0.650%), 10/20/2064 | 1,732,407 | 0.1 | |
3,856,372 | Ginnie Mae Series 2015-165 ZA, 3.500%, 07/20/2045 | 4,180,414 | 0.3 | |
2,984,743 | Ginnie Mae Series 2015-H03 FA, 0.655%, (US0001M + 0.500%), 12/20/2064 | 2,991,310 | 0.2 | |
3,497,390 | Ginnie Mae Series 2015-H05 FC, 0.635%, (US0001M + 0.480%), 02/20/2065 | 3,494,519 | 0.2 | |
1,928,383 | Ginnie Mae Series 2015-H06 FA, 0.635%, (US0001M + 0.480%), 02/20/2065 | 1,932,886 | 0.1 | |
2,222,067 | Ginnie Mae Series 2015-H08 FB, 0.785%, (US0001M + 0.630%), 03/20/2065 | 2,236,974 | 0.1 | |
2,628,003 | Ginnie Mae Series 2015-H08 FC, 0.635%, (US0001M + 0.480%), 03/20/2065 | 2,635,193 | 0.2 | |
4,087,702 | Ginnie Mae Series 2015-H09 FA, 0.775%, (US0001M + 0.620%), 04/20/2065 | 4,114,671 | 0.3 | |
7,454,323 | Ginnie Mae Series 2015-H10 FA, 0.755%, (US0001M + 0.600%), 04/20/2065 | 7,497,348 | 0.5 |
See Accompanying Notes to Financial Statements
7
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as OF September 30, 2020 (Unaudited) (Continued) |
2,380,762 | Ginnie Mae Series 2015-H10 FH, 0.755%, (US0001M + 0.600%), 04/20/2065 | 2,394,135 | 0.1 | |
2,392,940 | Ginnie Mae Series 2015-H12 FL, 0.385%, (US0001M + 0.230%), 05/20/2065 | 2,383,443 | 0.1 | |
1,008,543 | Ginnie Mae Series 2015-H18 FB, 0.755%, (US0001M + 0.600%), 07/20/2065 | 1,014,490 | 0.1 | |
1,214,121 | Ginnie Mae Series 2015-H20 FB, 0.755%, (US0001M + 0.600%), 08/20/2065 | 1,221,469 | 0.1 | |
2,147,866 | Ginnie Mae Series 2015-H22 FC, 0.755%, (US0001M + 0.600%), 09/20/2065 | 2,161,221 | 0.1 | |
1,308,714 | Ginnie Mae Series 2015-H26 FA, 0.675%, (US0001M + 0.520%), 10/20/2065 | 1,314,632 | 0.1 | |
4,447,202 | Ginnie Mae Series 2015-H26 FC, 0.755%, (US0001M + 0.600%), 08/20/2065 | 4,462,337 | 0.3 | |
331,853 | Ginnie Mae Series 2015-H26 FG, 0.675%, (US0001M + 0.520%), 10/20/2065 | 333,320 | 0.0 | |
2,266,979 | Ginnie Mae Series 2015-H27 FA, 0.905%, (US0001M + 0.750%), 09/20/2065 | 2,292,953 | 0.1 | |
1,464,457 | Ginnie Mae Series 2015-H30 FE, 0.755%, (US0001M + 0.600%), 11/20/2065 | 1,475,563 | 0.1 | |
9,341,057 | (1) | Ginnie Mae Series 2016-20 BS, 5.944%, (-1.000*US0001M + 6.100%), 02/20/2046 | 2,024,561 | 0.1 |
983,398 | Ginnie Mae Series 2016-H01 FL, 0.805%, (US0001M + 0.650%), 12/20/2065 | 988,145 | 0.1 | |
3,459,473 | Ginnie Mae Series 2016-H04 FK, 1.205%, (US0001M + 1.050%), 02/20/2066 | 3,516,634 | 0.2 | |
75,173 | Ginnie Mae Series 2016-H07 FK, 1.155%, (US0001M + 1.000%), 03/20/2066 | 76,778 | 0.0 | |
1,394,621 | Ginnie Mae Series 2016-H09 FB, 1.055%, (US0001M + 0.900%), 04/20/2066 | 1,419,167 | 0.1 | |
771,333 | Ginnie Mae Series 2016-H10 FJ, 0.755%, (US0001M + 0.600%), 04/20/2066 | 771,869 | 0.0 | |
2,370,032 | Ginnie Mae Series 2016-H11 F, 0.955%, (US0001M + 0.800%), 05/20/2066 | 2,402,489 | 0.1 | |
1,321,514 | Ginnie Mae Series 2016-H11 FE, 1.005%, (US0001M + 0.850%), 04/20/2066 | 1,342,863 | 0.1 | |
3,832,315 | Ginnie Mae Series 2016-H13 FD, 0.580%, (H15T1Y + 0.450%), 05/20/2066 | 3,803,463 | 0.2 | |
1,199,591 | Ginnie Mae Series 2016-H13 FT, 0.735%, (US0001M + 0.580%), 05/20/2066 | 1,202,684 | 0.1 | |
517,499 | Ginnie Mae Series 2016-H20 FG, 0.855%, (US0001M + 0.700%), 08/20/2066 | 520,427 | 0.0 | |
3,515,463 | Ginnie Mae Series 2017-107 QZ, 3.000%, 08/20/2045 | 3,795,013 | 0.2 | |
2,802,846 | Ginnie Mae Series 2017-56 HM, 3.000%, 12/20/2046 | 2,977,115 | 0.2 | |
4,681,070 | Ginnie Mae Series 2017-56 JZ, 3.000%, 04/20/2047 | 5,245,120 | 0.3 | |
183,162 | Ginnie Mae Series 2017-H05 FC, 0.905%, (US0001M + 0.750%), 02/20/2067 | 185,490 | 0.0 | |
216,941 | Ginnie Mae Series 2017-H14 FD, 0.625%, (US0001M + 0.470%), 06/20/2067 | 217,404 | 0.0 | |
1,802,250 | Ginnie Mae Series 2017-H14 FV, 0.655%, (US0001M + 0.500%), 06/20/2067 | 1,808,481 | 0.1 | |
2,981,999 | Ginnie Mae Series 2017-H17 FG, 0.655%, (US0001M + 0.500%), 08/20/2067 | 2,989,520 | 0.2 | |
306,176 | Ginnie Mae Series 2018-163 DZ, 4.500%, 11/20/2048 | 370,003 | 0.0 | |
3,718,007 | Ginnie Mae Series 2018-H04 FM, 0.455%, (US0001M + 0.300%), 03/20/2068 | 3,707,095 | 0.2 | |
7,919,248 | Ginnie Mae Series 2018-H14 FG, 0.505%, (US0001M + 0.350%), 09/20/2068 | 7,911,723 | 0.5 | |
9,411,998 | Ginnie Mae Series 2018-H18 FC, 0.505%, (US0001M + 0.350%), 08/20/2065 | 9,400,533 | 0.6 | |
5,703,240 | Ginnie Mae Series 2019-1 Z, 4.000%, 01/20/2049 | 6,179,288 | 0.4 | |
8,852,135 | Ginnie Mae Series 2019-100 FD, 0.556%, (US0001M + 0.400%), 08/20/2049 | 8,870,317 | 0.5 | |
12,000,000 | (1) | Ginnie Mae Series 2019-56 YI, 5.000%, 05/20/2049 | 4,007,494 | 0.2 |
1,555,337 | Ginnie Mae Series 2019-H01 FJ, 0.455%, (US0001M + 0.300%), 09/20/2068 | 1,552,653 | 0.1 |
See Accompanying Notes to Financial Statements
8
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as OF September 30, 2020 (Unaudited) (Continued) |
1,475,334 | Ginnie Mae Series 2019-H01 FL, 0.605%, (US0001M + 0.450%), 12/20/2068 | 1,475,339 | 0.1 | |
5,243,008 | Ginnie Mae Series 2019-H05 FL, 0.635%, (US0001M + 0.480%), 03/20/2069 | 5,242,734 | 0.3 | |
3,957,825 | Ginnie Mae Series 2019-H19 FB, 0.605%, (US0001M + 0.450%), 11/20/2069 | 3,962,638 | 0.2 | |
2,149,839 | Ginnie Mae Series 2020-H01 FT, 2.036%, (H15T1Y + 0.500%), 01/20/2070 | 2,136,335 | 0.1 | |
10,216,447 | Ginnie Mae Series 2020-H10 FD, 0.556%, (US0001M + 0.400%), 05/20/2070 | 10,216,206 | 0.6 | |
1,192,085 | Seasoned Credit Risk Transfer Trust Series 2017-2 MA, 3.000%, 08/25/2056 | 1,269,026 | 0.1 | |
850,000 | Seasoned Loans Structured Transaction Series 2019-1 A2, 3.500%, 05/25/2029 | 959,195 | 0.1 | |
1,721,964 | Vendee Mortgage Trust 2011-2 DZ, 3.750%, 10/15/2041 | 1,948,435 | 0.1 | |
Total Collateralized Mortgage Obligations (Cost $849,219,591) | 878,404,271 | 53.4 | ||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 60.1% | ||||
Federal Home Loan Mortgage Corporation: 1.8%(4) | ||||
2,439,238 | 3.500%,07/01/2047 | 2,570,400 | 0.2 | |
3,763,134 | 3.500%,12/01/2047 | 4,062,695 | 0.3 | |
5,976,502 | 3.500%,03/01/2048 | 6,536,194 | 0.4 | |
6,850,131 | 3.500%,11/01/2048 | 7,553,944 | 0.5 | |
2,985,861 | 4.000%,07/01/2047 | 3,198,997 | 0.2 | |
1,165,693 | 4.500%,08/01/2047 | 1,270,094 | 0.1 | |
143,274 | 5.290%,10/01/2037 | 157,922 | 0.0 | |
26,359 | 5.410%,07/01/2037 | 29,175 | 0.0 | |
25,572 | 5.410%,08/01/2037 | 28,308 | 0.0 | |
15,838 | 5.410%,08/01/2037 | 17,512 | 0.0 | |
38,429 | 5.440%,01/01/2037 | 42,541 | 0.0 | |
20,840 | 5.440%,02/01/2037 | 23,083 | 0.0 | |
50,349 | 5.440%,04/01/2037 | 55,787 | 0.0 | |
31,059 | 5.440%,09/01/2037 | 34,393 | 0.0 | |
29,669 | 5.440%,02/01/2038 | 32,865 | 0.0 | |
136,956 | 5.450%,12/01/2037 | 150,094 | 0.0 | |
105,490 | 5.450%,12/01/2037 | 116,142 | 0.0 | |
74,273 | 5.460%,05/01/2037 | 82,456 | 0.0 | |
35,210 | 5.460%,08/01/2037 | 38,985 | 0.0 | |
38,693 | 5.460%,01/01/2038 | 42,586 | 0.0 | |
82,796 | 5.480%,08/01/2037 | 92,075 | 0.0 | |
42,084 | 5.480%,10/01/2037 | 46,272 | 0.0 | |
125,767 | 5.500%,08/01/2037 | 143,160 | 0.0 | |
93,045 | 5.500%,11/01/2037 | 103,521 | 0.0 | |
28,419 | 5.500%,04/01/2038 | 31,525 | 0.0 | |
17,895 | 5.520%,10/01/2037 | 19,862 | 0.0 | |
39,964 | 5.620%,12/01/2036 | 44,373 | 0.0 | |
96,333 | 5.620%,03/01/2037 | 107,779 | 0.0 | |
67,729 | 5.620%,08/01/2037 | 75,298 | 0.0 | |
282,132 | 5.625%,12/01/2036 | 317,162 | 0.0 | |
195,266 | 5.625%,01/01/2037 | 217,105 | 0.0 | |
17,672 | 5.625%,02/01/2037 | 19,610 | 0.0 | |
172,866 | 5.625%,03/01/2037 | 192,031 | 0.0 | |
93,573 | 5.625%,06/01/2037 | 103,834 | 0.0 | |
83,360 | 5.625%,07/01/2037 | 92,591 | 0.0 | |
46,191 | 5.625%,02/01/2038 | 51,326 | 0.0 | |
699,532 | 5.750%,09/01/2037 | 810,280 | 0.1 | |
80,001 | 5.750%,10/01/2037 | 89,009 | 0.0 | |
150,635 | 5.750%,11/01/2037 | 167,706 | 0.0 | |
53,865 | 5.750%,12/01/2037 | 59,924 | 0.0 | |
97,774 | 6.090%,12/01/2037 | 109,201 | 0.0 | |
6,811 | 7.500%,01/01/2030 | 8,069 | 0.0 | |
8,376 | 8.000%,01/01/2030 | 8,415 | 0.0 | |
28,954,301 | 1.8 | |||
Federal National Mortgage Association: 0.8%(4) | ||||
7,614,064 | 4.000%,07/01/2056 | 8,568,677 | 0.6 | |
337,772 | 5.290%,09/01/2037 | 366,249 | 0.1 | |
264,402 | 5.290%,09/01/2037 | 282,867 | 0.0 | |
297,952 | 5.290%,11/01/2037 | 328,869 | 0.0 | |
83,293 | 5.290%,12/01/2037 | 86,709 | 0.0 | |
267,582 | 5.290%,04/01/2038 | 289,571 | 0.0 | |
54,065 | 5.350%,04/01/2029 | 60,553 | 0.0 | |
39,292 | 5.350%,09/01/2029 | 44,239 | 0.0 | |
69,841 | 5.390%,05/01/2038 | 81,616 | 0.0 | |
289,645 | 5.440%,08/01/2047 | 311,174 | 0.0 | |
280,102 | 5.440%,08/01/2047 | 305,747 | 0.0 | |
166,845 | 5.440%,08/01/2047 | 179,173 | 0.0 | |
162,057 | 5.440%,08/01/2047 | 177,066 | 0.0 | |
178,139 | 5.440%,09/01/2047 | 191,385 | 0.0 | |
478,391 | 5.440%,10/01/2047 | 523,545 | 0.1 | |
95,010 | 5.440%,05/01/2048 | 103,770 | 0.0 | |
106,818 | 5.620%,12/01/2036 | 116,505 | 0.0 | |
46,906 | 5.875%,06/01/2035 | 48,561 | 0.0 | |
104,416 | 5.890%,08/01/2047 | 112,554 | 0.0 | |
112,753 | 5.890%,10/01/2047 | 122,078 | 0.0 | |
21,409 | 5.900%,09/01/2028 | 23,239 | 0.0 | |
37,598 | 6.600%,07/01/2027 | 38,236 | 0.0 | |
34,675 | 6.600%,09/01/2027 | 35,156 | 0.0 | |
29,839 | 6.600%,11/01/2027 | 30,059 | 0.0 | |
25,349 | 6.600%,06/01/2028 | 25,536 | 0.0 | |
12,453,134 | 0.8 | |||
Government National Mortgage Association: 53.0% | ||||
264,269,000 | (5) | 2.000%,10/20/2050 | 274,530,071 | 16.7 |
1,606,380 | 3.000%,04/20/2045 | 1,703,223 | 0.1 | |
423,228 | 3.000%,11/20/2045 | 449,802 | 0.0 | |
286,235 | 3.000%,12/20/2045 | 302,089 | 0.0 | |
115,954 | 3.000%,12/20/2045 | 121,597 | 0.0 | |
232,795 | 3.000%,12/20/2045 | 244,080 | 0.0 | |
185,215 | 3.000%,01/20/2046 | 194,203 | 0.0 | |
3,729,959 | 3.000%,02/20/2050 | 3,910,309 | 0.3 | |
19,419,341 | 3.000%,07/20/2050 | 20,491,620 | 1.3 | |
46,390,713 | 3.000%,08/20/2050 | 49,038,000 | 3.0 | |
39,604,000 | (5) | 3.000%,11/19/2050 | 41,451,156 | 2.5 |
1,813,597 | 3.500%,04/20/2043 | 1,969,011 | 0.1 | |
2,096,498 | 3.500%,06/20/2045 | 2,264,041 | 0.2 | |
7,016,021 | 3.500%,04/20/2046 | 7,508,231 | 0.5 | |
8,340,561 | 3.500%,03/20/2047 | 8,910,100 | 0.6 | |
1,821,934 | 3.500%,07/20/2047 | 2,012,246 | 0.1 | |
1,551,766 | 3.500%,07/20/2047 | 1,648,727 | 0.1 | |
46,281,405 | 3.500%,12/20/2047 | 49,539,104 | 3.0 | |
15,009,146 | 3.500%,01/20/2048 | 16,059,789 | 1.0 | |
5,762,746 | 3.500%,02/20/2048 | 6,219,091 | 0.4 | |
10,559,192 | 3.500%,02/20/2048 | 11,287,960 | 0.7 | |
20,994,520 | 3.500%,03/20/2048 | 22,553,559 | 1.4 | |
12,564,391 | 3.500%,01/20/2050 | 13,217,117 | 0.8 | |
4,425,911 | 3.750%,05/20/2042 | 4,761,592 | 0.3 | |
4,380,935 | 3.750%,05/20/2042 | 4,715,911 | 0.3 | |
92,869 | 4.000%,05/20/2033 | 100,906 | 0.0 |
See Accompanying Notes to Financial Statements
9
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
20,018 | 4.000%,08/15/2033 | 21,154 | 0.0 | |
36,298 | 4.000%,01/15/2034 | 38,411 | 0.0 | |
974,126 | 4.000%,05/20/2034 | 1,041,542 | 0.1 | |
515,317 | 4.000%,07/20/2034 | 549,362 | 0.0 | |
1,396,918 | 4.000%,07/20/2034 | 1,493,885 | 0.1 | |
127,935 | 4.000%,08/20/2035 | 136,253 | 0.0 | |
163,892 | 4.000%,05/15/2040 | 173,194 | 0.0 | |
1,568,156 | 4.000%,09/20/2040 | 1,674,598 | 0.1 | |
2,262,796 | 4.000%,07/20/2041 | 2,462,656 | 0.2 | |
8,622,373 | 4.000%,08/20/2042 | 9,476,638 | 0.6 | |
294,309 | 4.000%,09/15/2042 | 311,967 | 0.0 | |
1,717,992 | 4.000%,10/20/2043 | 1,881,010 | 0.1 | |
2,571,911 | 4.000%,12/20/2044 | 2,821,628 | 0.2 | |
2,410,901 | 4.000%,01/20/2045 | 2,644,431 | 0.2 | |
693,051 | 4.000%,06/20/2045 | 753,191 | 0.1 | |
3,085,361 | 4.000%,07/20/2045 | 3,345,899 | 0.2 | |
3,687,109 | 4.000%,09/20/2045 | 3,976,572 | 0.3 | |
246,540 | 4.000%,12/20/2045 | 262,362 | 0.0 | |
4,754,961 | 4.000%,01/20/2046 | 5,100,855 | 0.3 | |
580,626 | 4.000%,01/20/2046 | 622,900 | 0.1 | |
160,999 | 4.000%,02/20/2046 | 173,456 | 0.0 | |
3,429,853 | 4.000%,03/20/2046 | 3,692,511 | 0.2 | |
2,001,907 | 4.000%,04/20/2046 | 2,155,486 | 0.1 | |
879,032 | 4.000%,08/20/2046 | 947,086 | 0.1 | |
6,125,250 | 4.000%,09/20/2047 | 6,530,722 | 0.4 | |
56,000,000 | (5) | 4.000%,10/20/2049 | 59,504,375 | 3.6 |
5,686 | 4.500%,07/20/2036 | 6,106 | 0.0 | |
833,784 | 4.500%,10/15/2039 | 923,073 | 0.1 | |
488,415 | 4.500%,11/15/2039 | 541,670 | 0.0 | |
646,339 | 4.500%,11/15/2039 | 727,194 | 0.1 | |
175,827 | 4.500%,12/15/2039 | 195,625 | 0.0 | |
491,998 | 4.500%,01/15/2040 | 547,600 | 0.0 | |
55,860 | 4.500%,01/20/2040 | 60,172 | 0.0 | |
1,930,345 | 4.500%,02/15/2040 | 2,148,216 | 0.1 | |
487,278 | 4.500%,06/15/2040 | 538,528 | 0.0 | |
63,536 | 4.500%,07/20/2040 | 68,393 | 0.0 | |
342,445 | 4.500%,08/20/2040 | 368,460 | 0.0 | |
1,096,043 | 4.500%,09/20/2041 | 1,217,396 | 0.1 | |
2,785,598 | 4.500%,12/20/2048 | 2,997,685 | 0.2 | |
166,701 | 4.500%,05/20/2049 | 178,545 | 0.0 | |
19,840,787 | 4.500%,11/20/2049 | 21,242,895 | 1.3 | |
26,650,202 | 4.500%,12/20/2049 | 28,551,375 | 1.7 | |
656,025 | 4.750%,06/15/2029 | 728,297 | 0.1 | |
169,830 | 4.750%,01/15/2030 | 188,342 | 0.0 | |
316,591 | 4.750%,09/15/2034 | 351,551 | 0.0 | |
20,385 | 5.000%,03/20/2024 | 22,120 | 0.0 | |
902,895 | 5.000%,04/20/2030 | 1,000,070 | 0.1 | |
189,705 | 5.000%,07/15/2033 | 208,445 | 0.0 | |
67,632 | 5.000%,03/15/2034 | 76,467 | 0.0 | |
34,954 | 5.000%,04/15/2034 | 38,312 | 0.0 | |
68,824 | 5.000%,01/15/2035 | 75,391 | 0.0 | |
160,592 | 5.000%,03/15/2035 | 176,321 | 0.0 | |
13,704 | 5.000%,03/15/2035 | 15,333 | 0.0 | |
49,675 | 5.000%,04/15/2035 | 54,491 | 0.0 | |
64,280 | 5.000%,04/15/2035 | 73,158 | 0.0 | |
282,540 | 5.000%,04/15/2035 | 323,837 | 0.0 | |
24,236 | 5.000%,05/15/2035 | 27,147 | 0.0 | |
70,276 | 5.000%,05/20/2035 | 80,278 | 0.0 | |
363,427 | 5.000%,11/20/2035 | 415,165 | 0.0 | |
181,446 | 5.000%,04/20/2036 | 207,280 | 0.0 | |
144,707 | 5.000%,02/15/2038 | 158,750 | 0.0 | |
43,799 | 5.000%,06/20/2038 | 46,396 | 0.0 | |
27,050 | 5.000%,08/20/2038 | 29,590 | 0.0 | |
177,701 | 5.000%,10/20/2038 | 191,947 | 0.0 | |
31,539 | 5.000%,11/20/2038 | 33,390 | 0.0 | |
204,921 | 5.000%,01/20/2039 | 220,003 | 0.0 | |
166,728 | 5.000%,02/15/2039 | 183,202 | 0.0 | |
223,680 | 5.000%,03/15/2039 | 246,883 | 0.0 | |
132,663 | 5.000%,11/15/2039 | 145,345 | 0.0 | |
816,409 | 5.000%,11/15/2039 | 935,860 | 0.1 | |
713,083 | 5.000%,11/15/2039 | 816,690 | 0.1 | |
126,845 | 5.000%,04/15/2040 | 145,124 | 0.0 | |
860,319 | 5.000%,09/15/2040 | 983,904 | 0.1 | |
816,218 | 5.000%,07/20/2041 | 932,077 | 0.1 | |
125,600,000 | (5) | 5.000%,11/19/2050 | 131,649,405 | 8.0 |
22,792 | 5.250%,01/15/2024 | 25,111 | 0.0 | |
47,408 | 5.250%,06/15/2028 | 52,807 | 0.0 | |
72,602 | 5.250%,06/15/2029 | 80,858 | 0.0 | |
981,392 | 5.250%,01/20/2036 | 1,108,559 | 0.1 | |
118,812 | 5.290%,07/20/2037 | 130,243 | 0.0 | |
171,456 | 5.290%,08/20/2037 | 188,075 | 0.0 | |
136,272 | 5.290%,08/20/2037 | 150,089 | 0.0 | |
382,329 | 5.290%,09/20/2037 | 421,594 | 0.0 | |
102,922 | 5.290%,09/20/2037 | 112,841 | 0.0 | |
119,395 | 5.290%,01/20/2038 | 130,869 | 0.0 | |
8,134 | 5.350%,01/15/2029 | 8,948 | 0.0 | |
16,923 | 5.350%,01/20/2029 | 18,520 | 0.0 | |
64,657 | 5.350%,04/20/2029 | 70,920 | 0.0 | |
33,443 | 5.350%,06/20/2029 | 36,683 | 0.0 | |
42,049 | 5.350%,10/20/2029 | 46,126 | 0.0 | |
152,202 | 5.390%,08/20/2038 | 160,877 | 0.0 | |
75,908 | 5.390%,09/15/2038 | 83,664 | 0.0 | |
95,796 | 5.390%,02/15/2040 | 108,861 | 0.0 | |
44,006 | 5.500%,08/15/2024 | 45,663 | 0.0 | |
20,864 | 5.500%,08/20/2024 | 22,907 | 0.0 | |
638 | 5.500%,04/20/2029 | 702 | 0.0 | |
254,942 | 5.500%,09/15/2029 | 281,065 | 0.0 | |
158,071 | 5.500%,10/15/2029 | 174,269 | 0.0 | |
38,480 | 5.500%,12/20/2032 | 45,654 | 0.0 | |
128,159 | 5.500%,08/20/2033 | 152,053 | 0.0 | |
65,742 | 5.500%,11/20/2033 | 67,307 | 0.0 | |
36,450 | 5.500%,12/20/2033 | 43,248 | 0.0 | |
67,005 | 5.500%,03/20/2034 | 68,616 | 0.0 | |
121,835 | 5.500%,04/20/2034 | 128,080 | 0.0 | |
214,008 | 5.500%,04/20/2034 | 253,920 | 0.0 | |
87,204 | 5.500%,06/20/2034 | 90,065 | 0.0 | |
177,040 | 5.500%,06/20/2034 | 194,984 | 0.0 | |
85,101 | 5.500%,07/20/2034 | 93,596 | 0.0 | |
109,209 | 5.500%,01/20/2035 | 115,028 | 0.0 | |
182,078 | 5.500%,05/15/2035 | 201,307 | 0.0 | |
55,121 | 5.500%,05/20/2035 | 60,613 | 0.0 | |
41,208 | 5.500%,06/20/2035 | 45,298 | 0.0 | |
294,912 | 5.500%,07/15/2035 | 328,860 | 0.0 | |
255,100 | 5.500%,08/15/2035 | 284,597 | 0.0 | |
217,780 | 5.500%,09/20/2035 | 240,762 | 0.0 | |
156,259 | 5.500%,04/15/2036 | 172,800 | 0.0 | |
47,501 | 5.500%,06/20/2036 | 56,370 | 0.0 | |
11,150 | 5.500%,06/20/2038 | 12,360 | 0.0 | |
21,125 | 5.500%,08/20/2038 | 23,418 | 0.0 | |
7,978 | 5.500%,09/20/2038 | 8,815 | 0.0 | |
1,576 | 5.500%,10/20/2038 | 1,713 | 0.0 | |
35,074 | 5.500%,11/20/2038 | 38,948 | 0.0 | |
3,695 | 5.500%,12/20/2038 | 4,076 | 0.0 | |
89,537 | 5.500%,01/15/2039 | 98,968 | 0.0 | |
6,046 | 5.500%,01/20/2039 | 6,525 | 0.0 | |
84,078 | 5.500%,03/20/2039 | 91,431 | 0.0 | |
29,731 | 5.500%,06/15/2039 | 32,854 | 0.0 | |
17,121 | 5.500%,06/20/2039 | 18,638 | 0.0 | |
36,111 | 5.500%,10/20/2039 | 42,558 | 0.0 | |
202,963 | 5.500%,09/15/2040 | 225,136 | 0.0 | |
129,812 | 5.740%,08/20/2037 | 142,956 | 0.0 | |
257,450 | 5.740%,09/20/2037 | 284,233 | 0.0 | |
84,444 | 5.740%,09/20/2037 | 93,013 | 0.0 | |
345,533 | 5.740%,09/20/2037 | 381,709 | 0.0 | |
395,612 | 5.740%,10/20/2037 | 442,932 | 0.0 | |
95,097 | 5.740%,04/20/2038 | 104,739 | 0.0 | |
59,840 | 5.750%,11/15/2024 | 62,750 | 0.0 | |
697,074 | 5.750%,07/15/2029 | 764,448 | 0.1 | |
460,564 | 5.750%,08/15/2029 | 504,010 | 0.0 | |
562,653 | 5.750%,11/15/2029 | 616,936 | 0.1 |
See Accompanying Notes to Financial Statements
10
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
75,458 | 5.750%,11/15/2029 | 82,736 | 0.0 | |
10,335 | 5.900%,03/20/2028 | 11,366 | 0.0 | |
34,383 | 5.900%,05/20/2028 | 37,883 | 0.0 | |
34,504 | 5.900%,09/20/2028 | 38,000 | 0.0 | |
1,288,229 | 5.970%,11/15/2031 | 1,287,415 | 0.1 | |
11,111 | 6.000%,01/20/2024 | 11,220 | 0.0 | |
71,926 | 6.000%,10/15/2025 | 80,332 | 0.0 | |
153,449 | 6.000%,04/15/2026 | 167,749 | 0.0 | |
39,156 | 6.000%,10/20/2027 | 43,155 | 0.0 | |
143,535 | 6.000%,05/15/2029 | 157,161 | 0.0 | |
147,052 | 6.000%,07/15/2029 | 161,688 | 0.0 | |
66,351 | 6.000%,10/20/2034 | 76,278 | 0.0 | |
140,299 | 6.000%,03/15/2037 | 167,389 | 0.0 | |
14,321 | 6.000%,05/20/2038 | 15,648 | 0.0 | |
90,181 | 6.000%,08/20/2038 | 98,401 | 0.0 | |
12,574 | 6.000%,09/20/2038 | 13,698 | 0.0 | |
34,557 | 6.000%,10/20/2038 | 40,072 | 0.0 | |
73,857 | 6.000%,11/15/2038 | 82,355 | 0.0 | |
78,053 | 6.000%,12/15/2038 | 87,050 | 0.0 | |
96,942 | 6.000%,12/15/2038 | 108,114 | 0.0 | |
353,197 | 6.000%,08/15/2039 | 400,043 | 0.0 | |
250,016 | 6.000%,08/15/2039 | 281,364 | 0.0 | |
18,728 | 6.490%,01/15/2028 | 20,817 | 0.0 | |
24,701 | 6.500%,07/20/2029 | 28,499 | 0.0 | |
47,961 | 6.500%,07/20/2032 | 49,598 | 0.0 | |
127,558 | 6.500%,02/15/2034 | 140,346 | 0.0 | |
197 | 6.500%,09/20/2034 | 202 | 0.0 | |
8,109 | 7.500%,08/20/2027 | 9,369 | 0.0 | |
871,893,706 | 53.0 | |||
Uniform Mortgage-Backed Securities: 4.5% | ||||
12,994,000 | (5) | 2.500%,10/25/2050 | 13,629,488 | 0.8 |
722,328 | 4.000%,08/01/2046 | 791,057 | 0.1 | |
31,485,000 | (5) | 2.000%,12/14/2050 | 32,472,282 | 2.0 |
7,255,396 | 3.500%,12/01/2047 | 7,686,862 | 0.5 | |
10,148,394 | 4.000%,05/01/2042 | 11,295,086 | 0.7 | |
941,551 | 4.000%,05/01/2045 | 1,019,689 | 0.1 | |
481,870 | 4.250%,08/01/2035 | 527,853 | 0.0 | |
253,388 | 4.750%,11/01/2034 | 277,964 | 0.0 | |
448,952 | 4.750%,11/01/2034 | 501,542 | 0.0 | |
314,792 | 4.750%,02/01/2035 | 349,764 | 0.0 | |
615,124 | 4.750%,04/01/2035 | 692,908 | 0.1 | |
560,679 | 4.750%,05/01/2035 | 627,274 | 0.1 | |
132,338 | 4.750%,07/01/2035 | 143,924 | 0.0 | |
728,893 | 4.750%,07/01/2035 | 822,891 | 0.1 | |
135,731 | 5.000%,02/01/2033 | 148,896 | 0.0 | |
97,801 | 5.000%,07/01/2033 | 107,159 | 0.0 | |
85,518 | 5.000%,03/01/2036 | 93,583 | 0.0 | |
275,416 | 5.000%,05/01/2036 | 305,429 | 0.0 | |
94,985 | 5.030%,05/01/2037 | 104,084 | 0.0 | |
102,152 | 5.030%,09/01/2037 | 111,799 | 0.0 | |
48,657 | 5.155%,11/01/2036 | 53,514 | 0.0 | |
161,647 | 5.155%,01/01/2037 | 177,704 | 0.0 | |
71,501 | 5.250%,04/01/2032 | 78,842 | 0.0 | |
140,247 | 5.250%,04/01/2032 | 155,017 | 0.0 | |
124,181 | 5.280%,11/01/2036 | 136,986 | 0.0 | |
27,469 | 5.280%,11/01/2036 | 30,268 | 0.0 | |
46,374 | 5.280%,01/01/2037 | 51,077 | 0.0 | |
200,898 | 5.290%,08/01/2037 | 221,823 | 0.0 | |
327,866 | 5.290%,09/01/2037 | 364,428 | 0.0 | |
75,309 | 5.290%,09/01/2037 | 83,112 | 0.0 | |
53,096 | 5.300%,09/01/2036 | 58,519 | 0.0 | |
31,024 | 5.300%,10/01/2036 | 34,195 | 0.0 | |
21,263 | 5.300%,10/01/2036 | 23,460 | 0.0 | |
122,590 | 5.300%,12/01/2036 | 135,026 | 0.0 | |
88,526 | 5.300%,12/01/2036 | 97,519 | 0.0 | |
67,991 | 5.300%,02/01/2037 | 74,967 | 0.0 | |
53,341 | 5.300%,05/01/2037 | 58,888 | 0.0 | |
328,482 | 5.300%,08/01/2037 | 367,916 | 0.0 | |
129,638 | 5.390%,12/01/2037 | 143,187 | 0.0 | |
175,745 | 5.405%,11/01/2036 | 194,389 | 0.0 | |
232,923 | 5.405%,02/01/2037 | 258,067 | 0.0 | |
92,885 | 5.740%,07/01/2037 | 103,324 | 0.0 | |
14,995 | 7.500%,05/01/2028 | 15,055 | 0.0 | |
74,626,817 | 4.5 | |||
Total U.S. Government Agency Obligations (Cost $973,469,567) | 987,927,958 | 60.1 | ||
ASSET-BACKED SECURITIES: 0.2% | ||||
Other Asset-Backed Securities: 0.2% | ||||
149,092 | (2) | Fannie Mae Grantor Trust 2003-T4 2A6, 4.677%, 07/26/2033 | 153,267 | 0.0 |
92,352 | (2) | Fannie Mae REMIC Trust 2001-W4 AF6, 5.610%, 01/25/2032 | 101,437 | 0.0 |
45,684 | (2) | Fannie Mae REMIC Trust 2002-W12 AF6, 5.066%, 02/25/2033 | 45,701 | 0.0 |
48,763 | (2) | Fannie Mae REMIC Trust 2002-W2 AF6, 6.493%, 05/25/2032 | 52,835 | 0.0 |
2,049,843 | Fannie Mae Grantor Trust 2001-T9 A1, 0.368%, (US0001M + 0.220%), 09/25/2031 | 2,018,992 | 0.2 | |
Total Asset-Backed Securities (Cost $2,362,889) | 2,372,232 | 0.2 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.1% | ||||
373,644 | (2) | Ginnie Mae 2004-23 Z, 5.689%, 03/16/2044 | 412,426 | 0.0 |
4,973,554 | (1),(2) | Ginnie Mae 2006-67 IO, 0.479%, 11/16/2046 | 14,816 | 0.0 |
374,083 | (2) | Ginnie Mae 2007-52 Z, 4.350%, 01/16/2048 | 409,110 | 0.0 |
643,158 | Ginnie Mae 2008-39 Z, 4.500%, 02/16/2048 | 690,674 | 0.1 | |
234,778 | (1),(2) | Ginnie Mae 2008-45 IO, 0.853%, 02/16/2048 | 311 | 0.0 |
381,340 | (2) | Ginnie Mae 2009-115 D, 4.602%, 01/16/2050 | 401,453 | 0.0 |
1,833,774 | (1),(2) | Ginnie Mae 2010-122 IO, 0.248%, 02/16/2044 | 2,739 | 0.0 |
62,579 | (1),(2) | Ginnie Mae 2010-123 IA, 2.050%, 10/16/2052 | 694 | 0.0 |
17,675,669 | (1),(2) | Ginnie Mae 2011-47 IO, 0.091%, 01/16/2051 | 31,346 | 0.0 |
172,623 | (2) | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | 177,703 | 0.0 |
Total Commercial Mortgage-Backed Securities (Cost $2,335,913) | 2,141,272 | 0.1 | ||
Total Long-Term Investments (Cost $1,827,387,960) | 1,870,845,733 | 113.8 | ||
SHORT-TERM INVESTMENTS: 19.8% | ||||
U.S. Treasury Bills: 19.8% | ||||
21,000,000 | (6) | United States Treasury Bill, 0.050%, 10/06/2020 | 20,999,832 | 1.3 |
3,288,000 | (6) | United States Treasury Bill, 0.050%, 10/08/2020 | 3,287,965 | 0.2 |
See Accompanying Notes to Financial Statements
11
Voya GNMA Income Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
28,975,000 | (6) | United States Treasury Bill, 0.060%, 10/13/2020 | 28,974,433 | 1.8 |
4,200,000 | (6) | United States Treasury Bill, 0.070%, 10/20/2020 | 4,199,837 | 0.3 |
48,000,000 | (6) | United States Treasury Bill, 0.070%, 10/27/2020 | 47,997,573 | 2.9 |
190,000,000 | (6) | United States Treasury Bill, 0.080%, 11/03/2020 | 189,985,579 | 11.5 |
30,350,000 | (6) | United States Treasury Bill, 0.090%, 11/27/2020 | 30,345,675 | 1.8 |
Total U.S. Treasury Bills | ||||
Total Short-Term Investments (Cost $325,787,500) | 325,790,894 | 19.8 | ||
Total Investments in Securities (Cost $2,153,175,460) | $ 2,196,636,627 | 133.6 | ||
Liabilities in Excess of Other Assets | (552,406,443) | (33.6) | ||
Net Assets | $ 1,644,230,184 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(2) | Variable rate security. Rate shown is the rate in effect as of September 30, 2020. |
(3) | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(5) | Represents or includes a TBA transaction. |
(6) | Represents a zero coupon bond. Rate shown reflects the effective yield as of September 30, 2020. |
Reference Rate Abbreviations: | |
H15T1Y | U.S. Treasury 1-Year Constant Maturity |
US0001M | 1-month LIBOR |
See Accompanying Notes to Financial Statements
12
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 95.3% | ||||
Basic Materials: 6.1% | ||||
1,510,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | $ 1,530,604 | 0.2 |
1,800,000 | CF Industries, Inc., 5.375%, 03/15/2044 | 2,170,584 | 0.3 | |
750,000 | (2) | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | 699,375 | 0.1 |
2,710,000 | (1) | Cleveland-Cliffs, Inc., 6.750%, 03/15/2026 | 2,759,999 | 0.3 |
1,675,000 | (1) | Compass Minerals International, Inc., 6.750%, 12/01/2027 | 1,811,831 | 0.2 |
1,775,000 | (1) | Constellium SE, 5.625%, 06/15/2028 | 1,811,609 | 0.2 |
1,650,000 | (1),(2) | Constellium SE, 6.625%, 03/01/2025 | 1,691,250 | 0.2 |
1,925,000 | (1) | Element Solutions, Inc., 3.875%, 09/01/2028 | 1,892,516 | 0.2 |
2,500,000 | (1) | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | 2,411,375 | 0.3 |
3,725,000 | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | 3,778,547 | 0.4 | |
350,000 | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 359,079 | 0.0 | |
965,000 | Freeport-McMoRan, Inc., 4.375%, 08/01/2028 | 999,576 | 0.1 | |
950,000 | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 1,016,790 | 0.1 | |
965,000 | Freeport-McMoRan, Inc., 4.625%, 08/01/2030 | 1,016,362 | 0.1 | |
1,975,000 | (1) | Hudbay Minerals, Inc., 6.125%, 04/01/2029 | 1,962,656 | 0.2 |
1,910,000 | (1) | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | 2,050,863 | 0.2 |
1,220,000 | (1) | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | 1,287,100 | 0.1 |
1,450,000 | Methanex Corp., 5.650%, 12/01/2044 | 1,312,250 | 0.2 | |
341,000 | (1) | Novelis Corp., 4.750%, 01/30/2030 | 333,493 | 0.0 |
3,175,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 3,266,281 | 0.4 |
1,325,000 | OCI NV, 4.625%, 10/15/2025 | 1,325,000 | 0.2 | |
1,250,000 | (1) | OCI NV, 5.250%, 11/01/2024 | 1,293,531 | 0.2 |
1,650,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 1,708,163 | 0.2 |
1,350,000 | Olin Corp., 5.125%, 09/15/2027 | 1,339,031 | 0.2 | |
2,575,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 2,725,792 | 0.3 |
1,960,000 | (1) | SPCM SA, 4.875%, 09/15/2025 | 2,034,656 | 0.2 |
2,175,000 | (1) | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | 2,169,563 | 0.3 |
1,820,000 | (1),(2) | Tronox, Inc., 6.500%, 04/15/2026 | 1,823,413 | 0.2 |
2,475,000 | (1) | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | 2,148,609 | 0.2 |
2,400,000 | (1) | WR Grace & Co-Conn, 4.875%, 06/15/2027 | 2,482,980 | 0.3 |
53,212,878 | 6.1 | |||
Communications: 18.9% | ||||
1,925,000 | (1),(2) | Altice France Holding SA, 6.000%, 02/15/2028 | 1,839,617 | 0.2 |
3,375,000 | (1) | Altice France Holding SA, 10.500%, 05/15/2027 | 3,756,797 | 0.4 |
1,350,000 | (1) | Altice France SA/France, 5.125%, 01/15/2029 | 1,349,561 | 0.2 |
2,425,000 | (1) | Altice France SA/France, 7.375%, 05/01/2026 | 2,543,704 | 0.3 |
2,125,000 | (1) | Altice France SA/France, 8.125%, 02/01/2027 | 2,318,067 | 0.3 |
1,985,000 | (1) | ANGI Group LLC, 3.875%, 08/15/2028 | 1,968,872 | 0.2 |
1,355,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | 1,415,975 | 0.2 |
950,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.750%, 03/01/2030 | 1,007,000 | 0.1 |
3,825,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 4,029,848 | 0.5 |
1,825,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 1,920,356 | 0.2 |
2,275,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 2,374,884 | 0.3 |
3,800,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 3,956,750 | 0.5 |
875,000 | CenturyLink, Inc., 5.625%, 04/01/2025 | 938,153 | 0.1 | |
875,000 | CenturyLink, Inc., 5.800%, 03/15/2022 | 907,266 | 0.1 | |
2,275,000 | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | 2,211,311 | 0.3 | |
3,266,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 3,314,663 | 0.4 |
300,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 288,562 | 0.0 |
1,485,000 | (1) | CommScope, Inc., 7.125%, 07/01/2028 | 1,527,798 | 0.2 |
2,950,000 | (1) | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | 2,963,865 | 0.3 |
1,925,000 | Consolidated Communications, Inc., 6.500%, 10/01/2022 | 1,927,551 | 0.2 | |
2,100,000 | (1) | Consolidated Communications, Inc., 6.500%, 10/01/2028 | 2,147,250 | 0.2 |
See Accompanying Notes to Financial Statements
13
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
2,400,000 | (1) | CSC Holdings LLC, 4.625%, 12/01/2030 | 2,414,676 | 0.3 |
4,550,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 4,888,406 | 0.6 | |
2,450,000 | (1) | CSC Holdings LLC, 5.500%, 05/15/2026 | 2,551,062 | 0.3 |
1,870,000 | (1) | CSC Holdings LLC, 5.750%, 01/15/2030 | 1,989,615 | 0.2 |
1,850,000 | CSC Holdings LLC, 5.875%, 09/15/2022 | 1,959,844 | 0.2 | |
1,025,000 | (1) | CSC Holdings LLC, 7.500%, 04/01/2028 | 1,133,768 | 0.1 |
2,575,000 | (1) | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | 2,389,819 | 0.3 |
1,525,000 | (1) | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | 1,082,620 | 0.1 |
4,425,000 | (1),(2) | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | 2,306,531 | 0.3 |
875,000 | DISH DBS Corp., 5.000%, 03/15/2023 | 893,594 | 0.1 | |
2,200,000 | DISH DBS Corp., 5.875%, 07/15/2022 | 2,290,200 | 0.3 | |
2,725,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 2,810,156 | 0.3 | |
1,755,000 | DISH DBS Corp., 7.375%, 07/01/2028 | 1,809,844 | 0.2 | |
2,325,000 | Embarq Corp., 7.995%, 06/01/2036 | 2,757,299 | 0.3 | |
2,700,000 | (1),(2) | Entercom Media Corp., 7.250%, 11/01/2024 | 2,262,937 | 0.3 |
535,000 | (1) | Expedia Group, Inc., 6.250%, 05/01/2025 | 590,337 | 0.1 |
1,200,000 | (1) | Expedia Group, Inc., 7.000%, 05/01/2025 | 1,298,957 | 0.2 |
925,000 | (1),(3) | Frontier Communications Corp., 8.000%, 04/01/2027 | 923,266 | 0.1 |
2,100,000 | (1) | GCI LLC, 4.750%, 10/15/2028 | 2,131,521 | 0.2 |
2,175,000 | (2) | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | 2,361,528 | 0.3 |
875,000 | (1) | iHeartCommunications, Inc., 5.250%, 08/15/2027 | 854,604 | 0.1 |
3,200,000 | iHeartCommunications, Inc., 8.375%, 05/01/2027 | 3,157,808 | 0.4 | |
2,700,000 | (1) | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | 2,824,875 | 0.3 |
1,825,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 1,892,890 | 0.2 | |
1,105,000 | (1) | Match Group Holdings II LLC, 4.125%, 08/01/2030 | 1,119,674 | 0.1 |
505,000 | (1) | Match Group Holdings II LLC, 4.625%, 06/01/2028 | 521,097 | 0.1 |
2,100,000 | (1) | MDC Partners, Inc., 6.500%, 05/01/2024 | 1,919,421 | 0.2 |
3,375,000 | (2) | Meredith Corp., 6.875%, 02/01/2026 | 2,824,453 | 0.3 |
1,800,000 | (1) | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | 1,855,908 | 0.2 |
1,400,000 | (1) | Netflix, Inc., 4.875%, 06/15/2030 | 1,598,625 | 0.2 |
2,775,000 | Netflix, Inc., 5.875%, 11/15/2028 | 3,316,097 | 0.4 | |
2,400,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | 2,521,236 | 0.3 |
2,400,000 | (1) | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | 2,466,930 | 0.3 |
3,100,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 3,242,708 | 0.4 |
3,175,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 3,425,031 | 0.4 | |
7,100,000 | Sprint Corp., 7.125%, 06/15/2024 | 8,178,277 | 0.9 | |
1,525,000 | Sprint Corp., 7.625%, 03/01/2026 | 1,845,097 | 0.2 | |
355,000 | (1) | TEGNA, Inc., 4.625%, 03/15/2028 | 348,006 | 0.0 |
850,000 | (1) | TEGNA, Inc., 4.750%, 03/15/2026 | 870,145 | 0.1 |
2,250,000 | (1) | TEGNA, Inc., 5.000%, 09/15/2029 | 2,223,990 | 0.3 |
1,375,000 | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 1,600,074 | 0.2 | |
1,775,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 2,108,141 | 0.2 | |
2,950,000 | (1) | Terrier Media Buyer, Inc., 8.875%, 12/15/2027 | 2,977,656 | 0.3 |
2,200,000 | T-Mobile USA, Inc., 5.125%, 04/15/2025 | 2,254,967 | 0.3 | |
4,100,000 | T-Mobile USA, Inc., 5.375%, 04/15/2027 | 4,386,590 | 0.5 | |
2,910,000 | (1) | Univision Communications, Inc., 6.625%, 06/01/2027 | 2,848,163 | 0.3 |
1,000,000 | (1) | Univision Communications, Inc., 9.500%, 05/01/2025 | 1,075,000 | 0.1 |
1,500,000 | (4) | ViacomCBS, Inc., 6.250%, 02/28/2057 | 1,649,580 | 0.2 |
2,250,000 | (1) | ViaSat, Inc., 5.625%, 09/15/2025 | 2,207,813 | 0.3 |
400,000 | (1),(2) | ViaSat, Inc., 5.625%, 04/15/2027 | 412,250 | 0.0 |
1,035,000 | (1),(2) | ViaSat, Inc., 6.500%, 07/15/2028 | 1,038,100 | 0.1 |
1,875,000 | (1) | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | 2,015,700 | 0.2 |
1,420,000 | (1) | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | 1,417,870 | 0.2 |
325,000 | (1) | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | 336,538 | 0.0 |
2,025,000 | (1) | VTR Finance NV, 6.375%, 07/15/2028 | 2,128,781 | 0.2 |
3,135,000 | (1) | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | 3,236,355 | 0.4 |
164,254,280 | 18.9 |
See Accompanying Notes to Financial Statements
14
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
Consumer, Cyclical: 20.3% | ||||
5,525,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 5,674,479 | 0.7 |
1,940,000 | (1) | Adams Homes, Inc., 7.500%, 02/15/2025 | 1,965,462 | 0.2 |
2,925,000 | (1),(2) | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | 2,791,547 | 0.3 |
665,000 | (1) | Adient US LLC, 9.000%, 04/15/2025 | 734,409 | 0.1 |
2,625,000 | (1) | Allison Transmission, Inc., 5.875%, 06/01/2029 | 2,842,521 | 0.3 |
945,000 | (1) | AMC Entertainment Holdings, Inc., 10.500%, 04/15/2025 | 708,750 | 0.1 |
796,000 | (1),(5) | AMC Entertainment Holdings, Inc., 12.000% (PIK Rate 12.000%, Cash Rate 10.000%), 06/15/2026 | 226,860 | 0.0 |
2,100,000 | (2) | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | 2,041,032 | 0.2 |
1,375,000 | (1) | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | 1,386,172 | 0.2 |
1,155,000 | (1) | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 1,165,828 | 0.1 |
1,125,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | 1,133,437 | 0.1 |
1,000,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 1,018,645 | 0.1 |
1,925,000 | (1) | Avient Corp., 5.750%, 05/15/2025 | 2,042,906 | 0.2 |
2,850,000 | (1) | Beacon Roofing Supply, Inc., 4.875%, 11/01/2025 | 2,798,173 | 0.3 |
2,100,000 | Boyd Gaming Corp., 6.000%, 08/15/2026 | 2,173,101 | 0.3 | |
2,075,000 | (1) | Boyd Gaming Corp., 8.625%, 06/01/2025 | 2,277,375 | 0.3 |
2,200,000 | (1) | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | 2,296,261 | 0.3 |
3,100,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 3,003,326 | 0.3 |
1,150,000 | (1) | Carnival Corp., 9.875%, 08/01/2027 | 1,218,413 | 0.1 |
3,150,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 3,285,907 | 0.4 | |
2,025,000 | (1) | Cinemark USA, Inc., 8.750%, 05/01/2025 | 2,155,359 | 0.3 |
350,000 | (1),(5) | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625%), 09/15/2024 | 353,682 | 0.0 |
3,175,000 | (1) | Core & Main L.P., 6.125%, 08/15/2025 | 3,221,990 | 0.4 |
3,575,000 | Dana, Inc., 5.500%, 12/15/2024 | 3,655,437 | 0.4 | |
745,000 | Dana, Inc., 5.625%, 06/15/2028 | 770,431 | 0.1 | |
1,175,000 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 1,220,805 | 0.1 |
2,925,000 | Delta Air Lines, Inc., 2.900%, 10/28/2024 | 2,606,664 | 0.3 | |
455,000 | Delta Air Lines, Inc., 7.375%, 01/15/2026 | 477,618 | 0.1 | |
2,150,000 | Ford Motor Co., 9.000%, 04/22/2025 | 2,467,759 | 0.3 | |
2,025,000 | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | 1,973,109 | 0.2 | |
1,775,000 | Ford Motor Credit Co. LLC, 4.250%, 09/20/2022 | 1,793,282 | 0.2 | |
2,875,000 | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | 2,867,467 | 0.3 | |
2,875,000 | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 2,957,656 | 0.3 | |
2,600,000 | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | 2,708,127 | 0.3 | |
1,695,000 | (1),(2) | Golden Entertainment, Inc., 7.625%, 04/15/2026 | 1,678,838 | 0.2 |
1,110,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 928,237 | 0.1 |
2,900,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 3,026,875 | 0.4 | |
1,000,000 | Hilton Domestic Operating Co., Inc., 5.125%, 05/01/2026 | 1,029,810 | 0.1 | |
760,000 | (1) | Hilton Domestic Operating Co., Inc., 5.750%, 05/01/2028 | 805,125 | 0.1 |
1,625,000 | (1) | IAA, Inc., 5.500%, 06/15/2027 | 1,695,078 | 0.2 |
1,775,000 | (1) | Installed Building Products, Inc., 5.750%, 02/01/2028 | 1,874,507 | 0.2 |
1,300,000 | (1) | IRB Holding Corp., 6.750%, 02/15/2026 | 1,302,438 | 0.2 |
3,275,000 | L Brands, Inc., 6.750%, 07/01/2036 | 3,215,641 | 0.4 | |
1,195,000 | (1) | L Brands, Inc., 6.875%, 07/01/2025 | 1,292,404 | 0.2 |
535,000 | (1) | L Brands, Inc., 9.375%, 07/01/2025 | 614,581 | 0.1 |
425,000 | Lennar Corp., 8.375%, 01/15/2021 | 433,500 | 0.1 | |
3,025,000 | Lennar Corp., 5.250%, 06/01/2026 | 3,391,207 | 0.4 | |
540,000 | Lennar Corp., 5.375%, 10/01/2022 | 571,598 | 0.1 | |
3,450,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 3,402,200 | 0.4 |
1,925,000 | M/I Homes, Inc., 4.950%, 02/01/2028 | 1,988,766 | 0.2 | |
775,000 | M/I Homes, Inc., 5.625%, 08/01/2025 | 804,950 | 0.1 | |
1,175,000 | Mattel, Inc., 5.450%, 11/01/2041 | 1,103,807 | 0.1 | |
1,150,000 | (1),(2) | Mattel, Inc., 5.875%, 12/15/2027 | 1,239,844 | 0.1 |
1,650,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 1,833,249 | 0.2 | |
1,775,000 | Meritage Homes Corp., 7.000%, 04/01/2022 | 1,905,489 | 0.2 |
See Accompanying Notes to Financial Statements
15
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
750,000 | (1) | MGM China Holdings Ltd., 5.875%, 05/15/2026 | 774,255 | 0.1 |
527,000 | MGM Resorts International, 5.500%, 04/15/2027 | 551,455 | 0.1 | |
1,175,000 | MGM Resorts International, 6.000%, 03/15/2023 | 1,221,154 | 0.1 | |
2,375,000 | (1),(2) | Michaels Stores, Inc., 8.000%, 07/15/2027 | 2,485,889 | 0.3 |
2,300,000 | (1) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 2,400,625 | 0.3 |
2,450,000 | (1),(2) | Motion Bondco DAC, 6.625%, 11/15/2027 | 2,133,142 | 0.2 |
1,850,000 | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | 1,974,533 | 0.2 | |
450,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 479,727 | 0.1 | |
2,075,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 2,133,359 | 0.2 |
2,600,000 | (1),(2) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 2,700,490 | 0.3 |
1,425,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 1,462,193 | 0.2 |
4,050,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 4,090,500 | 0.5 |
2,440,000 | (1) | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | 2,631,760 | 0.3 |
655,000 | (1) | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | 695,119 | 0.1 |
2,100,000 | (1) | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | 2,442,027 | 0.3 |
1,150,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 1,159,344 | 0.1 |
2,125,000 | (1) | Scientific Games International, Inc., 7.000%, 05/15/2028 | 2,133,792 | 0.2 |
1,000,000 | (1),(2) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 1,048,215 | 0.1 |
950,000 | (1) | Scientific Games International, Inc., 8.625%, 07/01/2025 | 993,083 | 0.1 |
3,225,000 | (1) | SeaWorld Parks & Entertainment, Inc., 9.500%, 08/01/2025 | 3,337,811 | 0.4 |
2,625,000 | Sonic Automotive, Inc., 6.125%, 03/15/2027 | 2,719,658 | 0.3 | |
1,975,000 | (1) | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | 2,013,266 | 0.2 |
1,900,000 | (1) | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | 1,828,180 | 0.2 |
675,000 | (1) | Station Casinos LLC, 4.500%, 02/15/2028 | 625,641 | 0.1 |
2,175,000 | (1) | Station Casinos LLC, 5.000%, 10/01/2025 | 2,143,299 | 0.2 |
2,160,000 | (1) | STL Holding Co. LLC, 7.500%, 02/15/2026 | 2,157,300 | 0.3 |
2,800,000 | (2) | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 2,912,742 | 0.3 |
1,725,000 | Tenneco, Inc., 5.000%, 07/15/2026 | 1,281,942 | 0.2 | |
2,000,000 | TRI Pointe Group, Inc., 5.700%, 06/15/2028 | 2,195,000 | 0.3 | |
1,600,000 | United Airlines Holdings, Inc., 4.250%, 10/01/2022 | 1,482,000 | 0.2 | |
1,600,000 | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | 1,380,000 | 0.2 | |
1,650,000 | (1) | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | 1,696,101 | 0.2 |
1,950,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 1,519,781 | 0.2 |
1,055,000 | (1) | Viking Cruises Ltd., 13.000%, 05/15/2025 | 1,223,800 | 0.1 |
450,000 | (1) | VOC Escrow Ltd., 5.000%, 02/15/2028 | 399,458 | 0.0 |
535,000 | (1) | William Carter Co/The, 5.500%, 05/15/2025 | 561,416 | 0.1 |
1,975,000 | (1) | William Carter Co/The, 5.625%, 03/15/2027 | 2,066,344 | 0.2 |
1,065,000 | (1) | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | 1,071,299 | 0.1 |
2,300,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 2,318,688 | 0.3 |
500,000 | (1) | Wolverine World Wide, Inc., 6.375%, 05/15/2025 | 529,688 | 0.1 |
1,650,000 | (1) | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | 1,603,594 | 0.2 |
1,155,000 | (1) | Wyndham Hotels & Resorts, Inc., 5.375%, 04/15/2026 | 1,177,378 | 0.1 |
175,907,182 | 20.3 | |||
Consumer, Non-cyclical: 17.7% | ||||
2,700,000 | (1) | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | 2,782,046 | 0.3 |
1,925,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 1,872,062 | 0.2 |
925,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | 965,237 | 0.1 |
2,250,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 2,405,677 | 0.3 |
1,425,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | 1,519,406 | 0.2 |
2,675,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | 2,911,095 | 0.3 |
2,400,000 | (1) | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 2,464,500 | 0.3 |
1,975,000 | (1) | Avantor Funding, Inc., 4.625%, 07/15/2028 | 2,051,531 | 0.2 |
See Accompanying Notes to Financial Statements
16
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
4,975,000 | (1) | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | 5,473,321 | 0.6 |
2,100,000 | (1) | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | 2,071,398 | 0.2 |
675,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 691,706 | 0.1 |
1,025,000 | (1) | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | 1,050,369 | 0.1 |
1,550,000 | (1) | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | 1,641,744 | 0.2 |
1,825,000 | (1),(2) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 1,831,652 | 0.2 |
1,875,000 | (1) | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | 1,953,169 | 0.2 |
350,000 | Centene Corp., 3.375%, 02/15/2030 | 363,673 | 0.1 | |
3,450,000 | Centene Corp., 4.625%, 12/15/2029 | 3,725,845 | 0.4 | |
1,400,000 | Centene Corp., 4.750%, 01/15/2025 | 1,440,670 | 0.2 | |
925,000 | Centene Corp., 4.750%, 01/15/2025 | 951,871 | 0.1 | |
900,000 | (1) | Centene Corp., 5.375%, 06/01/2026 | 951,048 | 0.1 |
2,650,000 | (1) | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | 2,747,745 | 0.3 |
2,875,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 2,813,906 | 0.3 | |
2,675,000 | (1) | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | 2,594,215 | 0.3 |
2,750,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 2,822,187 | 0.3 |
975,000 | (1) | DaVita, Inc., 3.750%, 02/15/2031 | 941,899 | 0.1 |
1,065,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | 1,093,782 | 0.1 |
1,975,000 | (1) | Emergent BioSolutions, Inc., 3.875%, 08/15/2028 | 1,987,699 | 0.2 |
1,320,000 | Encompass Health Corp., 4.625%, 04/01/2031 | 1,320,000 | 0.2 | |
829,000 | (1) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | 610,144 | 0.1 |
542,000 | (1) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | 567,406 | 0.1 |
3,755,000 | (1) | Garda World Security Corp., 8.750%, 05/15/2025 | 3,804,247 | 0.4 |
300,000 | (1) | Garda World Security Corp., 9.500%, 11/01/2027 | 315,507 | 0.0 |
875,000 | (1) | Gartner, Inc., 3.750%, 10/01/2030 | 886,747 | 0.1 |
1,950,000 | (1) | Gartner, Inc., 4.500%, 07/01/2028 | 2,045,452 | 0.2 |
2,085,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 2,201,885 | 0.3 |
2,000,000 | HCA, Inc., 3.500%, 09/01/2030 | 2,040,493 | 0.2 | |
5,000,000 | HCA, Inc., 5.375%, 02/01/2025 | 5,482,425 | 0.6 | |
1,125,000 | HCA, Inc., 5.625%, 09/01/2028 | 1,288,941 | 0.2 | |
1,675,000 | (1) | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | 1,738,462 | 0.2 |
685,000 | (1) | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | 706,667 | 0.1 |
1,930,000 | (1) | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | 2,016,850 | 0.2 |
1,213,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 1,238,139 | 0.2 |
3,025,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 3,293,348 | 0.4 |
1,850,000 | (1) | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | 2,018,812 | 0.2 |
2,700,000 | (1) | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | 2,929,081 | 0.3 |
1,950,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 2,007,854 | 0.2 | |
4,850,000 | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | 5,591,665 | 0.7 | |
1,300,000 | Kraft Heinz Foods Co., 5.000%, 06/04/2042 | 1,423,825 | 0.2 | |
1,650,000 | (1) | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | 1,894,565 | 0.2 |
2,625,000 | (1) | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | 2,634,844 | 0.3 |
1,375,000 | (1) | Molina Healthcare, Inc., 4.375%, 06/15/2028 | 1,404,562 | 0.2 |
1,200,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 1,256,250 | 0.2 | |
3,075,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 3,163,406 | 0.4 |
1,450,000 | New Albertsons L.P., 7.450%, 08/01/2029 | 1,643,662 | 0.2 | |
300,000 | (1) | Nielsen Finance LLC / Nielsen Finance Co., 5.625%, 10/01/2028 | 309,000 | 0.0 |
1,975,000 | (1) | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | 2,047,976 | 0.2 |
1,728,000 | (1) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 1,812,655 | 0.2 |
2,150,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 2,193,000 | 0.3 |
2,250,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 2,325,938 | 0.3 |
650,000 | (1),(2),(5) | Polaris Intermediate Corp., 8.500% (PIK Rate 9.250%, Cash Rate 8.500%), 12/01/2022 | 662,188 | 0.1 |
1,400,000 | (1) | Post Holdings, Inc., 4.625%, 04/15/2030 | 1,442,000 | 0.2 |
3,900,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 4,137,666 | 0.5 |
3,125,000 | (1) | Select Medical Corp., 6.250%, 08/15/2026 | 3,254,813 | 0.4 |
1,150,000 | (1) | Spectrum Brands, Inc., 5.500%, 07/15/2030 | 1,215,406 | 0.1 |
See Accompanying Notes to Financial Statements
17
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
2,625,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 2,712,938 | 0.3 | |
1,725,000 | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 1,728,881 | 0.2 | |
2,460,000 | (1) | Tenet Healthcare Corp., 6.125%, 10/01/2028 | 2,400,038 | 0.3 |
4,125,000 | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 4,335,375 | 0.5 | |
1,025,000 | Tenet Healthcare Corp., 8.125%, 04/01/2022 | 1,140,210 | 0.1 | |
1,950,000 | (2) | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 1,993,534 | 0.2 |
1,755,000 | TreeHouse Foods, Inc., 4.000%, 09/01/2028 | 1,778,263 | 0.2 | |
480,000 | United Rentals North America, Inc., 3.875%, 02/15/2031 | 488,100 | 0.1 | |
1,650,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 1,734,563 | 0.2 | |
825,000 | United Rentals North America, Inc., 5.250%, 01/15/2030 | 901,828 | 0.1 | |
1,165,000 | (1) | Varex Imaging Corp., 7.875%, 10/15/2027 | 1,208,688 | 0.1 |
1,975,000 | (1) | Vizient, Inc., 6.250%, 05/15/2027 | 2,075,844 | 0.2 |
2,325,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 2,376,824 | 0.3 |
153,920,420 | 17.7 | |||
Energy: 10.5% | ||||
2,000,000 | Antero Resources Corp., 5.000%, 03/01/2025 | 1,253,750 | 0.1 | |
2,675,000 | (2) | Apache Corp., 4.375%, 10/15/2028 | 2,452,641 | 0.3 |
2,675,000 | Apache Corp., 5.100%, 09/01/2040 | 2,409,573 | 0.3 | |
1,350,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | 1,275,750 | 0.1 |
700,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 673,897 | 0.1 |
1,750,000 | (1) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | 1,546,230 | 0.2 |
750,000 | Cenovus Energy, Inc., 3.800%, 09/15/2023 | 725,769 | 0.1 | |
200,000 | Cenovus Energy, Inc., 5.250%, 06/15/2037 | 173,653 | 0.0 | |
575,000 | Cenovus Energy, Inc., 5.375%, 07/15/2025 | 554,096 | 0.1 | |
1,125,000 | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 950,114 | 0.1 | |
2,650,000 | (1) | CNX Resources Corp., 7.250%, 03/14/2027 | 2,706,365 | 0.3 |
2,735,000 | Comstock Resources, Inc., 9.750%, 08/15/2026 | 2,820,332 | 0.3 | |
700,000 | Comstock Resources, Inc., 9.750%, 08/15/2026 | 718,952 | 0.1 | |
950,000 | (2) | Continental Resources, Inc./OK, 5.000%, 09/15/2022 | 944,423 | 0.1 |
550,000 | (2) | Continental Resources, Inc., 4.900%, 06/01/2044 | 416,820 | 0.0 |
1,874,000 | (2) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 1,710,025 | 0.2 |
1,025,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/2023 | 1,004,720 | 0.1 | |
955,000 | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | 942,289 | 0.1 | |
955,000 | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | 987,069 | 0.1 | |
200,000 | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | 183,551 | 0.0 | |
1,950,000 | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | 1,996,800 | 0.2 | |
2,200,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 2,004,519 | 0.2 | |
3,295,000 | EnLink Midstream LLC, 5.375%, 06/01/2029 | 2,677,188 | 0.3 | |
3,875,000 | (1) | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | 4,090,547 | 0.5 |
975,000 | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | 983,950 | 0.1 | |
1,475,000 | (1) | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 1,522,938 | 0.2 |
465,000 | EQM Midstream Partners L.P., 6.500%, 07/15/2048 | 438,697 | 0.1 | |
900,000 | (1) | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | 898,785 | 0.1 |
1,653,000 | (1) | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | 1,687,060 | 0.2 |
1,975,000 | (1) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 10/01/2025 | 1,794,574 | 0.2 |
1,110,000 | (1) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/2024 | 1,011,371 | 0.1 |
2,000,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 1,951,560 | 0.2 |
2,900,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 1,750,324 | 0.2 |
1,475,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 1,290,596 | 0.2 | |
950,000 | Murphy Oil Corp., 5.875%, 12/01/2027 | 812,231 | 0.1 | |
1,900,000 | (1) | Nabors Industries Ltd., 7.250%, 01/15/2026 | 942,875 | 0.1 |
3,050,000 | Newfield Exploration Co., 5.375%, 01/01/2026 | 2,871,015 | 0.3 |
See Accompanying Notes to Financial Statements
18
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
2,538,000 | Occidental Petroleum Corp., 2.700%, 08/15/2022 | 2,376,063 | 0.3 | |
1,440,000 | Occidental Petroleum Corp., 3.125%, 02/15/2022 | 1,366,358 | 0.2 | |
6,050,000 | Occidental Petroleum Corp., 4.200%, 03/15/2048 | 4,166,938 | 0.5 | |
1,000,000 | Occidental Petroleum Corp., 4.400%, 04/15/2046 | 715,170 | 0.1 | |
2,410,000 | Occidental Petroleum Corp., 6.625%, 09/01/2030 | 2,227,744 | 0.3 | |
1,950,000 | Occidental Petroleum Corp., 8.500%, 07/15/2027 | 1,968,691 | 0.2 | |
2,975,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | 2,965,703 | 0.3 |
3,825,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 3,607,396 | 0.4 | |
2,420,000 | QEP Resources, Inc., 5.250%, 05/01/2023 | 1,765,088 | 0.2 | |
2,250,000 | (1) | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | 2,035,170 | 0.2 |
500,000 | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 504,323 | 0.1 | |
45,000 | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 45,104 | 0.0 | |
45,000 | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 46,173 | 0.0 | |
1,450,000 | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | 1,492,594 | 0.2 | |
1,125,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 1,015,768 | 0.1 |
1,550,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | 1,559,184 | 0.2 |
2,250,000 | (1) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | 2,183,175 | 0.3 |
1,325,000 | (1) | Viper Energy Partners L.P., 5.375%, 11/01/2027 | 1,307,364 | 0.2 |
925,000 | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 749,250 | 0.1 | |
3,525,000 | Western Midstream Operating L.P., 5.450%, 04/01/2044 | 3,020,484 | 0.3 | |
775,000 | WPX Energy, Inc., 4.500%, 01/15/2030 | 766,742 | 0.1 | |
1,825,000 | WPX Energy, Inc., 5.250%, 10/15/2027 | 1,855,459 | 0.2 | |
90,914,990 | 10.5 | |||
Financial: 3.3% | ||||
1,850,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 2,079,991 | 0.3 | |
1,900,000 | (1) | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | 1,978,423 | 0.2 |
3,325,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 3,363,154 | 0.4 |
2,775,000 | (1) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 2,838,270 | 0.3 |
1,585,000 | (4) | JPMorgan Chase & Co., 4.600%, 12/31/2199 | 1,555,281 | 0.2 |
2,025,000 | (1) | LPL Holdings, Inc., 4.625%, 11/15/2027 | 2,051,578 | 0.2 |
1,775,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 1,886,435 | 0.2 | |
675,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 4.625%, 08/01/2029 | 703,478 | 0.1 | |
2,350,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 2,454,516 | 0.3 | |
700,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 709,846 | 0.1 | |
600,000 | Navient Corp., 5.000%, 03/15/2027 | 564,246 | 0.1 | |
925,000 | Navient Corp., 7.250%, 09/25/2023 | 959,109 | 0.1 | |
3,625,000 | OneMain Finance Corp., 5.375%, 11/15/2029 | 3,779,063 | 0.4 | |
850,000 | OneMain Finance Corp., 6.625%, 01/15/2028 | 944,767 | 0.1 | |
2,675,000 | (1) | Quicken Loans LLC, 5.250%, 01/15/2028 | 2,823,556 | 0.3 |
28,691,713 | 3.3 | |||
Industrial: 9.7% | ||||
2,030,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 2,098,299 | 0.2 |
500,000 | AECOM, 5.125%, 03/15/2027 | 541,840 | 0.1 | |
2,675,000 | AECOM, 5.875%, 10/15/2024 | 2,902,375 | 0.3 | |
3,525,000 | (1),(5) | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | 3,511,076 | 0.4 |
2,125,000 | (1) | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | 2,153,996 | 0.2 |
3,175,000 | (1) | Berry Global, Inc., 5.625%, 07/15/2027 | 3,335,734 | 0.4 |
2,750,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 2,830,781 | 0.3 |
650,000 | (1) | Bombardier, Inc., 6.000%, 10/15/2022 | 603,688 | 0.1 |
See Accompanying Notes to Financial Statements
19
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
1,675,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 1,699,430 | 0.2 |
1,275,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 1,322,016 | 0.2 |
1,220,000 | (1) | Builders FirstSource, Inc., 6.750%, 06/01/2027 | 1,308,450 | 0.1 |
2,225,000 | (1) | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | 2,252,479 | 0.3 |
3,625,000 | (1) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 3,817,578 | 0.4 |
1,900,000 | (1) | Clark Equipment Co., 5.875%, 06/01/2025 | 1,971,250 | 0.2 |
1,025,000 | (1) | Clean Harbors, Inc., 4.875%, 07/15/2027 | 1,065,170 | 0.1 |
800,000 | (1) | Clean Harbors, Inc., 5.125%, 07/15/2029 | 870,244 | 0.1 |
525,000 | (1) | GFL Environmental, Inc., 4.250%, 06/01/2025 | 531,234 | 0.1 |
1,250,000 | (1) | GFL Environmental, Inc., 7.000%, 06/01/2026 | 1,320,094 | 0.2 |
1,035,000 | (1) | GFL Environmental, Inc., 8.500%, 05/01/2027 | 1,124,916 | 0.1 |
2,150,000 | (1) | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | 2,242,719 | 0.3 |
1,475,000 | (1),(2) | Granite US Holdings Corp., 11.000%, 10/01/2027 | 1,519,250 | 0.2 |
1,950,000 | (1) | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | 1,981,054 | 0.2 |
2,675,000 | (1),(2) | Koppers, Inc., 6.000%, 02/15/2025 | 2,718,469 | 0.3 |
2,675,000 | (1) | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | 2,902,375 | 0.3 |
2,350,000 | (1) | Norbord, Inc., 5.750%, 07/15/2027 | 2,490,671 | 0.3 |
2,400,000 | Park-Ohio Industries, Inc., 6.625%, 04/15/2027 | 2,214,000 | 0.3 | |
2,650,000 | (1) | PGT Innovations, Inc., 6.750%, 08/01/2026 | 2,831,684 | 0.3 |
3,450,000 | (1),(2) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 3,456,469 | 0.4 |
1,950,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 1,975,350 | 0.2 |
1,016,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 1,034,288 | 0.1 |
865,000 | (1) | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 861,756 | 0.1 |
2,300,000 | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 2,351,750 | 0.3 | |
2,325,000 | (1) | SSL Robotics LLC, 9.750%, 12/31/2023 | 2,565,300 | 0.3 |
1,405,000 | (1) | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | 1,389,362 | 0.2 |
2,265,000 | (1) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 2,431,613 | 0.3 |
600,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 610,437 | 0.1 |
1,625,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 1,695,078 | 0.2 |
1,775,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 1,896,694 | 0.2 |
1,640,000 | TransDigm, Inc., 5.500%, 11/15/2027 | 1,579,238 | 0.2 | |
2,050,000 | TransDigm, Inc., 6.375%, 06/15/2026 | 2,062,813 | 0.2 | |
1,275,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 1,273,406 | 0.1 | |
2,225,000 | (1) | Vertical Holdco GmbH, 7.625%, 07/15/2028 | 2,355,719 | 0.3 |
660,000 | (1) | Vertical US Newco, Inc., 5.250%, 07/15/2027 | 687,152 | 0.1 |
2,050,000 | (1) | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | 2,075,625 | 0.2 |
84,462,922 | 9.7 | |||
REITs - Hotels: 1.2% | ||||
690,000 | (1) | Iron Mountain, Inc., 5.000%, 07/15/2028 | 708,106 | 0.1 |
1,130,000 | (1) | Iron Mountain, Inc., 5.250%, 07/15/2030 | 1,180,144 | 0.1 |
920,000 | (1) | Iron Mountain, Inc., 5.625%, 07/15/2032 | 972,776 | 0.1 |
400,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.500%, 01/15/2028 | 408,924 | 0.1 | |
1,135,000 | (1) | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | 1,158,835 | 0.1 |
3,025,000 | (1) | SBA Communications Corp., 3.875%, 02/15/2027 | 3,074,156 | 0.4 |
2,455,000 | Service Properties Trust, 4.375%, 02/15/2030 | 2,043,787 | 0.2 | |
535,000 | Service Properties Trust, 7.500%, 09/15/2025 | 569,823 | 0.1 | |
10,116,551 | 1.2 | |||
Technology: 5.7% | ||||
3,150,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 3,251,414 | 0.4 |
1,975,000 | (1) | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | 2,031,139 | 0.2 |
695,000 | (1) | Boxer Parent Co., Inc., 7.125%, 10/02/2025 | 743,303 | 0.1 |
695,000 | (1) | Boxer Parent Co., Inc., 9.125%, 03/01/2026 | 739,306 | 0.1 |
980,000 | (1) | BY Crown Parent LLC / BY Bond Finance, Inc., 4.250%, 01/31/2026 | 998,988 | 0.1 |
2,000,000 | (1) | BY Crown Parent LLC, 7.375%, 10/15/2024 | 2,037,290 | 0.2 |
1,100,000 | (1) | Castle US Holding Corp., 9.500%, 02/15/2028 | 1,051,705 | 0.1 |
See Accompanying Notes to Financial Statements
20
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
1,390,000 | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | 1,387,394 | 0.2 | |
1,025,000 | CDW LLC / CDW Finance Corp., 4.125%, 05/01/2025 | 1,056,995 | 0.1 | |
1,675,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 1,837,266 | 0.2 | |
4,675,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 4,739,281 | 0.5 |
315,000 | (1) | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | 315,995 | 0.0 |
1,550,000 | (1) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 1,614,015 | 0.2 |
2,050,000 | (2) | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 2,159,972 | 0.3 |
1,255,000 | (1) | Entegris, Inc., 4.375%, 04/15/2028 | 1,293,434 | 0.2 |
645,000 | (1) | Entegris, Inc., 4.625%, 02/10/2026 | 661,002 | 0.1 |
2,300,000 | (1) | Logan Merger Sub, Inc., 5.500%, 09/01/2027 | 2,338,813 | 0.3 |
2,915,000 | (1) | Microchip Technology, Inc., 4.250%, 09/01/2025 | 3,027,778 | 0.4 |
2,025,000 | (1) | MTS Systems Corp., 5.750%, 08/15/2027 | 2,000,346 | 0.2 |
1,925,000 | (1) | ON Semiconductor Corp., 3.875%, 09/01/2028 | 1,955,704 | 0.2 |
375,000 | (1) | Open Text Corp., 3.875%, 02/15/2028 | 379,980 | 0.0 |
1,150,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 1,198,156 | 0.1 |
2,025,000 | (1) | Open Text Holdings, Inc., 4.125%, 02/15/2030 | 2,086,317 | 0.2 |
1,825,000 | (1) | Science Applications International Corp., 4.875%, 04/01/2028 | 1,856,043 | 0.2 |
4,720,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 4,826,129 | 0.6 |
2,650,000 | (1),(2) | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | 2,501,719 | 0.3 |
1,665,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | 1,719,113 | 0.2 |
49,808,597 | 5.7 | |||
Utilities: 1.9% | ||||
2,225,000 | (1) | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | 2,310,529 | 0.3 |
2,900,000 | (1) | Drax Finco PLC, 6.625%, 11/01/2025 | 3,023,250 | 0.3 |
2,675,000 | (1) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 2,664,688 | 0.3 |
1,150,000 | NRG Energy, Inc., 5.750%, 01/15/2028 | 1,242,718 | 0.1 | |
1,825,000 | NRG Energy, Inc., 6.625%, 01/15/2027 | 1,932,602 | 0.2 | |
2,525,000 | PG&E Corp., 5.250%, 07/01/2030 | 2,446,094 | 0.3 | |
1,300,000 | (1) | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 1,358,500 | 0.2 |
1,700,000 | (1) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 1,796,322 | 0.2 |
16,774,703 | 1.9 | |||
Total Corporate Bonds/Notes | ||||
(Cost $796,350,584) | 828,064,236 | 95.3 | ||
BANK LOANS: 0.9% | ||||
Consumer, Cyclical: 0.4% | ||||
1,900,000 | Golden Nugget LLC TL B 1L, 3.250%, (US0001M + 2.500%), 10/04/2023 | 1,711,900 | 0.2 | |
1,994,885 | IRB Holding Corp TL B 1L, 3.750%, (US0003M + 3.250%), 02/05/2025 | 1,909,895 | 0.2 | |
3,621,795 | 0.4 | |||
Consumer, Non-cyclical: 0.1% | ||||
986,563 | Bellring Brands LLC - TL B 1L, 6.000%, (US0001M + 5.000%), 10/10/2024 | 990,262 | 0.1 | |
Containers & Glass Products: 0.1% | ||||
663,931 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 3.979%, (PRIME + 2.750%), 02/05/2023 | 658,536 | 0.1 | |
Electronics/Electrical: 0.2% | ||||
1,907,337 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 11/03/2023 | 1,876,938 | 0.2 | |
Health Care: 0.1% | ||||
785,394 | Bausch Health Companies, Inc. 2018 Term Loan B, 3.151%, (US0001M + 3.000%), 06/02/2025 | 771,322 | 0.1 | |
Total Bank Loans | ||||
(Cost $7,785,010) | 7,918,853 | 0.9 | ||
CONVERTIBLE BONDS/NOTES: 0.1% | ||||
Communications: 0.1% | ||||
625,000 | DISH Network Corp., 3.375%, 08/15/2026 | 575,310 | 0.1 | |
Total Convertible Bonds/Notes | ||||
(Cost $619,800) | 575,310 | 0.1 |
See Accompanying Notes to Financial Statements
21
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 0.2% | ||||
Consumer Staples: 0.2% | ||||
27,789 | (6),(7) | Southeastern Grocers, Inc. | 1,834,074 | 0.2 |
Total Common Stock | ||||
(Cost $848,084) | 1,834,074 | 0.2 | ||
Total Long-Term Investments | ||||
(Cost $805,603,478) | 838,392,473 | 96.5 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 9.3% | ||||
Commercial Paper: 2.1% | ||||
2,500,000 | American Electric Power Co., 0.190%, 10/26/2020 | 2,499,663 | 0.3 | |
2,500,000 | Dominion Resources, Inc., 0.180%, 10/13/2020 | 2,499,842 | 0.3 | |
3,000,000 | Duke Energy Corp., 0.220%, 12/02/2020 | 2,998,887 | 0.3 | |
5,000,000 | DuPont de Nemours, Inc., 0.210%, 12/11/2020 | 4,997,940 | 0.6 | |
3,000,000 | Entergy Corp., 0.290%, 10/28/2020 | 2,999,330 | 0.4 | |
2,000,000 | Qualcomm Inc., 0.090%, 10/14/2020 | 1,999,930 | 0.2 | |
Total Commercial Paper | ||||
(Cost $17,995,158) | 17,995,592 | 2.1 | ||
Repurchase Agreements: 3.5% | ||||
1,758,649 | (8) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $1,758,655, collateralized by various U.S. Government Agency Obligations, 2.000%-6.594%, Market Value plus accrued interest $1,793,822, due 09/01/29-02/20/69) | 1,758,649 | 0.2 |
3,401,028 | (8) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/20, 0.10%, due 10/01/20 (Repurchase Amount $3,401,037, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.415%-9.000%, Market Value plus accrued interest $3,469,049, due 10/25/20-06/20/69) | 3,401,028 | 0.4 |
3,134,474 | (8) | Citadel Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $3,134,484, collateralized by various U.S. Government Securities, 0.000%-7.500%, Market Value plus accrued interest $3,197,177, due 10/08/20-08/15/50) | 3,134,474 | 0.4 |
7,837,182 | (8) | Citigroup, Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $7,837,199, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.625%, Market Value plus accrued interest $7,993,926, due 11/27/20-11/01/59) | 7,837,182 | 0.9 |
271,925 | (8) | HSBC Securities USA, Repurchase Agreement dated 09/30/20, 0.06%, due 10/01/20 (Repurchase Amount $271,925, collateralized by various U.S. Government Securities, 0.375%-2.500%, Market Value plus accrued interest $277,364, due 03/31/23-01/15/28) | 271,925 | 0.0 |
1,197,960 | (8) | Industrial & Comm. Bank of China, Repurchase Agreement dated 09/30/20, 0.09%, due 10/01/20 (Repurchase Amount $1,197,963, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,221,919, due 10/01/20-09/01/50) | 1,197,960 | 0.1 |
2,363,620 | (8) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $2,363,628, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.875%, Market Value plus accrued interest $2,410,901, due 02/15/21-07/20/70) | 2,363,620 | 0.3 |
See Accompanying Notes to Financial Statements
22
Voya High Yield Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
1,331,813 | (8) | Palafox Trading LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $1,331,817, collateralized by various U.S. Government Securities, 1.125%-1.375%, Market Value plus accrued interest $1,358,454, due 08/31/23-08/15/40) | 1,331,813 | 0.1 |
7,837,182 | (8) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $7,837,199, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $7,993,926, due 10/27/20-07/15/61) | 7,837,182 | 0.9 |
1,607,191 | (8) | South Street Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $1,607,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,639,335, due 06/01/26-02/15/60) | 1,607,191 | 0.2 |
Total Repurchase Agreements | ||||
(Cost $30,741,024) | 30,741,024 | 3.5 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds(8): 3.7% | ||||
977,000 | (8),(9) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 977,000 | 0.1 |
29,769,000 | (8),(9) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% | 29,769,000 | 3.5 |
977,000 | (8),(9) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.020% | 977,000 | 0.1 |
Total Mutual Funds | ||||
(Cost $31,723,000) | 31,723,000 | 3.7 | ||
Total Short-Term Investments | ||||
(Cost $80,459,182) | 80,459,616 | 9.3 | ||
Total Investments in Securities (Cost $886,062,660) | $ 918,852,089 | 105.8 | ||
Liabilities in Excess of Other Assets | (50,436,208) | (5.8) | ||
Net Assets | $ 868,415,881 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Defaulted security. |
(4) | Variable rate security. Rate shown is the rate in effect as of September 30, 2020. |
(5) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(6) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(7) | Non-income producing security. |
(8) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(9) | Rate shown is the 7-day yield as of September 30, 2020. |
Reference Rate Abbreviations: | |
PRIME | Federal Reserve Bank Prime Loan Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
23
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 36.9% | ||||
Basic Materials: 1.4% | ||||
1,377,000 | (1) | Anglo American Capital PLC, 3.625%, 09/11/2024 | $ 1,481,995 | 0.0 |
2,746,000 | (1) | Anglo American Capital PLC, 4.875%, 05/14/2025 | 3,129,067 | 0.0 |
1,846,000 | (1) | Anglo American Capital PLC, 5.625%, 04/01/2030 | 2,270,341 | 0.0 |
750,000 | (1) | Braskem Netherlands Finance BV, 4.500%, 01/31/2030 | 701,250 | 0.0 |
4,505,000 | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | 4,793,050 | 0.1 | |
3,000,000 | CNAC HK Finbridge Co. Ltd., 3.875%, 06/19/2029 | 3,195,995 | 0.0 | |
5,485,000 | CNAC HK Finbridge Co. Ltd., 5.125%, 03/14/2028 | 6,264,456 | 0.1 | |
1,528,000 | Dow Chemical Co., 4.375%, 11/15/2042 | 1,729,714 | 0.0 | |
5,044,000 | Dow Chemical Co/The, 2.100%, 11/15/2030 | 4,973,378 | 0.1 | |
6,979,000 | (2) | Dow Chemical Co/The, 3.600%, 11/15/2050 | 7,087,169 | 0.1 |
2,984,000 | Dow Chemical Co/The, 4.250%, 10/01/2034 | 3,479,539 | 0.0 | |
1,534,000 | Dow Chemical Co/The, 5.550%, 11/30/2048 | 2,024,885 | 0.0 | |
4,570,000 | (1) | Element Solutions, Inc., 3.875%, 09/01/2028 | 4,492,881 | 0.1 |
1,788,000 | FMC Corp., 3.450%, 10/01/2029 | 2,007,607 | 0.0 | |
9,260,000 | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 9,500,204 | 0.1 | |
5,625,000 | (1) | Georgia-Pacific LLC, 2.300%, 04/30/2030 | 5,977,026 | 0.1 |
1,960,000 | (1) | Georgia-Pacific LLC, 3.163%, 11/15/2021 | 2,012,145 | 0.0 |
2,719,000 | (1) | Glencore Funding LLC, 2.500%, 09/01/2030 | 2,648,619 | 0.0 |
2,280,000 | International Paper Co., 4.400%, 08/15/2047 | 2,783,477 | 0.0 | |
4,087,000 | (2) | Inversiones CMPC SA, 4.375%, 04/04/2027 | 4,566,487 | 0.1 |
5,352,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 6,257,176 | 0.1 | |
1,748,000 | (1) | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | 1,909,314 | 0.0 |
1,400,000 | (1) | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | 1,642,808 | 0.0 |
87,000 | Newmont Corp., 3.700%, 03/15/2023 | 91,553 | 0.0 | |
8,925,000 | (1) | Novelis Corp., 4.750%, 01/30/2030 | 8,728,516 | 0.1 |
2,099,000 | Nutrien Ltd., 2.950%, 05/13/2030 | 2,301,614 | 0.0 | |
1,812,000 | Nutrien Ltd., 3.950%, 05/13/2050 | 2,076,308 | 0.0 | |
7,695,000 | OCI NV, 4.625%, 10/15/2025 | 7,695,000 | 0.1 | |
2,139,000 | Steel Dynamics, Inc., 2.400%, 06/15/2025 | 2,233,754 | 0.0 | |
4,825,000 | Suzano Austria GmbH, 6.000%, 01/15/2029 | 5,510,150 | 0.1 | |
1,750,000 | Teck Resources Ltd., 6.125%, 10/01/2035 | 2,092,335 | 0.0 | |
1,499,000 | Teck Resources Ltd., 6.000%, 08/15/2040 | 1,699,904 | 0.0 | |
9,075,000 | (1) | Valvoline, Inc., 4.250%, 02/15/2030 | 9,270,112 | 0.1 |
8,650,000 | (1) | WR Grace & Co-Conn, 4.875%, 06/15/2027 | 8,949,074 | 0.1 |
135,576,903 | 1.4 | |||
Communications: 3.8% | ||||
2,455,000 | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 2,695,985 | 0.0 | |
5,817,000 | Alphabet, Inc., 1.900%, 08/15/2040 | 5,599,794 | 0.1 | |
3,113,000 | Alphabet, Inc., 2.050%, 08/15/2050 | 2,908,791 | 0.0 | |
4,071,000 | Amazon.com, Inc., 2.500%, 06/03/2050 | 4,157,967 | 0.0 | |
4,958,000 | Amazon.com, Inc., 2.700%, 06/03/2060 | 5,129,113 | 0.1 | |
5,246,000 | AT&T, Inc., 1.650%, 02/01/2028 | 5,264,042 | 0.1 | |
5,830,000 | AT&T, Inc., 2.750%, 06/01/2031 | 6,146,902 | 0.1 | |
2,130,000 | AT&T, Inc., 2.950%, 07/15/2026 | 2,329,434 | 0.0 | |
7,317,000 | AT&T, Inc., 3.100%, 02/01/2043 | 7,178,100 | 0.1 | |
2,868,000 | AT&T, Inc., 3.500%, 06/01/2041 | 3,029,486 | 0.0 | |
4,040,000 | (1) | AT&T, Inc., 3.550%, 09/15/2055 | 3,883,636 | 0.0 |
18,911,000 | (1) | AT&T, Inc., 3.650%, 09/15/2059 | 18,355,155 | 0.2 |
3,876,000 | AT&T, Inc., 4.300%, 02/15/2030 | 4,596,066 | 0.1 | |
2,219,000 | AT&T, Inc., 4.500%, 05/15/2035 | 2,623,052 | 0.0 | |
2,607,000 | AT&T, Inc., 4.500%, 03/09/2048 | 2,986,013 | 0.0 | |
3,460,000 | Booking Holdings, Inc., 4.100%, 04/13/2025 | 3,901,305 | 0.0 | |
6,915,000 | Booking Holdings, Inc., 4.625%, 04/13/2030 | 8,283,378 | 0.1 | |
657,000 | (2) | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.700%, 04/01/2051 | 653,465 | 0.0 |
4,725,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 5,004,615 | 0.1 |
See Accompanying Notes to Financial Statements
24
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
3,860,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | 4,433,616 | 0.1 | |
5,882,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 6,805,879 | 0.1 | |
5,019,000 | Comcast Corp., 1.950%, 01/15/2031 | 5,167,466 | 0.1 | |
5,000,000 | Comcast Corp., 2.650%, 02/01/2030 | 5,461,492 | 0.1 | |
3,288,000 | Comcast Corp., 3.900%, 03/01/2038 | 3,902,909 | 0.0 | |
6,289,000 | Comcast Corp., 3.950%, 10/15/2025 | 7,220,128 | 0.1 | |
2,932,000 | Comcast Corp., 3.999%, 11/01/2049 | 3,559,578 | 0.0 | |
6,080,000 | Comcast Corp., 4.000%, 03/01/2048 | 7,362,444 | 0.1 | |
3,250,000 | Comcast Corp., 4.600%, 10/15/2038 | 4,148,345 | 0.0 | |
9,425,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 9,065,672 | 0.1 |
1,690,000 | Corning, Inc., 5.450%, 11/15/2079 | 2,157,892 | 0.0 | |
2,829,000 | (1) | Cox Communications, Inc., 2.950%, 10/01/2050 | 2,720,850 | 0.0 |
8,250,000 | (1) | CSC Holdings LLC, 5.750%, 01/15/2030 | 8,777,711 | 0.1 |
1,875,000 | (1) | Deutsche Telekom AG, 3.625%, 01/21/2050 | 2,083,232 | 0.0 |
2,876,000 | (2) | Discovery Communications LLC, 2.950%, 03/20/2023 | 3,031,710 | 0.0 |
3,750,000 | Discovery Communications LLC, 5.200%, 09/20/2047 | 4,502,651 | 0.1 | |
4,340,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 4,475,625 | 0.1 | |
8,006,000 | (2) | Fox Corp., 3.500%, 04/08/2030 | 9,037,110 | 0.1 |
4,750,000 | (1) | GCI LLC, 4.750%, 10/15/2028 | 4,821,298 | 0.1 |
8,075,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 8,764,504 | 0.1 |
2,770,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 2,858,410 | 0.0 | |
4,583,000 | Interpublic Group of Cos, Inc./The, 4.750%, 03/30/2030 | 5,499,357 | 0.1 | |
2,944,000 | Interpublic Group of Cos., Inc., 4.200%, 04/15/2024 | 3,269,738 | 0.0 | |
8,930,000 | (1) | Match Group Holdings II LLC, 4.125%, 08/01/2030 | 9,048,590 | 0.1 |
9,365,000 | (1) | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | 9,470,356 | 0.1 |
9,220,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 8,576,444 | 0.1 |
3,990,000 | (1) | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | 4,297,529 | 0.0 |
7,255,000 | Sprint Nextel Corp., 6.875%, 11/15/2028 | 9,048,509 | 0.1 | |
1,875,000 | (1) | TEGNA, Inc., 4.750%, 03/15/2026 | 1,919,438 | 0.0 |
7,190,000 | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 9,582,616 | 0.1 | |
3,420,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 3,568,616 | 0.0 |
4,400,000 | (1) | Tencent Holdings Ltd., 2.390%, 06/03/2030 | 4,478,668 | 0.1 |
2,350,000 | Time Warner Cable LLC, 5.500%, 09/01/2041 | 2,851,304 | 0.0 | |
2,829,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 3,530,550 | 0.0 | |
2,569,000 | (1) | T-Mobile USA, Inc., 2.050%, 02/15/2028 | 2,628,832 | 0.0 |
2,393,000 | (1) | T-Mobile USA, Inc., 3.000%, 02/15/2041 | 2,368,448 | 0.0 |
2,393,000 | (1) | T-Mobile USA, Inc., 3.300%, 02/15/2051 | 2,364,643 | 0.0 |
4,084,000 | (1) | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 4,576,285 | 0.1 |
10,865,000 | (1) | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 12,367,412 | 0.1 |
4,085,000 | (1) | T-Mobile USA, Inc., 4.375%, 04/15/2040 | 4,792,399 | 0.1 |
4,610,000 | Verizon Communications, Inc., 3.850%, 11/01/2042 | 5,472,628 | 0.1 | |
1,159,000 | Verizon Communications, Inc., 4.000%, 03/22/2050 | 1,431,401 | 0.0 | |
2,816,000 | Verizon Communications, Inc., 4.500%, 08/10/2033 | 3,563,216 | 0.0 | |
6,432,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 8,442,494 | 0.1 | |
2,014,000 | (2) | ViacomCBS, Inc., 4.200%, 05/19/2032 | 2,305,277 | 0.0 |
3,668,000 | ViacomCBS, Inc., 4.375%, 03/15/2043 | 3,898,910 | 0.0 | |
3,167,000 | ViacomCBS, Inc., 4.950%, 01/15/2031 | 3,796,538 | 0.0 | |
2,090,000 | ViacomCBS, Inc., 5.500%, 05/15/2033 | 2,542,331 | 0.0 | |
8,715,000 | (1),(2) | ViaSat, Inc., 5.625%, 04/15/2027 | 8,981,897 | 0.1 |
1,093,000 | Walt Disney Co/The, 2.000%, 09/01/2029 | 1,131,194 | 0.0 | |
2,705,000 | Walt Disney Co/The, 3.500%, 05/13/2040 | 3,040,356 | 0.0 | |
3,000,000 | Walt Disney Co/The, 3.600%, 01/13/2051 | 3,390,989 | 0.0 | |
1,674,000 | Walt Disney Co/The, 3.800%, 05/13/2060 | 1,943,509 | 0.0 | |
3,472,000 | Walt Disney Co/The, 4.750%, 11/15/2046 | 4,532,209 | 0.1 | |
9,075,000 | (1) | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | 8,943,685 | 0.1 |
372,741,189 | 3.8 |
See Accompanying Notes to Financial Statements
25
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
Consumer, Cyclical: 2.2% | ||||
8,860,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 9,099,707 | 0.1 |
8,715,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | 8,803,980 | 0.1 |
4,429,000 | (1) | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | 4,654,206 | 0.1 |
2,330,000 | (1),(3) | AMC Entertainment Holdings, Inc., 12.000% (PIK Rate 12.000%, Cash Rate 10.000%), 06/15/2026 | 664,050 | 0.0 |
4,278,144 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 4,038,084 | 0.0 | |
9,508,000 | (1) | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 9,597,137 | 0.1 |
4,340,000 | (1) | BMW US Capital LLC, 3.450%, 04/12/2023 | 4,635,377 | 0.1 |
5,195,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 5,032,994 | 0.1 |
901,270 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 885,221 | 0.0 | |
2,925,000 | Cummins, Inc., 2.600%, 09/01/2050 | 2,870,643 | 0.0 | |
4,640,000 | (1) | Daimler Finance North America LLC, 2.125%, 03/10/2025 | 4,814,797 | 0.1 |
5,659,000 | (1) | Daimler Finance North America LLC, 2.300%, 02/12/2021 | 5,693,995 | 0.1 |
6,383,000 | (1) | Daimler Finance North America LLC, 2.550%, 08/15/2022 | 6,598,157 | 0.1 |
2,890,000 | Dana, Inc., 5.375%, 11/15/2027 | 2,967,669 | 0.0 | |
6,060,000 | Dana, Inc., 5.625%, 06/15/2028 | 6,266,858 | 0.1 | |
1,578,281 | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | 1,521,638 | 0.0 | |
1,391,308 | Delta Air Lines 2015-1 Class AA Pass Through Trust, 3.625%, 01/30/2029 | 1,399,727 | 0.0 | |
5,228,000 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 4,714,656 | 0.1 | |
768,000 | Delta Air Lines 2020-1 Class AA Pass Through Trust, 2.000%, 12/10/2029 | 745,134 | 0.0 | |
1,470,000 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 1,509,860 | 0.0 |
1,414,884 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 1,470,040 | 0.0 |
945,000 | Dollar General Corp., 3.500%, 04/03/2030 | 1,077,438 | 0.0 | |
1,650,000 | Falabella SA, 3.750%, 10/30/2027 | 1,743,225 | 0.0 | |
5,550,000 | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | 5,407,781 | 0.1 | |
3,510,000 | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 3,610,912 | 0.0 | |
2,200,000 | (2) | General Motors Co., 5.400%, 04/01/2048 | 2,434,399 | 0.0 |
2,333,000 | General Motors Co., 6.125%, 10/01/2025 | 2,713,690 | 0.0 | |
3,665,000 | General Motors Financial Co., Inc., 4.150%, 06/19/2023 | 3,886,006 | 0.0 | |
1,732,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 1,884,649 | 0.0 | |
2,509,000 | General Motors Financial Co., Inc., 5.200%, 03/20/2023 | 2,723,926 | 0.0 | |
1,020,000 | (1) | Group 1 Automotive, Inc., 4.000%, 08/15/2028 | 1,004,062 | 0.0 |
4,653,000 | (1),(2) | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | 4,873,768 | 0.1 |
4,240,000 | Home Depot, Inc./The, 3.300%, 04/15/2040 | 4,812,248 | 0.1 | |
3,250,000 | Home Depot, Inc./The, 4.500%, 12/06/2048 | 4,366,040 | 0.1 | |
1,215,000 | Lithia Motors, Inc., 4.375%, 01/15/2031 | 1,215,000 | 0.0 | |
1,636,000 | Lowe's Cos, Inc., 3.700%, 04/15/2046 | 1,878,398 | 0.0 | |
3,631,000 | Lowe's Cos, Inc., 4.050%, 05/03/2047 | 4,339,978 | 0.0 | |
2,795,000 | McDonald's Corp., 3.500%, 07/01/2027 | 3,187,640 | 0.0 | |
595,000 | McDonald's Corp., 3.625%, 05/01/2043 | 667,160 | 0.0 | |
2,325,000 | McDonald's Corp., 3.625%, 09/01/2049 | 2,611,349 | 0.0 | |
3,095,000 | McDonald's Corp., 4.450%, 09/01/2048 | 3,854,357 | 0.0 | |
4,025,000 | (2) | MGM Resorts International, 5.500%, 04/15/2027 | 4,211,780 | 0.0 |
3,635,000 | (1) | Michaels Stores, Inc., 4.750%, 10/01/2027 | 3,610,009 | 0.0 |
4,602,000 | (1) | Nissan Motor Co. Ltd., 3.522%, 09/17/2025 | 4,655,457 | 0.1 |
3,633,000 | (1) | Nissan Motor Co. Ltd., 4.345%, 09/17/2027 | 3,652,659 | 0.0 |
6,440,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 6,608,084 | 0.1 |
2,331,000 | Ralph Lauren Corp., 1.700%, 06/15/2022 | 2,373,392 | 0.0 | |
3,631,000 | (2) | Ross Stores, Inc., 4.800%, 04/15/2030 | 4,411,241 | 0.1 |
See Accompanying Notes to Financial Statements
26
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
4,240,000 | (1),(2) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 4,026,092 | 0.0 |
4,414,000 | Toyota Motor Credit Corp., 1.150%, 08/13/2027 | 4,414,020 | 0.1 | |
4,238,000 | Toyota Motor Credit Corp., 2.150%, 02/13/2030 | 4,472,903 | 0.1 | |
3,207,723 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 3,152,939 | 0.0 | |
4,339,226 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | 4,138,327 | 0.0 | |
4,134,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | 4,519,358 | 0.1 | |
3,869,000 | Walgreens Boots Alliance, Inc., 4.100%, 04/15/2050 | 3,915,255 | 0.0 | |
4,959,000 | WW Grainger, Inc., 1.850%, 02/15/2025 | 5,196,500 | 0.1 | |
4,490,000 | (1) | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | 4,363,719 | 0.0 |
213,997,691 | 2.2 | |||
Consumer, Non-cyclical: 6.1% | ||||
2,740,000 | (1) | AbbVie, Inc., 2.300%, 11/21/2022 | 2,836,511 | 0.0 |
5,636,000 | (1) | AbbVie, Inc., 2.600%, 11/21/2024 | 5,982,691 | 0.1 |
8,167,000 | AbbVie, Inc., 2.900%, 11/06/2022 | 8,568,416 | 0.1 | |
3,188,000 | (1) | AbbVie, Inc., 2.950%, 11/21/2026 | 3,477,564 | 0.0 |
1,609,000 | (1) | AbbVie, Inc., 4.050%, 11/21/2039 | 1,842,586 | 0.0 |
3,810,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 4,498,519 | 0.1 | |
4,325,000 | AbbVie, Inc., 4.400%, 11/06/2042 | 5,154,084 | 0.1 | |
2,526,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 3,016,488 | 0.0 | |
7,965,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 9,672,107 | 0.1 | |
2,298,000 | (1) | AbbVie, Inc., 4.625%, 10/01/2042 | 2,801,622 | 0.0 |
1,849,000 | Aetna, Inc., 2.800%, 06/15/2023 | 1,949,799 | 0.0 | |
1,764,000 | Aetna, Inc., 4.500%, 05/15/2042 | 2,100,919 | 0.0 | |
3,398,000 | Aetna, Inc., 6.625%, 06/15/2036 | 4,835,817 | 0.1 | |
7,095,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 6,899,888 | 0.1 |
2,800,000 | (1),(2) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 2,993,732 | 0.0 |
2,573,000 | (1),(2) | Alcon Finance Corp., 2.600%, 05/27/2030 | 2,726,369 | 0.0 |
6,696,000 | Altria Group, Inc., 4.400%, 02/14/2026 | 7,718,147 | 0.1 | |
2,895,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 3,437,971 | 0.0 | |
1,325,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 1,694,570 | 0.0 | |
1,326,000 | Altria Group, Inc., 5.950%, 02/14/2049 | 1,783,185 | 0.0 | |
9,003,000 | AmerisourceBergen Corp., 3.400%, 05/15/2024 | 9,821,637 | 0.1 | |
968,000 | Amgen, Inc., 1.900%, 02/21/2025 | 1,014,675 | 0.0 | |
1,045,000 | Amgen, Inc., 2.450%, 02/21/2030 | 1,109,613 | 0.0 | |
4,134,000 | Amgen, Inc., 4.950%, 10/01/2041 | 5,475,656 | 0.1 | |
10,519,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 12,717,471 | 0.1 | |
10,000,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 12,434,270 | 0.1 | |
4,324,000 | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | 5,596,131 | 0.1 | |
2,495,000 | Anheuser-Busch InBev Worldwide, Inc., 4.350%, 06/01/2040 | 2,922,982 | 0.0 | |
1,598,000 | Anthem, Inc., 3.500%, 08/15/2024 | 1,748,284 | 0.0 | |
1,293,000 | Anthem, Inc., 3.700%, 09/15/2049 | 1,443,255 | 0.0 | |
4,159,000 | Anthem, Inc., 5.100%, 01/15/2044 | 5,543,866 | 0.1 | |
5,220,000 | AstraZeneca PLC, 2.375%, 11/16/2020 | 5,233,260 | 0.1 | |
7,854,000 | AstraZeneca PLC, 3.375%, 11/16/2025 | 8,797,152 | 0.1 | |
3,222,000 | Automatic Data Processing, Inc., 1.250%, 09/01/2030 | 3,181,363 | 0.0 | |
1,005,000 | BAT Capital Corp., 3.215%, 09/06/2026 | 1,083,626 | 0.0 | |
14,471,000 | BAT Capital Corp., 2.259%, 03/25/2028 | 14,530,632 | 0.2 | |
2,393,000 | BAT Capital Corp., 2.726%, 03/25/2031 | 2,375,458 | 0.0 | |
2,393,000 | BAT Capital Corp., 3.734%, 09/25/2040 | 2,382,765 | 0.0 | |
7,260,000 | (1) | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | 7,161,119 | 0.1 |
3,275,000 | (1) | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | 3,356,056 | 0.0 |
8,862,000 | (1) | Bayer US Finance LLC, 3.000%, 10/08/2021 | 9,092,015 | 0.1 |
6,487,000 | Becton Dickinson and Co., 2.894%, 06/06/2022 | 6,712,538 | 0.1 | |
2,720,000 | Becton Dickinson and Co., 3.363%, 06/06/2024 | 2,943,967 | 0.0 | |
2,334,000 | (2) | Becton Dickinson and Co., 3.794%, 05/20/2050 | 2,616,454 | 0.0 |
See Accompanying Notes to Financial Statements
27
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
1,327,000 | Boston Scientific Corp., 4.000%, 03/01/2029 | 1,543,948 | 0.0 | |
4,662,000 | Bristol Myers Squibb Co., 3.875%, 08/15/2025 | 5,327,516 | 0.1 | |
3,421,000 | Bristol Myers Squibb Co., 4.125%, 06/15/2039 | 4,315,564 | 0.1 | |
7,916,000 | Cardinal Health, Inc., 3.079%, 06/15/2024 | 8,520,236 | 0.1 | |
5,377,000 | (1) | Cargill, Inc., 3.875%, 05/23/2049 | 6,481,322 | 0.1 |
4,450,000 | Centene Corp., 3.375%, 02/15/2030 | 4,623,839 | 0.1 | |
4,750,000 | Centene Corp., 4.625%, 12/15/2029 | 5,135,938 | 0.1 | |
6,698,000 | Cigna Corp., 3.050%, 11/30/2022 | 7,049,770 | 0.1 | |
3,471,000 | Cigna Corp., 3.250%, 04/15/2025 | 3,819,565 | 0.0 | |
2,145,000 | Cigna Corp., 3.400%, 03/15/2050 | 2,258,195 | 0.0 | |
1,882,000 | Cigna Corp., 4.800%, 08/15/2038 | 2,339,806 | 0.0 | |
4,165,000 | Cigna Corp., 4.900%, 12/15/2048 | 5,436,647 | 0.1 | |
4,125,000 | Coca-Cola Co/The, 2.500%, 06/01/2040 | 4,343,621 | 0.1 | |
2,818,000 | Coca-Cola Co/The, 2.750%, 06/01/2060 | 2,852,294 | 0.0 | |
2,465,000 | CVS Health Corp., 3.875%, 07/20/2025 | 2,782,007 | 0.0 | |
2,326,000 | CVS Health Corp., 4.780%, 03/25/2038 | 2,821,760 | 0.0 | |
9,602,000 | CVS Health Corp., 5.050%, 03/25/2048 | 12,250,415 | 0.1 | |
4,475,000 | CVS Health Corp., 2.700%, 08/21/2040 | 4,299,859 | 0.1 | |
3,492,000 | CVS Health Corp., 4.125%, 04/01/2040 | 3,986,616 | 0.1 | |
7,379,000 | (1) | Danone SA, 2.947%, 11/02/2026 | 8,191,992 | 0.1 |
4,635,000 | (1) | DaVita, Inc., 3.750%, 02/15/2031 | 4,477,642 | 0.1 |
4,330,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | 4,447,018 | 0.1 |
6,370,000 | DENTSPLY SIRONA, Inc., 3.250%, 06/01/2030 | 6,932,004 | 0.1 | |
1,942,000 | Diageo Capital PLC, 2.125%, 04/29/2032 | 2,016,087 | 0.0 | |
4,709,000 | Eli Lilly and Co., 2.500%, 09/15/2060 | 4,449,731 | 0.1 | |
997,000 | Equifax, Inc., 2.600%, 12/15/2025 | 1,069,239 | 0.0 | |
3,460,000 | General Mills, Inc., 3.700%, 10/17/2023 | 3,775,757 | 0.0 | |
4,340,000 | General Mills, Inc., 4.000%, 04/17/2025 | 4,929,794 | 0.1 | |
2,056,000 | Gilead Sciences, Inc., 0.750%, 09/29/2023 | 2,060,490 | 0.0 | |
1,539,000 | Gilead Sciences, Inc., 1.200%, 10/01/2027 | 1,543,002 | 0.0 | |
2,055,000 | Gilead Sciences, Inc., 2.600%, 10/01/2040 | 2,055,094 | 0.0 | |
11,343,000 | Global Payments, Inc., 2.650%, 02/15/2025 | 12,042,959 | 0.1 | |
3,076,000 | HCA, Inc., 4.500%, 02/15/2027 | 3,457,964 | 0.0 | |
1,449,000 | HCA, Inc., 5.250%, 04/15/2025 | 1,673,371 | 0.0 | |
622,000 | HCA, Inc., 5.250%, 06/15/2049 | 758,066 | 0.0 | |
1,375,000 | HCA, Inc., 5.500%, 06/15/2047 | 1,720,943 | 0.0 | |
2,509,000 | (1) | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | 2,575,059 | 0.0 |
1,173,000 | (1) | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | 1,219,860 | 0.0 |
4,873,000 | Humana, Inc., 4.500%, 04/01/2025 | 5,599,317 | 0.1 | |
3,350,000 | (1) | Hutama Karya Persero PT, 3.750%, 05/11/2030 | 3,643,912 | 0.0 |
781,000 | IHS Markit Ltd., 4.250%, 05/01/2029 | 907,245 | 0.0 | |
2,290,000 | (1) | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | 2,394,120 | 0.0 |
2,151,000 | (2) | Johnson & Johnson, 0.550%, 09/01/2025 | 2,153,900 | 0.0 |
2,152,000 | Johnson & Johnson, 0.950%, 09/01/2027 | 2,155,495 | 0.0 | |
2,629,000 | Johnson & Johnson, 2.100%, 09/01/2040 | 2,622,190 | 0.0 | |
2,649,000 | Johnson & Johnson, 2.250%, 09/01/2050 | 2,622,179 | 0.0 | |
6,864,000 | Johnson & Johnson, 2.450%, 09/01/2060 | 6,881,891 | 0.1 | |
5,375,000 | Kaiser Foundation Hospitals, 3.266%, 11/01/2049 | 6,018,547 | 0.1 | |
1,789,000 | Keurig Dr Pepper, Inc., 4.417%, 05/25/2025 | 2,062,554 | 0.0 | |
4,825,000 | (1) | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | 5,131,049 | 0.1 |
3,495,000 | Kraft Heinz Foods Co., 6.875%, 01/26/2039 | 4,685,315 | 0.1 | |
1,500,000 | Kroger Co., 3.875%, 10/15/2046 | 1,702,372 | 0.0 | |
251,000 | Kroger Co/The, 5.150%, 08/01/2043 | 323,052 | 0.0 | |
2,414,000 | Laboratory Corp. of America Holdings, 3.250%, 09/01/2024 | 2,632,516 | 0.0 | |
5,806,000 | Laboratory Corp. of America Holdings, 3.750%, 08/23/2022 | 6,106,070 | 0.1 | |
1,434,000 | Laboratory Corp. of America Holdings, 4.000%, 11/01/2023 | 1,567,407 | 0.0 | |
1,280,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 1,629,857 | 0.0 | |
3,585,000 | (1) | Mars, Inc., 0.875%, 07/16/2026 | 3,568,665 | 0.0 |
3,336,000 | (1) | Mars, Inc., 4.125%, 04/01/2054 | 4,223,096 | 0.1 |
1,484,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 1,992,538 | 0.0 | |
3,185,000 | Mondelez International, Inc., 1.875%, 10/15/2032 | 3,177,515 | 0.0 |
See Accompanying Notes to Financial Statements
28
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
1,311,000 | Moody's Corp., 3.250%, 05/20/2050 | 1,406,873 | 0.0 | |
170,000 | Mylan NV, 3.750%, 12/15/2020 | 170,757 | 0.0 | |
4,946,000 | Mylan, Inc., 5.200%, 04/15/2048 | 6,149,206 | 0.1 | |
7,470,000 | PayPal Holdings, Inc., 2.850%, 10/01/2029 | 8,228,809 | 0.1 | |
1,938,000 | Pfizer, Inc., 2.550%, 05/28/2040 | 2,006,879 | 0.0 | |
1,890,000 | Pfizer, Inc., 2.700%, 05/28/2050 | 1,977,686 | 0.0 | |
1,689,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 1,913,162 | 0.0 | |
2,555,000 | Philip Morris International, Inc., 4.375%, 11/15/2041 | 3,119,074 | 0.0 | |
8,920,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 9,221,050 | 0.1 |
1,430,000 | (1) | Post Holdings, Inc., 4.625%, 04/15/2030 | 1,472,900 | 0.0 |
8,405,000 | (1) | Post Holdings, Inc., 5.500%, 12/15/2029 | 9,004,066 | 0.1 |
2,383,000 | Quest Diagnostics, Inc., 2.800%, 06/30/2031 | 2,575,231 | 0.0 | |
5,684,000 | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | 5,551,750 | 0.1 | |
1,149,000 | Regeneron Pharmaceuticals, Inc., 2.800%, 09/15/2050 | 1,076,776 | 0.0 | |
1,436,000 | RELX Capital, Inc., 3.000%, 05/22/2030 | 1,572,241 | 0.0 | |
6,443,000 | RELX Capital, Inc., 4.000%, 03/18/2029 | 7,584,959 | 0.1 | |
1,903,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 2,316,297 | 0.0 | |
818,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 1,030,760 | 0.0 | |
1,626,000 | (1) | Royalty Pharma PLC, 1.200%, 09/02/2025 | 1,622,784 | 0.0 |
2,055,000 | (1) | Royalty Pharma PLC, 1.750%, 09/02/2027 | 2,056,545 | 0.0 |
3,310,000 | (1) | Royalty Pharma PLC, 3.300%, 09/02/2040 | 3,254,691 | 0.0 |
1,815,000 | S&P Global, Inc., 2.300%, 08/15/2060 | 1,633,545 | 0.0 | |
2,250,000 | (1) | SC Johnson & Son, Inc., 4.750%, 10/15/2046 | 3,010,045 | 0.0 |
6,336,000 | Shire Acquisitions Investments Ireland DAC, 2.875%, 09/23/2023 | 6,728,892 | 0.1 | |
3,000,000 | (2) | Stryker Corp., 2.900%, 06/15/2050 | 3,093,800 | 0.0 |
3,741,000 | (2) | Sysco Corp., 5.950%, 04/01/2030 | 4,733,184 | 0.1 |
1,823,000 | Takeda Pharmaceutical Co. Ltd., 3.025%, 07/09/2040 | 1,891,274 | 0.0 | |
1,125,000 | Takeda Pharmaceutical Co. Ltd., 3.175%, 07/09/2050 | 1,158,178 | 0.0 | |
1,375,000 | Takeda Pharmaceutical Co. Ltd., 3.375%, 07/09/2060 | 1,424,670 | 0.0 | |
7,240,000 | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | 7,508,684 | 0.1 | |
8,680,000 | (1) | Tenet Healthcare Corp., 5.125%, 11/01/2027 | 8,949,948 | 0.1 |
10,039,000 | (2) | Unilever Capital Corp., 3.250%, 03/07/2024 | 10,937,763 | 0.1 |
4,500,000 | (2) | United Rentals North America, Inc., 4.000%, 07/15/2030 | 4,606,875 | 0.1 |
4,325,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 4,546,656 | 0.1 | |
2,117,000 | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | 2,434,500 | 0.0 | |
1,483,000 | UnitedHealth Group, Inc., 3.875%, 08/15/2059 | 1,801,244 | 0.0 | |
2,310,000 | UnitedHealth Group, Inc., 4.200%, 01/15/2047 | 2,924,739 | 0.0 | |
9,504,000 | (1) | Upjohn, Inc., 3.850%, 06/22/2040 | 10,274,509 | 0.1 |
2,828,000 | (1) | Upjohn, Inc., 4.000%, 06/22/2050 | 3,026,640 | 0.0 |
2,025,000 | Zimmer Biomet Holdings, Inc., 3.550%, 03/20/2030 | 2,273,342 | 0.0 | |
602,942,006 | 6.1 | |||
Energy: 3.4% | ||||
9,895,000 | Apache Corp., 5.100%, 09/01/2040 | 8,913,169 | 0.1 | |
2,621,000 | (2) | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | 2,605,061 | 0.0 |
5,828,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 6,269,570 | 0.1 | |
4,856,000 | (2) | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | 5,238,833 | 0.1 |
3,280,000 | BP Capital Markets PLC, 4.742%, 03/11/2021 | 3,344,297 | 0.0 | |
3,610,000 | (4) | BP Capital Markets PLC, 4.875%, 12/31/2199 | 3,871,725 | 0.0 |
4,095,000 | (1) | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | 4,261,545 | 0.1 |
2,150,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 2,452,472 | 0.0 | |
5,525,000 | (1) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | 4,949,129 | 0.1 |
2,550,000 | (2) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 2,326,875 | 0.0 |
See Accompanying Notes to Financial Statements
29
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
3,662,000 | Diamondback Energy, Inc., 2.875%, 12/01/2024 | 3,712,107 | 0.0 | |
1,580,000 | Diamondback Energy, Inc., 3.250%, 12/01/2026 | 1,584,108 | 0.0 | |
4,650,000 | Diamondback Energy, Inc., 3.500%, 12/01/2029 | 4,495,458 | 0.1 | |
1,436,000 | Diamondback Energy, Inc., 4.750%, 05/31/2025 | 1,550,364 | 0.0 | |
8,250,000 | Ecopetrol SA, 6.875%, 04/29/2030 | 9,889,687 | 0.1 | |
7,100,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 7,550,525 | 0.1 | |
400,000 | (1) | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 425,382 | 0.0 |
5,582,000 | (2) | Enable Midstream Partners L.P., 4.150%, 09/15/2029 | 5,179,563 | 0.1 |
5,373,000 | (4) | Enbridge, Inc., 5.750%, 07/15/2080 | 5,574,260 | 0.1 |
1,217,000 | Energy Transfer Operating L.P., 4.650%, 06/01/2021 | 1,236,315 | 0.0 | |
645,000 | Energy Transfer Operating L.P., 4.900%, 03/15/2035 | 631,571 | 0.0 | |
8,457,000 | Energy Transfer Operating L.P., 5.300%, 04/15/2047 | 7,867,277 | 0.1 | |
1,263,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 1,343,709 | 0.0 | |
3,140,000 | Enterprise Products Operating LLC, 3.500%, 02/01/2022 | 3,263,510 | 0.0 | |
1,389,000 | Enterprise Products Operating LLC, 3.950%, 01/31/2060 | 1,373,309 | 0.0 | |
3,800,000 | (4) | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | 3,316,469 | 0.0 |
1,163,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 1,312,835 | 0.0 | |
1,989,000 | EOG Resources, Inc., 4.950%, 04/15/2050 | 2,450,995 | 0.0 | |
8,950,000 | (1) | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 9,240,875 | 0.1 |
2,642,000 | Equinor ASA, 3.125%, 04/06/2030 | 2,972,262 | 0.0 | |
1,850,000 | Exxon Mobil Corp., 4.227%, 03/19/2040 | 2,272,058 | 0.0 | |
5,050,000 | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | 5,629,361 | 0.1 | |
3,450,000 | Gazprom PJSC Via Gaz Capital SA, 4.950%, 02/06/2028 | 3,857,790 | 0.0 | |
9,050,000 | Gazprom PJSC Via Gaz Finance PLC, 3.250%, 02/25/2030 | 9,058,236 | 0.1 | |
163,000 | Halliburton Co., 3.500%, 08/01/2023 | 172,770 | 0.0 | |
136,000 | Halliburton Co., 3.800%, 11/15/2025 | 147,482 | 0.0 | |
4,020,000 | Halliburton Co., 4.850%, 11/15/2035 | 4,252,746 | 0.1 | |
5,775,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 6,447,210 | 0.1 | |
2,650,000 | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 3,105,805 | 0.0 | |
1,575,000 | (1) | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 1,845,903 | 0.0 |
1,295,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 1,433,651 | 0.0 | |
3,850,000 | Marathon Petroleum Corp., 4.700%, 05/01/2025 | 4,351,904 | 0.1 | |
2,663,000 | Marathon Petroleum Corp., 5.125%, 04/01/2024 | 2,700,720 | 0.0 | |
1,443,000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 1,486,255 | 0.0 | |
2,897,000 | MPLX L.P., 1.750%, 03/01/2026 | 2,895,624 | 0.0 | |
2,026,000 | MPLX L.P., 2.650%, 08/15/2030 | 1,991,157 | 0.0 | |
1,020,000 | MPLX L.P., 5.250%, 01/15/2025 | 1,057,526 | 0.0 | |
2,833,000 | Newfield Exploration Co., 5.375%, 01/01/2026 | 2,666,749 | 0.0 | |
265,000 | Noble Energy, Inc., 3.250%, 10/15/2029 | 293,622 | 0.0 | |
4,468,000 | (2) | Noble Energy, Inc., 4.200%, 10/15/2049 | 5,356,218 | 0.1 |
2,013,000 | Noble Energy, Inc., 4.950%, 08/15/2047 | 2,646,857 | 0.0 | |
2,023,000 | ONEOK Partners L.P., 3.375%, 10/01/2022 | 2,102,776 | 0.0 | |
1,910,000 | ONEOK, Inc., 2.200%, 09/15/2025 | 1,885,058 | 0.0 | |
5,335,000 | (2) | Pertamina Persero PT, 3.100%, 01/21/2030 | 5,539,895 | 0.1 |
6,075,000 | (1),(2) | Pertamina Persero PT, 3.100%, 01/21/2030 | 6,308,315 | 0.1 |
750,000 | Pertamina Persero PT, 5.625%, 05/20/2043 | 877,403 | 0.0 | |
10,500,000 | Petrobras Global Finance BV, 5.750%, 02/01/2029 | 11,599,875 | 0.1 | |
4,750,000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | 5,137,173 | 0.1 | |
4,000,000 | (1) | Petroleos del Peru SA, 4.750%, 06/19/2032 | 4,326,040 | 0.1 |
7,000,000 | (1) | Petroleos Mexicanos, 5.950%, 01/28/2031 | 5,830,090 | 0.1 |
8,500,000 | Petroleos Mexicanos, 6.500%, 03/13/2027 | 7,938,745 | 0.1 | |
2,225,000 | Petroleos Mexicanos, 6.500%, 01/23/2029 | 1,994,156 | 0.0 | |
2,225,000 | Petroleos Mexicanos, 6.875%, 08/04/2026 | 2,138,225 | 0.0 |
See Accompanying Notes to Financial Statements
30
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
5,693,000 | Pioneer Natural Resources Co., 1.900%, 08/15/2030 | 5,357,910 | 0.1 | |
10,116,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | 9,807,434 | 0.1 | |
2,140,000 | (2) | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | 2,079,239 | 0.0 |
662,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | 707,143 | 0.0 | |
3,468,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 3,727,845 | 0.0 | |
1,450,000 | (1) | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | 1,502,328 | 0.0 |
1,890,000 | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | 2,052,920 | 0.0 | |
2,203,000 | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | 2,480,574 | 0.0 | |
2,663,000 | (1) | Schlumberger Holdings Corp., 4.000%, 12/21/2025 | 2,981,859 | 0.0 |
5,190,000 | (1) | Schlumberger Investment SA, 2.400%, 08/01/2022 | 5,329,069 | 0.1 |
4,235,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 4,687,054 | 0.1 | |
3,245,000 | Shell International Finance BV, 4.125%, 05/11/2035 | 3,908,435 | 0.0 | |
325,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 341,130 | 0.0 | |
1,003,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/2045 | 935,238 | 0.0 | |
3,000,000 | (1) | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | 3,034,692 | 0.0 |
4,282,000 | Total Capital International SA, 2.986%, 06/29/2041 | 4,477,748 | 0.1 | |
4,687,000 | Total Capital International SA, 3.127%, 05/29/2050 | 4,864,393 | 0.1 | |
1,290,000 | (1) | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | 1,396,225 | 0.0 |
4,932,000 | Valero Energy Corp., 2.850%, 04/15/2025 | 5,173,736 | 0.1 | |
10,875,000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 12,048,500 | 0.1 | |
1,356,000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 1,524,112 | 0.0 | |
1,846,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 1,910,492 | 0.0 | |
2,768,000 | Williams Partners L.P., 3.750%, 06/15/2027 | 3,037,788 | 0.0 | |
9,195,000 | (2) | WPX Energy, Inc., 5.750%, 06/01/2026 | 9,534,066 | 0.1 |
331,450,582 | 3.4 | |||
Financial: 11.4% | ||||
12,331,000 | (1) | ABN AMRO Bank NV, 4.750%, 07/28/2025 | 13,923,242 | 0.1 |
3,163,000 | American International Group, Inc., 3.875%, 01/15/2035 | 3,643,255 | 0.0 | |
1,147,000 | American International Group, Inc., 4.375%, 01/15/2055 | 1,316,429 | 0.0 | |
4,050,000 | American International Group, Inc., 4.500%, 07/16/2044 | 4,759,176 | 0.1 | |
2,121,000 | American International Group, Inc., 4.750%, 04/01/2048 | 2,603,245 | 0.0 | |
1,247,000 | (4) | American International Group, Inc., 5.750%, 04/01/2048 | 1,361,496 | 0.0 |
3,085,000 | American Tower Corp., 3.700%, 10/15/2049 | 3,386,677 | 0.0 | |
3,420,000 | (1),(2) | ANZ New Zealand Int'l Ltd./London, 3.400%, 03/19/2024 | 3,723,958 | 0.0 |
4,553,000 | Arch Capital Group Ltd., 3.635%, 06/30/2050 | 4,910,433 | 0.1 | |
3,460,000 | Assurant, Inc., 3.700%, 02/22/2030 | 3,614,881 | 0.0 | |
4,643,000 | Assurant, Inc., 4.900%, 03/27/2028 | 5,147,625 | 0.1 | |
8,605,000 | (1) | Athene Global Funding, 2.800%, 05/26/2023 | 8,978,640 | 0.1 |
3,452,000 | (1) | Athene Global Funding, 2.950%, 11/12/2026 | 3,639,781 | 0.0 |
2,332,000 | AvalonBay Communities, Inc., 2.450%, 01/15/2031 | 2,497,122 | 0.0 | |
4,600,000 | (1) | Banco Bradesco SA/Cayman Islands, 3.200%, 01/27/2025 | 4,694,921 | 0.1 |
4,250,000 | (2) | Banco de Bogota SA, 6.250%, 05/12/2026 | 4,616,605 | 0.1 |
764,000 | Banco Nacional de Comercio Exterior SNC/Cayman Islands, 4.375%, 10/14/2025 | 818,355 | 0.0 | |
3,750,000 | (1) | Banco Nacional de Panama, 2.500%, 08/11/2030 | 3,715,313 | 0.0 |
5,200,000 | Banco Santander SA, 2.746%, 05/28/2025 | 5,472,691 | 0.1 | |
4,600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 4,819,901 | 0.1 | |
4,175,000 | Bancolombia SA, 3.000%, 01/29/2025 | 4,185,688 | 0.0 | |
7,100,000 | (1),(4) | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | 7,121,013 | 0.1 |
5,417,000 | (4) | Bank of America Corp., 0.981%, 09/25/2025 | 5,419,905 | 0.1 |
4,961,000 | (4) | Bank of America Corp., 1.898%, 07/23/2031 | 4,954,597 | 0.1 |
See Accompanying Notes to Financial Statements
31
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
1,495,000 | (2),(4) | Bank of America Corp., 2.015%, 02/13/2026 | 1,553,063 | 0.0 |
3,402,000 | (4) | Bank of America Corp., 2.592%, 04/29/2031 | 3,601,632 | 0.0 |
10,498,000 | (4) | Bank of America Corp., 2.676%, 06/19/2041 | 10,764,645 | 0.1 |
3,625,000 | (4) | Bank of America Corp., 3.194%, 07/23/2030 | 4,011,206 | 0.0 |
2,750,000 | (4) | Bank of America Corp., 3.419%, 12/20/2028 | 3,067,042 | 0.0 |
7,787,000 | (4) | Bank of America Corp., 3.499%, 05/17/2022 | 7,933,328 | 0.1 |
2,300,000 | (4) | Bank of America Corp., 3.550%, 03/05/2024 | 2,451,271 | 0.0 |
1,941,000 | Bank of America Corp., 3.950%, 04/21/2025 | 2,157,632 | 0.0 | |
1,718,000 | (4) | Bank of America Corp., 3.970%, 03/05/2029 | 1,972,593 | 0.0 |
2,645,000 | (4) | Bank of America Corp., 4.078%, 04/23/2040 | 3,157,341 | 0.0 |
2,903,000 | (4) | Bank of America Corp., 4.083%, 03/20/2051 | 3,606,866 | 0.0 |
7,307,000 | Bank of America Corp., 4.183%, 11/25/2027 | 8,393,942 | 0.1 | |
4,495,000 | Bank of America Corp., 4.250%, 10/22/2026 | 5,209,031 | 0.1 | |
9,614,000 | (4) | Bank of America Corp., 4.271%, 07/23/2029 | 11,280,819 | 0.1 |
594,000 | (4) | Bank of America Corp., 5.125%, 12/31/2199 | 611,791 | 0.0 |
5,000,000 | (4) | Bank of America Corp., 2.884%, 10/22/2030 | 5,405,556 | 0.1 |
5,594,000 | (4) | Bank of Montreal, 3.803%, 12/15/2032 | 6,236,299 | 0.1 |
2,940,000 | (2) | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | 3,105,662 | 0.0 |
2,417,000 | (2) | Bank of Nova Scotia/The, 2.700%, 08/03/2026 | 2,648,726 | 0.0 |
4,740,000 | (4) | Bank of Nova Scotia/The, 4.900%, 12/31/2199 | 4,917,750 | 0.1 |
3,962,000 | Bank of Nova Scotia, 4.500%, 12/16/2025 | 4,594,985 | 0.1 | |
13,595,000 | (1) | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | 14,369,900 | 0.2 |
2,980,000 | (1) | Barclays Bank PLC, 10.179%, 06/12/2021 | 3,135,562 | 0.0 |
3,687,000 | (4) | Barclays PLC, 3.564%, 09/23/2035 | 3,631,474 | 0.0 |
4,548,000 | (4) | Barclays PLC, 3.932%, 05/07/2025 | 4,901,228 | 0.1 |
2,475,000 | (4) | Barclays PLC, 4.610%, 02/15/2023 | 2,591,405 | 0.0 |
5,060,000 | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | 6,608,215 | 0.1 | |
5,150,000 | (1),(4) | BNP Paribas SA, 2.219%, 06/09/2026 | 5,319,303 | 0.1 |
2,641,000 | (1),(4) | BNP Paribas SA, 2.588%, 08/12/2035 | 2,570,585 | 0.0 |
9,060,000 | (1),(4) | BNP Paribas SA, 2.819%, 11/19/2025 | 9,566,690 | 0.1 |
2,000,000 | (1),(4) | BNP Paribas SA, 3.052%, 01/13/2031 | 2,150,836 | 0.0 |
4,499,000 | (1) | BNP Paribas SA, 3.375%, 01/09/2025 | 4,884,874 | 0.1 |
3,062,000 | Boston Properties L.P., 3.250%, 01/30/2031 | 3,306,375 | 0.0 | |
8,130,000 | (1),(2) | BPCE SA, 2.700%, 10/01/2029 | 8,751,339 | 0.1 |
2,094,000 | (1) | BPCE SA, 5.150%, 07/21/2024 | 2,347,974 | 0.0 |
7,020,000 | (1) | BPCE SA, 5.700%, 10/22/2023 | 7,872,294 | 0.1 |
4,814,000 | Brookfield Finance LLC, 3.450%, 04/15/2050 | 4,742,141 | 0.1 | |
3,394,000 | Brookfield Finance, Inc., 4.350%, 04/15/2030 | 3,956,100 | 0.0 | |
4,780,000 | Brown & Brown, Inc., 2.375%, 03/15/2031 | 4,833,584 | 0.1 | |
1,394,000 | Camden Property Trust, 2.800%, 05/15/2030 | 1,518,832 | 0.0 | |
11,000,000 | (2) | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | 11,616,119 | 0.1 |
12,153,000 | (4) | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | 12,601,145 | 0.1 |
2,002,000 | (2) | Canadian Imperial Bank of Commerce, 3.100%, 04/02/2024 | 2,161,022 | 0.0 |
2,119,000 | Capital One Financial Corp., 3.650%, 05/11/2027 | 2,342,409 | 0.0 | |
3,146,000 | Capital One Financial Corp., 3.750%, 03/09/2027 | 3,496,487 | 0.0 | |
3,329,000 | (4) | Charles Schwab Corp./The, 5.375%, 12/31/2199 | 3,615,460 | 0.0 |
2,787,000 | (4) | Citigroup, Inc., 1.678%, 05/15/2024 | 2,857,426 | 0.0 |
2,141,000 | (4) | Citigroup, Inc., 2.572%, 06/03/2031 | 2,255,205 | 0.0 |
3,170,000 | (4) | Citigroup, Inc., 2.876%, 07/24/2023 | 3,290,946 | 0.0 |
4,915,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 5,819,015 | 0.1 | |
1,147,000 | (1) | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | 1,211,932 | 0.0 |
1,201,000 | Columbia Property Trust Operating Partnership L.P., 3.650%, 08/15/2026 | 1,231,541 | 0.0 | |
638,000 | Columbia Property Trust Operating Partnership L.P., 4.150%, 04/01/2025 | 668,720 | 0.0 | |
1,520,000 | (1) | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | 1,680,139 | 0.0 |
3,693,000 | (1),(4) | Cooperatieve Rabobank UA, 1.004%, 09/24/2026 | 3,673,090 | 0.0 |
4,027,000 | (1),(4) | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | 4,083,694 | 0.0 |
6,000,000 | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | 6,379,554 | 0.1 | |
9,163,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 10,389,948 | 0.1 |
See Accompanying Notes to Financial Statements
32
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS as of September 30, 2020 (Unaudited) (Continued) |
1,500,000 | Cooperatieve Rabobank UA, 4.625%, 12/01/2023 | 1,669,437 | 0.0 | |
2,700,000 | (1),(2) | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | 2,728,350 | 0.0 |
1,679,000 | Corp Financiera de Desarrollo SA, 4.750%, 07/15/2025 | 1,890,797 | 0.0 | |
15,084,000 | (1),(4) | Credit Agricole SA/London, 1.907%, 06/16/2026 | 15,447,448 | 0.2 |
3,611,000 | Credit Suisse AG/New York NY, 1.000%, 05/05/2023 | 3,650,816 | 0.0 | |
4,068,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 4,621,679 | 0.1 |
3,222,000 | (1),(4) | Credit Suisse Group AG, 2.193%, 06/05/2026 | 3,332,069 | 0.0 |
6,870,000 | (1),(4) | Credit Suisse Group AG, 2.997%, 12/14/2023 | 7,155,963 | 0.1 |
1,170,000 | (1),(4) | Credit Suisse Group AG, 3.869%, 01/12/2029 | 1,305,927 | 0.0 |
3,166,000 | (1),(4) | Credit Suisse Group AG, 4.194%, 04/01/2031 | 3,661,464 | 0.0 |
1,441,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 1,636,799 | 0.0 |
8,409,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | 8,893,101 | 0.1 | |
1,033,000 | Crown Castle International Corp., 4.150%, 07/01/2050 | 1,182,256 | 0.0 | |
4,910,000 | (1),(4) | Danske Bank A/S, 1.621%, 09/11/2026 | 4,873,411 | 0.1 |
8,650,000 | (1),(2) | Danske Bank A/S, 2.800%, 03/10/2021 | 8,738,337 | 0.1 |
2,005,000 | (1) | Danske Bank A/S, 5.000%, 01/12/2022 | 2,107,037 | 0.0 |
4,404,000 | (4) | Deutsche Bank AG/New York NY, 3.547%, 09/18/2031 | 4,434,721 | 0.1 |
2,897,000 | Discover Bank, 4.250%, 03/13/2026 | 3,301,074 | 0.0 | |
2,404,000 | (4) | Discover Bank, 4.682%, 08/09/2028 | 2,522,169 | 0.0 |
805,000 | Discover Financial Services, 3.850%, 11/21/2022 | 859,177 | 0.0 | |
1,671,000 | (1) | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | 1,667,002 | 0.0 |
1,539,000 | Equinix, Inc., 1.550%, 03/15/2028 | 1,540,179 | 0.0 | |
6,000,000 | ERP Operating L.P., 2.500%, 02/15/2030 | 6,377,441 | 0.1 | |
9,425,000 | (1) | ESH Hospitality, Inc., 4.625%, 10/01/2027 | 9,260,251 | 0.1 |
4,085,000 | Essex Portfolio L.P., 3.000%, 01/15/2030 | 4,394,339 | 0.1 | |
1,862,000 | Essex Portfolio L.P., 3.250%, 05/01/2023 | 1,961,514 | 0.0 | |
5,348,000 | Fairfax Financial Holdings Ltd., 4.850%, 04/17/2028 | 5,864,880 | 0.1 | |
2,931,000 | (1) | Fairfax US, Inc., 4.875%, 08/13/2024 | 3,160,367 | 0.0 |
8,087,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | 8,447,753 | 0.1 |
750,000 | Fondo MIVIVIENDA SA, 3.500%, 01/31/2023 | 783,679 | 0.0 | |
2,511,000 | (1) | GE Capital Funding LLC, 4.400%, 05/15/2030 | 2,704,284 | 0.0 |
4,509,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 4,775,886 | 0.1 | |
5,493,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 6,247,725 | 0.1 | |
1,680,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | 2,192,862 | 0.0 | |
792,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 1,148,597 | 0.0 | |
4,886,000 | (1) | Great-West Lifeco US Finance 2020 L.P., 0.904%, 08/12/2025 | 4,879,750 | 0.1 |
1,935,000 | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | 2,658,291 | 0.0 | |
2,569,000 | (4) | HSBC Holdings PLC, 1.645%, 04/18/2026 | 2,564,553 | 0.0 |
5,105,000 | (4) | HSBC Holdings PLC, 2.013%, 09/22/2028 | 5,055,310 | 0.1 |
6,500,000 | (4) | HSBC Holdings PLC, 2.099%, 06/04/2026 | 6,586,588 | 0.1 |
3,038,000 | (4) | HSBC Holdings PLC, 2.357%, 08/18/2031 | 3,016,060 | 0.0 |
4,759,000 | (4) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 4,959,994 | 0.1 |
8,523,000 | (4) | HSBC Holdings PLC, 3.262%, 03/13/2023 | 8,815,772 | 0.1 |
2,924,000 | (4) | HSBC Holdings PLC, 3.973%, 05/22/2030 | 3,276,298 | 0.0 |
4,593,000 | (4) | HSBC Holdings PLC, 4.041%, 03/13/2028 | 5,076,621 | 0.1 |
4,085,000 | HSBC Holdings PLC, 4.300%, 03/08/2026 | 4,611,746 | 0.1 | |
1,883,000 | HSBC Holdings PLC, 4.950%, 03/31/2030 | 2,272,442 | 0.0 | |
4,831,000 | (4) | HSBC Holdings PLC, 6.000%, 12/31/2199 | 4,955,809 | 0.1 |
6,599,000 | ING Groep NV, 3.550%, 04/09/2024 | 7,189,138 | 0.1 | |
3,483,000 | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | 3,460,976 | 0.0 | |
3,301,000 | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | 3,411,616 | 0.0 | |
2,889,000 | Intercontinental Exchange, Inc., 4.250%, 09/21/2048 | 3,580,216 | 0.0 |
See Accompanying Notes to Financial Statements
33
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) | |
2,500,000 | (1) | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | 2,545,625 | 0.0 |
9,423,000 | (4) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 9,845,717 | 0.1 |
5,000,000 | (4) | JPMorgan Chase & Co., 2.301%, 10/15/2025 | 5,264,752 | 0.1 |
9,967,000 | (4) | JPMorgan Chase & Co., 2.522%, 04/22/2031 | 10,635,938 | 0.1 |
8,459,000 | (4) | JPMorgan Chase & Co., 3.207%, 04/01/2023 | 8,792,386 | 0.1 |
10,000 | (4) | JPMorgan Chase & Co., 3.559%, 04/23/2024 | 10,733 | 0.0 |
4,270,000 | (4) | JPMorgan Chase & Co., 3.797%, 07/23/2024 | 4,628,388 | 0.1 |
3,700,000 | JPMorgan Chase & Co., 3.875%, 09/10/2024 | 4,096,296 | 0.0 | |
4,145,000 | (4) | JPMorgan Chase & Co., 4.452%, 12/05/2029 | 4,989,108 | 0.1 |
2,200,000 | (4) | JPMorgan Chase & Co., 4.493%, 03/24/2031 | 2,687,166 | 0.0 |
11,251,000 | (4) | JPMorgan Chase & Co., 4.600%, 12/31/2199 | 11,040,044 | 0.1 |
2,123,000 | (4) | JPMorgan Chase & Co., 5.000%, 12/31/2199 | 2,121,168 | 0.0 |
2,990,000 | Kilroy Realty L.P., 3.450%, 12/15/2024 | 3,158,034 | 0.0 | |
4,649,000 | Kimco Realty Corp., 3.700%, 10/01/2049 | 4,568,898 | 0.1 | |
2,838,000 | (1) | KKR Group Finance Co. VII LLC, 3.625%, 02/25/2050 | 2,953,652 | 0.0 |
2,813,000 | (1) | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | 3,150,115 | 0.0 |
2,545,000 | (4) | Lloyds Banking Group PLC, 2.438%, 02/05/2026 | 2,641,272 | 0.0 |
2,849,000 | (4) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 2,962,883 | 0.0 |
4,310,000 | Main Street Capital Corp., 5.200%, 05/01/2024 | 4,534,379 | 0.1 | |
5,271,000 | (4) | MetLife, Inc., 3.850%, 12/31/2199 | 5,264,411 | 0.1 |
7,183,000 | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | 7,283,385 | 0.1 | |
4,479,000 | Mitsubishi UFJ Financial Group, Inc., 2.193%, 02/25/2025 | 4,695,114 | 0.1 | |
725,000 | Mitsubishi UFJ Financial Group, Inc., 2.757%, 09/13/2026 | 785,742 | 0.0 | |
5,500,000 | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | 5,800,592 | 0.1 | |
5,774,000 | (4) | Mizuho Financial Group, Inc., 1.241%, 07/10/2024 | 5,822,768 | 0.1 |
3,417,000 | (4) | Mizuho Financial Group, Inc., 2.226%, 05/25/2026 | 3,555,922 | 0.0 |
2,726,000 | (4) | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | 2,867,242 | 0.0 |
660,000 | (1) | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | 737,584 | 0.0 |
5,414,000 | (4) | Morgan Stanley, 2.188%, 04/28/2026 | 5,675,896 | 0.1 |
5,350,000 | (4) | Morgan Stanley, 3.622%, 04/01/2031 | 6,123,570 | 0.1 |
3,840,000 | Morgan Stanley, 3.700%, 10/23/2024 | 4,260,115 | 0.1 | |
3,210,000 | Morgan Stanley, 3.875%, 04/29/2024 | 3,540,288 | 0.0 | |
2,750,000 | Morgan Stanley, 3.875%, 01/27/2026 | 3,138,170 | 0.0 | |
3,524,000 | Morgan Stanley, 4.000%, 07/23/2025 | 3,980,718 | 0.0 | |
2,439,000 | (4) | Morgan Stanley, 4.457%, 04/22/2039 | 3,054,384 | 0.0 |
1,970,000 | (4) | Morgan Stanley, 5.597%, 03/24/2051 | 2,979,631 | 0.0 |
4,390,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 4,585,245 | 0.1 | |
5,050,000 | (1) | National Australia Bank Ltd., 2.332%, 08/21/2030 | 5,002,745 | 0.1 |
2,990,000 | (1),(4) | National Australia Bank Ltd., 3.933%, 08/02/2034 | 3,327,666 | 0.0 |
8,500,000 | (2),(4) | National Bank of Canada, 0.900%, 08/15/2023 | 8,537,586 | 0.1 |
4,651,000 | (1) | National Securities Clearing Corp., 1.500%, 04/23/2025 | 4,797,643 | 0.1 |
5,105,000 | (1) | Nationwide Building Society, 2.000%, 01/27/2023 | 5,256,312 | 0.1 |
9,520,000 | (1),(4) | Nationwide Building Society, 4.363%, 08/01/2024 | 10,329,266 | 0.1 |
3,595,000 | (4) | Natwest Group PLC, 3.032%, 11/28/2035 | 3,457,779 | 0.0 |
9,148,000 | Natwest Group PLC, 3.875%, 09/12/2023 | 9,832,839 | 0.1 | |
4,500,000 | Navient Corp., 5.000%, 03/15/2027 | 4,231,845 | 0.1 | |
1,000,000 | (1),(4) | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | 990,545 | 0.0 |
3,915,000 | (1) | New York Life Global Funding, 2.875%, 04/10/2024 | 4,209,638 | 0.1 |
1,345,000 | (1),(2),(4) | Nordea Bank ABP, 6.125%, 12/31/2199 | 1,442,613 | 0.0 |
DKK 4 | (5) | Nordea Kredit Realkreditaktieselskab, 6.000%, 07/01/2029 | – | – |
3,885,000 | Northern Trust Corp., 1.950%, 05/01/2030 | 4,051,895 | 0.0 |
See Accompanying Notes to Financial Statements
34
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
4,068,000 | (1) | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | 4,462,205 | 0.1 |
7,860,000 | ORIX Corp., 3.250%, 12/04/2024 | 8,530,031 | 0.1 | |
2,000,000 | (1),(2),(4) | Oversea-Chinese Banking Corp. Ltd., 1.832%, 09/10/2030 | 1,997,453 | 0.0 |
8,396,000 | Owl Rock Capital Corp., 4.250%, 01/15/2026 | 8,517,342 | 0.1 | |
5,456,000 | (1) | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | 5,402,377 | 0.1 |
2,449,000 | (4) | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | 2,461,221 | 0.0 |
3,412,000 | Piedmont Operating Partnership L.P., 3.150%, 08/15/2030 | 3,350,011 | 0.0 | |
1,580,000 | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | 1,676,670 | 0.0 | |
2,000,000 | Power Sector Assets & Liabilities Management Corp., 7.390%, 12/02/2024 | 2,507,016 | 0.0 | |
2,626,000 | Prologis L.P., 2.250%, 04/15/2030 | 2,792,776 | 0.0 | |
2,335,000 | Prologis L.P., 3.000%, 04/15/2050 | 2,507,435 | 0.0 | |
4,360,000 | (1) | Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.875%, 03/01/2031 | 4,316,400 | 0.1 |
4,520,000 | (1) | Quicken Loans LLC, 5.250%, 01/15/2028 | 4,771,018 | 0.1 |
3,576,000 | Realty Income Corp., 3.250%, 01/15/2031 | 3,947,982 | 0.0 | |
3,152,000 | Regency Centers L.P., 2.950%, 09/15/2029 | 3,265,862 | 0.0 | |
3,622,000 | Regency Centers L.P., 3.700%, 06/15/2030 | 3,981,204 | 0.0 | |
1,250,000 | Retail Opportunity Investments Partnership L.P., 5.000%, 12/15/2023 | 1,305,361 | 0.0 | |
3,008,000 | Retail Properties of America, Inc., 4.750%, 09/15/2030 | 3,017,580 | 0.0 | |
4,410,000 | Royal Bank of Canada, 0.885%, (US0003M + 0.660%), 10/05/2023 | 4,440,373 | 0.1 | |
9,225,000 | Royal Bank of Canada, 2.250%, 11/01/2024 | 9,782,062 | 0.1 | |
2,910,000 | (4) | Natwest Group PLC, 3.073%, 05/22/2028 | 3,062,807 | 0.0 |
459,000 | (4) | Natwest Group PLC, 4.269%, 03/22/2025 | 499,126 | 0.0 |
3,017,000 | (4) | Natwest Group PLC, 4.519%, 06/25/2024 | 3,254,102 | 0.0 |
3,572,000 | (1) | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | 3,826,963 | 0.0 |
5,383,000 | (1),(4) | Scentre Group Trust 2, 5.125%, 09/24/2080 | 5,294,939 | 0.1 |
5,780,000 | (1),(2) | Skandinaviska Enskilda Banken AB, 0.850%, 09/02/2025 | 5,787,081 | 0.1 |
5,250,000 | (4) | State Street Corp., 3.031%, 11/01/2034 | 5,730,330 | 0.1 |
4,770,000 | Sumitomo Mitsui Financial Group, Inc., 2.142%, 09/23/2030 | 4,705,801 | 0.1 | |
3,225,000 | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | 3,411,769 | 0.0 | |
300,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | 331,150 | 0.0 | |
3,351,000 | (1) | Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025 | 3,367,116 | 0.0 |
2,904,000 | (1) | Swedbank AB, 1.300%, 06/02/2023 | 2,961,673 | 0.0 |
9,340,000 | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | 10,135,646 | 0.1 | |
1,354,000 | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | 1,652,415 | 0.0 | |
4,600,000 | Truist Bank, 2.250%, 03/11/2030 | 4,745,172 | 0.1 | |
3,293,000 | Truist Bank, 3.200%, 04/01/2024 | 3,573,834 | 0.0 | |
3,244,000 | Truist Financial Corp., 1.125%, 08/03/2027 | 3,240,474 | 0.0 | |
6,953,000 | (4) | Truist Financial Corp., 4.800%, 12/31/2199 | 6,985,242 | 0.1 |
2,705,000 | (4) | Truist Financial Corp., 4.950%, 12/31/2199 | 2,853,775 | 0.0 |
3,609,000 | (4) | Truist Financial Corp., 5.100%, 12/31/2199 | 3,910,171 | 0.0 |
1,575,000 | (1) | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | 1,423,179 | 0.0 |
3,180,000 | UBS AG, 5.125%, 05/15/2024 | 3,509,925 | 0.0 | |
4,162,000 | (1),(4) | UBS Group AG, 1.008%, 07/30/2024 | 4,174,003 | 0.0 |
7,779,000 | (1),(4) | UBS Group AG, 2.859%, 08/15/2023 | 8,081,815 | 0.1 |
3,853,000 | (1),(4) | UBS Group AG, 1.364%, 01/30/2027 | 3,854,972 | 0.0 |
2,565,000 | (1),(4) | UBS Group AG, 3.126%, 08/13/2030 | 2,849,014 | 0.0 |
3,125,000 | UDR, Inc., 2.100%, 08/01/2032 | 3,113,158 | 0.0 | |
7,286,000 | UDR, Inc., 3.000%, 08/15/2031 | 7,885,120 | 0.1 | |
5,000,000 | US Bank NA/Cincinnati OH, 2.050%, 01/21/2025 | 5,285,076 | 0.1 | |
8,766,000 | (1) | USAA Capital Corp., 2.125%, 05/01/2030 | 9,241,156 | 0.1 |
1,005,000 | Ventas Realty L.P., 5.700%, 09/30/2043 | 1,194,986 | 0.0 | |
9,500,000 | (4) | Wells Fargo & Co., 1.654%, 06/02/2024 | 9,680,929 | 0.1 |
5,017,000 | (4) | Wells Fargo & Co., 2.393%, 06/02/2028 | 5,240,197 | 0.1 |
9,435,000 | (4) | Wells Fargo & Co., 2.406%, 10/30/2025 | 9,890,758 | 0.1 |
3,788,000 | (4) | Wells Fargo & Co., 3.068%, 04/30/2041 | 3,947,672 | 0.0 |
6,670,000 | Wells Fargo & Co., 3.750%, 01/24/2024 | 7,252,698 | 0.1 | |
4,723,000 | Wells Fargo & Co., 4.125%, 08/15/2023 | 5,148,395 | 0.1 |
See Accompanying Notes to Financial Statements
35
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
1,556,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 1,947,201 | 0.0 | |
3,115,000 | (4) | Wells Fargo & Co., 5.013%, 04/04/2051 | 4,253,553 | 0.1 |
4,455,000 | (4) | Wells Fargo Bank NA, 2.082%, 09/09/2022 | 4,518,923 | 0.1 |
2,270,000 | Westpac Banking Corp., 2.350%, 02/19/2025 | 2,425,014 | 0.0 | |
372,000 | Willis Towers Watson PLC, 5.750%, 03/15/2021 | 380,325 | 0.0 | |
6,680,000 | XLIT Ltd., 4.450%, 03/31/2025 | 7,561,108 | 0.1 | |
2,000,000 | XLIT Ltd., 5.250%, 12/15/2043 | 2,792,519 | 0.0 | |
2,296,000 | XLIT Ltd., 5.500%, 03/31/2045 | 3,043,032 | 0.0 | |
1,114,651,059 | 11.4 | |||
Industrial: 2.7% | ||||
1,335,000 | 3M Co., 3.700%, 04/15/2050 | 1,604,971 | 0.0 | |
8,300,000 | AECOM, 5.125%, 03/15/2027 | 8,994,544 | 0.1 | |
8,620,000 | (1) | Airbus Finance BV, 2.700%, 04/17/2023 | 9,014,665 | 0.1 |
5,435,000 | Amphenol Corp., 2.800%, 02/15/2030 | 5,960,125 | 0.1 | |
1,137,000 | (1) | Aviation Capital Group LLC, 3.875%, 05/01/2023 | 1,125,956 | 0.0 |
2,027,000 | (1) | Aviation Capital Group LLC, 4.375%, 01/30/2024 | 2,016,505 | 0.0 |
5,189,000 | (1) | Aviation Capital Group LLC, 5.500%, 12/15/2024 | 5,357,653 | 0.1 |
3,878,000 | (1) | BAE Systems PLC, 3.400%, 04/15/2030 | 4,349,971 | 0.1 |
3,530,000 | (1) | Berry Global, Inc., 5.625%, 07/15/2027 | 3,708,706 | 0.0 |
2,530,000 | (4) | BNSF Funding Trust I, 6.613%, 12/15/2055 | 2,890,707 | 0.0 |
1,269,000 | Boeing Co/The, 3.850%, 11/01/2048 | 1,164,215 | 0.0 | |
2,575,000 | Boeing Co/The, 4.875%, 05/01/2025 | 2,812,959 | 0.0 | |
2,599,000 | Boeing Co/The, 5.805%, 05/01/2050 | 3,146,959 | 0.0 | |
9,445,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 9,793,284 | 0.1 |
4,885,000 | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | 5,918,678 | 0.1 | |
1,165,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 1,483,080 | 0.0 | |
2,728,000 | Burlington Northern Santa Fe LLC, 5.150%, 09/01/2043 | 3,761,021 | 0.0 | |
5,082,000 | (1) | Carrier Global Corp., 2.493%, 02/15/2027 | 5,321,796 | 0.1 |
2,965,000 | (1) | Carrier Global Corp., 2.722%, 02/15/2030 | 3,103,609 | 0.0 |
4,460,000 | (1),(2) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 4,696,937 | 0.1 |
5,287,000 | (1) | CCL Industries, Inc., 3.050%, 06/01/2030 | 5,651,026 | 0.1 |
200,000 | Cemex SAB de CV, 6.125%, 05/05/2025 | 206,750 | 0.0 | |
4,350,000 | (1) | Cemex SAB de CV, 5.200%, 09/17/2030 | 4,376,753 | 0.1 |
2,715,000 | CSX Corp., 4.650%, 03/01/2068 | 3,556,203 | 0.0 | |
890,000 | CSX Corp., 4.500%, 08/01/2054 | 1,153,818 | 0.0 | |
1,428,000 | FedEx Corp., 3.900%, 02/01/2035 | 1,623,932 | 0.0 | |
4,000,000 | FedEx Corp., 4.050%, 02/15/2048 | 4,623,567 | 0.1 | |
2,096,000 | (2) | FedEx Corp., 4.250%, 05/15/2030 | 2,514,312 | 0.0 |
2,647,000 | FedEx Corp., 4.400%, 01/15/2047 | 3,132,239 | 0.0 | |
3,007,000 | FedEx Corp. 2020-1 Class AA Pass Through Trust, 1.875%, 08/20/2035 | 3,065,430 | 0.0 | |
2,800,000 | (2) | GATX Corp., 4.000%, 06/30/2030 | 3,229,764 | 0.0 |
5,327,000 | General Dynamics Corp., 3.500%, 04/01/2027 | 6,130,034 | 0.1 | |
3,906,000 | General Dynamics Corp., 4.250%, 04/01/2040 | 4,922,494 | 0.1 | |
2,518,000 | (2) | General Electric Co., 3.625%, 05/01/2030 | 2,618,515 | 0.0 |
9,460,000 | (1),(2) | GFL Environmental, Inc., 3.750%, 08/01/2025 | 9,454,088 | 0.1 |
5,925,000 | Honeywell International, Inc., 1.950%, 06/01/2030 | 6,243,909 | 0.1 | |
2,786,000 | Lockheed Martin Corp., 2.800%, 06/15/2050 | 2,908,492 | 0.0 | |
2,966,000 | Lockheed Martin Corp., 4.070%, 12/15/2042 | 3,709,401 | 0.0 | |
3,379,000 | Norfolk Southern Corp., 3.650%, 08/01/2025 | 3,803,675 | 0.0 | |
434,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 472,405 | 0.0 | |
1,605,000 | Packaging Corp. of America, 3.000%, 12/15/2029 | 1,758,684 | 0.0 | |
2,395,000 | Packaging Corp. of America, 4.050%, 12/15/2049 | 2,864,385 | 0.0 | |
2,270,000 | Raytheon Technologies Corp., 3.125%, 07/01/2050 | 2,436,697 | 0.0 | |
2,335,000 | (1) | Raytheon Technologies Corp., 3.200%, 03/15/2024 | 2,508,135 | 0.0 |
3,686,000 | (1) | Raytheon Technologies Corp., 3.500%, 03/15/2027 | 4,149,708 | 0.1 |
211,000 | Raytheon Technologies Corp., 3.650%, 08/16/2023 | 228,201 | 0.0 |
See Accompanying Notes to Financial Statements
36
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
538,000 | Raytheon Technologies Corp., 4.450%, 11/16/2038 | 662,244 | 0.0 | |
8,741,000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 11,047,543 | 0.1 | |
534,000 | Raytheon Technologies Corp., 5.400%, 05/01/2035 | 725,772 | 0.0 | |
506,000 | Raytheon Technologies Corp., 6.125%, 07/15/2038 | 731,930 | 0.0 | |
3,147,000 | Republic Services, Inc., 1.450%, 02/15/2031 | 3,108,564 | 0.0 | |
2,498,000 | Roper Technologies, Inc., 1.400%, 09/15/2027 | 2,524,416 | 0.0 | |
1,678,000 | Roper Technologies, Inc., 2.000%, 06/30/2030 | 1,712,747 | 0.0 | |
6,902,000 | Ryder System, Inc., 3.750%, 06/09/2023 | 7,423,012 | 0.1 | |
3,300,000 | (1),(2) | Sealed Air Corp., 4.000%, 12/01/2027 | 3,456,090 | 0.0 |
5,480,000 | (1) | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 5,459,450 | 0.1 |
9,013,000 | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 9,215,793 | 0.1 | |
4,875,000 | (1) | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | 4,820,741 | 0.1 |
7,120,000 | (1) | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | 7,310,816 | 0.1 |
6,290,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/2022 | 6,606,626 | 0.1 | |
4,150,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 4,222,189 | 0.1 |
4,235,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 4,417,634 | 0.1 |
2,720,000 | Textron, Inc., 3.000%, 06/01/2030 | 2,868,804 | 0.0 | |
5,745,000 | (1) | TTX Co., 3.600%, 01/15/2025 | 6,373,758 | 0.1 |
700,000 | (1) | Union Pacific Corp., 2.973%, 09/16/2062 | 689,012 | 0.0 |
2,431,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 2,643,482 | 0.0 | |
3,540,000 | WRKCo, Inc., 3.000%, 06/15/2033 | 3,853,525 | 0.0 | |
263,443,106 | 2.7 | |||
Technology: 1.7% | ||||
1,839,000 | Activision Blizzard, Inc., 1.350%, 09/15/2030 | 1,796,776 | 0.0 | |
1,667,000 | Activision Blizzard, Inc., 2.500%, 09/15/2050 | 1,534,248 | 0.0 | |
562,000 | Analog Devices, Inc., 3.500%, 12/05/2026 | 636,572 | 0.0 | |
5,572,000 | Apple, Inc., 2.550%, 08/20/2060 | 5,585,232 | 0.1 | |
2,605,000 | Apple, Inc., 2.650%, 05/11/2050 | 2,720,670 | 0.0 | |
4,128,000 | Apple, Inc., 3.450%, 02/09/2045 | 4,916,461 | 0.1 | |
7,492,000 | Apple, Inc., 3.750%, 09/12/2047 | 9,244,252 | 0.1 | |
5,095,000 | Apple, Inc., 3.750%, 11/13/2047 | 6,283,215 | 0.1 | |
963,000 | Apple, Inc., 4.450%, 05/06/2044 | 1,309,086 | 0.0 | |
3,840,000 | Broadridge Financial Solutions, Inc., 2.900%, 12/01/2029 | 4,163,849 | 0.0 | |
1,830,000 | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | 1,826,569 | 0.0 | |
2,143,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 2,519,845 | 0.0 |
2,695,000 | Fiserv, Inc., 2.750%, 07/01/2024 | 2,883,538 | 0.0 | |
7,158,000 | Fiserv, Inc., 3.200%, 07/01/2026 | 7,961,209 | 0.1 | |
2,895,000 | HP, Inc., 4.050%, 09/15/2022 | 3,091,366 | 0.0 | |
2,139,000 | (1) | Infor, Inc., 1.450%, 07/15/2023 | 2,169,732 | 0.0 |
2,496,000 | (1) | Infor, Inc., 1.750%, 07/15/2025 | 2,574,823 | 0.0 |
1,975,000 | (2) | Intel Corp., 3.100%, 02/15/2060 | 2,154,802 | 0.0 |
12,903,000 | (2) | Intel Corp., 3.250%, 11/15/2049 | 14,432,940 | 0.2 |
3,083,000 | International Business Machines Corp., 2.950%, 05/15/2050 | 3,215,401 | 0.0 | |
7,595,000 | International Business Machines Corp., 3.300%, 05/15/2026 | 8,564,442 | 0.1 | |
5,223,000 | (1) | Microchip Technology, Inc., 2.670%, 09/01/2023 | 5,410,573 | 0.1 |
6,701,000 | Microsoft Corp., 2.400%, 08/08/2026 | 7,309,013 | 0.1 | |
6,002,000 | Microsoft Corp., 2.525%, 06/01/2050 | 6,300,329 | 0.1 | |
9,677,000 | Microsoft Corp., 3.700%, 08/08/2046 | 12,185,246 | 0.1 | |
4,239,000 | NetApp, Inc., 1.875%, 06/22/2025 | 4,398,590 | 0.1 | |
1,820,000 | NVIDIA Corp., 3.500%, 04/01/2040 | 2,140,324 | 0.0 | |
2,425,000 | NVIDIA Corp., 3.500%, 04/01/2050 | 2,852,380 | 0.0 | |
1,855,000 | NVIDIA Corp., 3.700%, 04/01/2060 | 2,215,069 | 0.0 | |
4,533,000 | (1) | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | 5,366,560 | 0.1 |
2,761,000 | (1) | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | 3,028,837 | 0.0 |
3,692,000 | Oracle Corp., 3.600%, 04/01/2040 | 4,228,409 | 0.1 | |
370,000 | Oracle Corp., 3.850%, 07/15/2036 | 437,024 | 0.0 | |
8,841,000 | Oracle Corp., 4.000%, 11/15/2047 | 10,494,306 | 0.1 |
See Accompanying Notes to Financial Statements
37
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
2,100,000 | ServiceNow, Inc., 1.400%, 09/01/2030 | 2,046,613 | 0.0 | |
2,755,000 | (1) | TSMC Global Ltd., 0.750%, 09/28/2025 | 2,731,579 | 0.0 |
2,915,000 | (1) | TSMC Global Ltd., 1.000%, 09/28/2027 | 2,866,673 | 0.0 |
5,108,000 | Xilinx, Inc., 2.375%, 06/01/2030 | 5,388,885 | 0.1 | |
168,985,438 | 1.7 | |||
Utilities: 4.2% | ||||
1,059,000 | AEP Texas, Inc., 3.450%, 01/15/2050 | 1,159,828 | 0.0 | |
3,943,000 | (1) | AES Corp./The, 3.950%, 07/15/2030 | 4,364,250 | 0.1 |
2,480,000 | Alabama Power Co., 3.450%, 10/01/2049 | 2,827,018 | 0.0 | |
10,755,000 | (1) | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | 11,555,846 | 0.1 |
640,000 | American Electric Power Co., Inc., 2.950%, 12/15/2022 | 669,843 | 0.0 | |
3,136,000 | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 3,285,265 | 0.0 | |
7,500,000 | (1) | American Transmission Systems, Inc., 5.000%, 09/01/2044 | 9,374,224 | 0.1 |
5,385,000 | (1) | American Transmission Systems, Inc., 5.250%, 01/15/2022 | 5,667,093 | 0.1 |
2,011,000 | Appalachian Power Co., 3.700%, 05/01/2050 | 2,296,453 | 0.0 | |
2,595,000 | Arizona Public Service Co., 4.200%, 08/15/2048 | 3,212,301 | 0.0 | |
9,776,000 | Avangrid, Inc., 3.200%, 04/15/2025 | 10,768,714 | 0.1 | |
2,510,000 | (2) | Baltimore Gas and Electric Co., 3.200%, 09/15/2049 | 2,706,285 | 0.0 |
3,615,000 | Black Hills Corp., 2.500%, 06/15/2030 | 3,746,688 | 0.1 | |
3,250,000 | Black Hills Corp., 3.050%, 10/15/2029 | 3,543,523 | 0.0 | |
1,720,000 | Black Hills Corp., 4.250%, 11/30/2023 | 1,888,669 | 0.0 | |
2,750,000 | Black Hills Corp., 4.350%, 05/01/2033 | 3,306,982 | 0.0 | |
1,432,000 | (2) | CenterPoint Energy Houston Electric LLC, 2.900%, 07/01/2050 | 1,541,069 | 0.0 |
566,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | 648,779 | 0.0 | |
4,750,000 | (1) | Centrais Eletricas Brasileiras SA, 3.625%, 02/04/2025 | 4,745,488 | 0.1 |
2,166,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 2,342,452 | 0.0 |
5,860,000 | (4) | CMS Energy Corp., 4.750%, 06/01/2050 | 6,221,170 | 0.1 |
2,519,000 | Commonwealth Edison Co., 3.750%, 08/15/2047 | 3,013,855 | 0.0 | |
1,864,000 | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | 2,230,240 | 0.0 | |
2,591,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 3,393,587 | 0.0 | |
831,000 | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | 1,121,201 | 0.0 | |
4,148,000 | (2) | Consumers Energy Co., 2.500%, 05/01/2060 | 3,901,834 | 0.1 |
633,000 | (2) | Delmarva Power & Light Co., 3.500%, 11/15/2023 | 687,710 | 0.0 |
4,865,000 | (4) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 4,933,834 | 0.1 |
1,790,000 | DTE Electric Co., 3.950%, 03/01/2049 | 2,259,514 | 0.0 | |
1,210,000 | DTE Electric Co., 4.050%, 05/15/2048 | 1,527,113 | 0.0 | |
7,263,000 | DTE Electric Co., 2.950%, 03/01/2050 | 7,692,334 | 0.1 | |
6,817,000 | DTE Energy Co., 1.050%, 06/01/2025 | 6,837,340 | 0.1 | |
1,539,000 | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | 1,721,760 | 0.0 | |
2,322,000 | (2) | Duke Energy Carolinas LLC, 3.200%, 08/15/2049 | 2,582,506 | 0.0 |
2,340,000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 2,768,881 | 0.0 | |
2,185,000 | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | 2,675,051 | 0.0 | |
2,155,000 | (4) | Duke Energy Corp., 4.875%, 12/31/2199 | 2,282,441 | 0.0 |
3,030,000 | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 3,865,136 | 0.1 | |
3,500,000 | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 3,903,862 | 0.1 | |
1,200,000 | Duke Energy Indiana LLC, 3.750%, 05/15/2046 | 1,406,348 | 0.0 | |
1,890,000 | (2) | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | 1,986,603 | 0.0 |
3,723,000 | Duke Energy Progress LLC, 3.700%, 10/15/2046 | 4,387,516 | 0.1 | |
4,000,000 | Duke Energy Progress LLC, 4.100%, 05/15/2042 | 4,860,591 | 0.1 | |
3,677,000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 4,582,765 | 0.1 | |
2,390,000 | (1) | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | 2,400,927 | 0.0 |
3,391,000 | Entergy Arkansas LLC, 2.650%, 06/15/2051 | 3,423,790 | 0.0 | |
1,869,000 | (2) | Entergy Corp., 2.800%, 06/15/2030 | 2,028,067 | 0.0 |
3,323,000 | Entergy Corp., 2.950%, 09/01/2026 | 3,673,243 | 0.0 | |
1,758,000 | (2) | Entergy Louisiana LLC, 2.900%, 03/15/2051 | 1,851,948 | 0.0 |
See Accompanying Notes to Financial Statements
38
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
5,263,000 | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 6,761,469 | 0.1 | |
464,000 | Entergy Mississippi LLC, 3.100%, 07/01/2023 | 492,492 | 0.0 | |
2,172,000 | Entergy Texas, Inc., 4.000%, 03/30/2029 | 2,546,196 | 0.0 | |
6,480,000 | Entergy Louisiana LLC, 4.050%, 09/01/2023 | 7,095,124 | 0.1 | |
2,033,000 | Essential Utilities, Inc., 2.704%, 04/15/2030 | 2,178,305 | 0.0 | |
2,882,000 | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | 3,152,709 | 0.0 | |
2,520,000 | Evergy Metro, Inc., 2.250%, 06/01/2030 | 2,669,707 | 0.0 | |
2,943,000 | Eversource Energy, 0.800%, 08/15/2025 | 2,932,506 | 0.0 | |
3,664,000 | Eversource Energy, 2.900%, 10/01/2024 | 3,969,345 | 0.1 | |
2,871,000 | (2) | Eversource Energy, 3.450%, 01/15/2050 | 3,231,904 | 0.0 |
3,617,000 | Exelon Corp., 3.497%, 06/01/2022 | 3,784,037 | 0.1 | |
1,060,000 | (2) | Exelon Corp., 4.050%, 04/15/2030 | 1,242,648 | 0.0 |
1,585,000 | Exelon Corp., 4.700%, 04/15/2050 | 2,025,278 | 0.0 | |
1,116,000 | Exelon Generation Co. LLC, 3.250%, 06/01/2025 | 1,221,639 | 0.0 | |
2,493,000 | FirstEnergy Corp., 2.850%, 07/15/2022 | 2,556,818 | 0.0 | |
1,519,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 1,613,745 | 0.0 | |
1,725,000 | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 1,887,311 | 0.0 | |
3,055,000 | Georgia Power Co., 2.200%, 09/15/2024 | 3,224,078 | 0.0 | |
2,124,000 | Georgia Power Co., 5.750%, 04/15/2023 | 2,378,878 | 0.0 | |
1,444,000 | Idaho Power Co., 4.200%, 03/01/2048 | 1,834,635 | 0.0 | |
6,060,000 | Inkia Energy Ltd., 5.875%, 11/09/2027 | 6,329,670 | 0.1 | |
2,870,000 | (2) | Interstate Power and Light Co., 2.300%, 06/01/2030 | 3,040,690 | 0.0 |
4,400,000 | Interstate Power and Light Co., 3.250%, 12/01/2024 | 4,829,280 | 0.1 | |
3,462,000 | (1) | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | 3,929,889 | 0.1 |
3,199,000 | (1) | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | 3,661,395 | 0.0 |
3,950,000 | (1),(2) | Kallpa Generacion SA, 4.125%, 08/16/2027 | 4,135,156 | 0.1 |
1,423,000 | Kentucky Utilities Co., 3.300%, 06/01/2050 | 1,555,139 | 0.0 | |
1,950,000 | (1) | Metropolitan Edison Co., 3.500%, 03/15/2023 | 2,048,304 | 0.0 |
2,430,000 | (2) | MidAmerican Energy Co., 3.150%, 04/15/2050 | 2,696,631 | 0.0 |
4,552,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 5,393,102 | 0.1 | |
271,000 | Mississippi Power Co., 4.750%, 10/15/2041 | 316,338 | 0.0 | |
3,392,000 | (1) | Narragansett Electric Co/The, 3.395%, 04/09/2030 | 3,869,279 | 0.1 |
2,880,000 | (4) | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | 2,971,387 | 0.0 |
5,049,000 | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | 5,463,466 | 0.1 | |
6,788,000 | (2) | NiSource, Inc., 3.600%, 05/01/2030 | 7,748,278 | 0.1 |
1,453,000 | NiSource, Inc., 5.950%, 06/15/2041 | 2,043,125 | 0.0 | |
6,227,000 | NiSource, Inc., 0.950%, 08/15/2025 | 6,229,562 | 0.1 | |
3,175,000 | (2) | NRG Energy, Inc., 5.750%, 01/15/2028 | 3,430,984 | 0.0 |
2,992,000 | (1) | Oglethorpe Power Corp., 3.750%, 08/01/2050 | 2,986,624 | 0.0 |
1,861,000 | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 1,800,622 | 0.0 | |
4,188,000 | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 4,100,469 | 0.1 | |
2,484,000 | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 2,489,629 | 0.0 | |
1,138,000 | PECO Energy Co., 4.150%, 10/01/2044 | 1,425,527 | 0.0 | |
750,000 | (1) | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | 882,045 | 0.0 |
2,675,000 | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 3,136,023 | 0.0 | |
4,500,000 | (1) | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 5,275,553 | 0.1 |
2,035,000 | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | 2,212,500 | 0.0 | |
7,000,000 | PNM Resources, Inc., 3.250%, 03/09/2021 | 7,080,299 | 0.1 | |
4,226,000 | PPL Capital Funding, Inc., 4.125%, 04/15/2030 | 4,998,973 | 0.1 | |
6,952,000 | Public Service Electric and Gas Co., 3.000%, 05/15/2025 | 7,602,059 | 0.1 | |
2,889,000 | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | 2,874,051 | 0.0 | |
2,541,000 | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | 2,506,857 | 0.0 | |
3,937,000 | Sempra Energy, 3.800%, 02/01/2038 | 4,404,797 | 0.1 | |
3,344,000 | (4) | Sempra Energy, 4.875%, 12/31/2199 | 3,444,320 | 0.0 |
5,750,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 6,274,768 | 0.1 |
See Accompanying Notes to Financial Statements
39
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
435,000 | Southern California Edison Co., 2.400%, 02/01/2022 | 443,679 | 0.0 | |
1,570,000 | (2) | Southern California Edison Co., 3.650%, 02/01/2050 | 1,639,928 | 0.0 |
813,000 | Southern California Edison Co., 4.050%, 03/15/2042 | 878,241 | 0.0 | |
1,444,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 1,749,027 | 0.0 | |
1,680,000 | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | 2,317,630 | 0.0 | |
4,975,000 | (4) | Southern Co/The, 4.000%, 01/15/2051 | 4,994,440 | 0.1 |
3,690,000 | Tampa Electric Co., 5.400%, 05/15/2021 | 3,803,456 | 0.1 | |
3,623,000 | Tucson Electric Power Co., 1.500%, 08/01/2030 | 3,593,430 | 0.0 | |
1,710,000 | Tucson Electric Power Co., 4.850%, 12/01/2048 | 2,309,125 | 0.0 | |
2,500,000 | Union Electric Co., 3.250%, 10/01/2049 | 2,811,633 | 0.0 | |
2,260,000 | Union Electric Co., 3.900%, 09/15/2042 | 2,716,547 | 0.0 | |
1,915,000 | Virginia Electric and Power Co., 3.450%, 09/01/2022 | 2,003,312 | 0.0 | |
5,165,000 | Virginia Electric and Power Co., 3.800%, 09/15/2047 | 6,275,287 | 0.1 | |
3,485,000 | Washington Gas Light Co., 3.650%, 09/15/2049 | 3,972,682 | 0.1 | |
763,000 | WEC Energy Group, Inc., 3.100%, 03/08/2022 | 792,912 | 0.0 | |
3,590,000 | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | 4,078,959 | 0.1 | |
408,237,840 | 4.2 | |||
Total Corporate Bonds/Notes | ||||
(Cost $3,419,861,656) | 3,612,025,814 | 36.9 | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 20.2% | ||||
882,975 | (1),(4) | Agate Bay Mortgage Trust 2014-2 B4, 3.870%, 09/25/2044 | 882,650 | 0.0 |
2,808,625 | Alternative Loan Trust 2004-J7 MI, 1.168%, (US0001M + 1.020%), 10/25/2034 | 2,706,001 | 0.0 | |
2,560,777 | Alternative Loan Trust 2005-10CB 1A1, 0.648%, (US0001M + 0.500%), 05/25/2035 | 2,028,310 | 0.0 | |
2,212,576 | Alternative Loan Trust 2005-51 3A2A, 2.309%, (12MTA + 1.290%), 11/20/2035 | 2,033,854 | 0.0 | |
656,552 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | 614,241 | 0.0 | |
815,626 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 801,669 | 0.0 | |
1,494,082 | Alternative Loan Trust 2005-J2 1A12, 0.548%, (US0001M + 0.400%), 04/25/2035 | 1,218,275 | 0.0 | |
744,032 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 522,901 | 0.0 | |
163,732 | Alternative Loan Trust 2006-18CB A10, 0.548%, (US0001M + 0.400%), 07/25/2036 | 74,634 | 0.0 | |
989,800 | Alternative Loan Trust 2006-19CB A28, 0.748%, (US0001M + 0.600%), 08/25/2036 | 543,122 | 0.0 | |
850,574 | Alternative Loan Trust 2006-HY11 A1, 0.268%, (US0001M + 0.120%), 06/25/2036 | 810,851 | 0.0 | |
1,075,193 | Alternative Loan Trust 2007-23CB A3, 0.648%, (US0001M + 0.500%), 09/25/2037 | 418,149 | 0.0 | |
2,729,044 | Alternative Loan Trust 2007-2CB 2A1, 0.748%, (US0001M + 0.600%), 03/25/2037 | 1,326,116 | 0.0 | |
1,054,819 | Alternative Loan Trust 2007-3T1 1A11, 6.000%, 04/25/2037 | 695,504 | 0.0 | |
1,017,938 | Alternative Loan Trust 2007-8CB A3, 0.648%, (US0001M + 0.500%), 05/25/2037 | 503,697 | 0.0 | |
1,945,009 | American Home Mortgage Assets Trust 2007-4 A4, 0.438%, (US0001M + 0.290%), 08/25/2037 | 1,749,028 | 0.0 | |
2,159,949 | (1),(4) | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | 2,203,782 | 0.0 |
892,143 | Banc of America Funding 2007-2 1A16 Trust, 0.748%, (US0001M + 0.600%), 03/25/2037 | 677,615 | 0.0 | |
992,786 | (6) | Banc of America Mortgage 2007-2 A8 Trust, 6.000%, 05/25/2037 | 183,731 | 0.0 |
1,247,664 | (4) | Bear Stearns ALT-A Trust 2005-4 23A1, 3.502%, 05/25/2035 | 1,239,194 | 0.0 |
1,665,692 | (4) | Bear Stearns ALT-A Trust 2005-7 21A1, 3.244%, 09/25/2035 | 1,547,745 | 0.0 |
3,249,194 | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.338%, (US0001M + 0.190%), 01/25/2037 | 2,886,424 | 0.0 | |
1,887,596 | (1),(4) | Chase Mortgage Finance Corp. 2019-1 B2, 3.951%, 03/25/2050 | 1,944,132 | 0.0 |
See Accompanying Notes to Financial Statements
40
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
2,204,979 | (1),(4) | Chase Mortgage Finance Corp. 2019-1 B3, 3.951%, 03/25/2050 | 2,279,880 | 0.0 |
1,665,705 | (4) | CHL Mortgage Pass-Through Trust 2004-22 A3, 3.735%, 11/25/2034 | 1,655,472 | 0.0 |
634,591 | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 511,109 | 0.0 | |
985,933 | (1),(4) | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | 1,020,502 | 0.0 |
1,017,223 | (1),(4) | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | 1,054,055 | 0.0 |
4,016,901 | (1),(4) | CIM Trust 2019-J1 1A2, 3.500%, 08/25/2049 | 4,077,882 | 0.1 |
2,940,577 | (1),(4) | CIM Trust 2019-J2 B2, 3.837%, 10/25/2049 | 2,848,503 | 0.0 |
980,192 | (1),(4) | CIM Trust 2019-J2 B3, 3.837%, 10/25/2049 | 930,881 | 0.0 |
2,600,000 | (1),(4) | CIM Trust 2019-R5 M2, 3.250%, 09/25/2059 | 2,667,127 | 0.0 |
3,276,692 | (1),(4) | CIM Trust 2020-J1 B3, 3.465%, 07/25/2050 | 3,172,375 | 0.0 |
1,168,388 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | 1,192,218 | 0.0 | |
1,162,808 | (4) | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.570%, 11/25/2036 | 1,015,509 | 0.0 |
520,138 | (4) | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.355%, 09/25/2037 | 501,013 | 0.0 |
1,482,033 | (1),(4) | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 1,496,322 | 0.0 |
2,000,000 | (1),(4) | COLT 2019-1 M1 Mortgage Loan Trust, 4.518%, 03/25/2049 | 2,022,462 | 0.0 |
1,468,741 | (1),(4) | COLT 2019-4 A3 Mortgage Loan Trust, 2.988%, 11/25/2049 | 1,481,474 | 0.0 |
330,184 | (1),(4) | COLT 2018-4 A1 Mortgage Loan Trust, 4.006%, 12/28/2048 | 335,335 | 0.0 |
7,550,000 | (1) | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.148%, (US0001M + 2.000%), 01/25/2040 | 7,396,559 | 0.1 |
514,578 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.648%, (US0001M + 0.500%), 11/25/2035 | 239,161 | 0.0 | |
5,033,537 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.868%, (US0001M + 0.720%), 11/25/2035 | 4,942,359 | 0.1 | |
1,546,129 | (1) | CSMC Series 2008-2R 1A1, 6.000%, 07/25/2037 | 1,479,846 | 0.0 |
1,479,292 | (1),(4) | CSMC Trust 2015-2 B3, 3.877%, 02/25/2045 | 1,477,660 | 0.0 |
1,800,000 | (1),(4) | Deephave Residential Mortgage Trust 2019-2A M1, 3.921%, 04/25/2059 | 1,810,256 | 0.0 |
1,360,000 | (1),(4) | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | 1,382,805 | 0.0 |
1,000,000 | (1),(4) | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | 1,019,764 | 0.0 |
2,300,000 | (1),(4) | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | 2,316,871 | 0.0 |
1,000,000 | (1),(4) | Deephaven Residential Mortgage Trust 2019-4 M1, 3.484%, 10/25/2059 | 1,026,276 | 0.0 |
3,000,000 | (1),(4) | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | 2,926,433 | 0.0 |
1,600,000 | (1) | Deephaven Residential Mortgage Trust 2020-2 A2, 2.594%, 05/25/2065 | 1,609,708 | 0.0 |
83,488,293 | (4),(6) | Deutsche ALT-A Securities, Inc. ALT 07-AB1 X, 0.840%, 04/25/2037 | 3,099,695 | 0.0 |
2,822,090 | (1),(4) | Ellington Financial Mortgage Trust 2019-2 A3, 3.046%, 11/25/2059 | 2,878,339 | 0.0 |
3,499,212 | (1),(4) | Ellington Financial Mortgage Trust 2020-1 A1, 2.006%, 06/25/2065 | 3,549,949 | 0.1 |
800,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.798%, (US0001M + 3.650%), 02/25/2040 | 749,668 | 0.0 |
3,995,017 | (6) | Fannie Mae 2008-12 SC, 6.202%, (-1.000*US0001M + 6.350%), 03/25/2038 | 897,851 | 0.0 |
8,548,542 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 9,860,906 | 0.1 | |
736,411 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 792,473 | 0.0 | |
5,919,751 | Fannie Mae 2012-66 EP, 4.000%, 06/25/2042 | 7,160,417 | 0.1 | |
3,775,654 | Fannie Mae 2013-116 UB, 4.000%, 11/25/2043 | 4,037,364 | 0.1 | |
3,541,312 | Fannie Mae 2013-20 DL, 4.000%, 03/25/2033 | 4,009,844 | 0.1 |
See Accompanying Notes to Financial Statements
41
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
24,872,089 | (6) | Fannie Mae 2016-82 SD, 5.902%, (-1.000*US0001M + 6.050%), 11/25/2046 | 5,755,640 | 0.1 |
4,441,939 | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | 4,660,603 | 0.1 | |
14,860,406 | (6) | Fannie Mae 2018-86 US, 6.442%, (-1.000*US0001M + 6.590%), 09/25/2040 | 3,792,787 | 0.1 |
15,798,329 | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 4.398%, (US0001M + 4.250%), 04/25/2029 | 16,220,888 | 0.2 | |
5,511,088 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.148%, (US0001M + 4.000%), 05/25/2025 | 5,599,170 | 0.1 | |
127,273 | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 4.148%, (US0001M + 4.000%), 05/25/2025 | 129,211 | 0.0 | |
880,977 | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 5.148%, (US0001M + 5.000%), 07/25/2025 | 904,767 | 0.0 | |
7,329,705 | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.698%, (US0001M + 5.550%), 04/25/2028 | 7,550,115 | 0.1 | |
2,582,427 | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.448%, (US0001M + 4.300%), 02/25/2025 | 2,634,988 | 0.0 | |
396,305 | Fannie Mae Connecticut Avenue Securities 2016-C01 2M2, 7.098%, (US0001M + 6.950%), 08/25/2028 | 425,586 | 0.0 | |
12,761,035 | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.398%, (US0001M + 4.250%), 01/25/2029 | 13,271,003 | 0.2 | |
12,252,317 | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.598%, (US0001M + 4.450%), 01/25/2029 | 12,684,905 | 0.1 | |
8,304,062 | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.498%, (US0001M + 4.350%), 05/25/2029 | 8,614,092 | 0.1 | |
2,546,739 | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.698%, (US0001M + 3.550%), 07/25/2029 | 2,629,624 | 0.0 | |
12,488,822 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.798%, (US0001M + 3.650%), 09/25/2029 | 12,672,720 | 0.1 | |
4,746,879 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000%), 10/25/2029 | 4,742,912 | 0.1 | |
9,487,805 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.998%, (US0001M + 2.850%), 11/25/2029 | 9,459,402 | 0.1 | |
18,673,976 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 2.348%, (US0001M + 2.200%), 01/25/2030 | 18,491,878 | 0.2 | |
8,486,831 | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.798%, (US0001M + 2.650%), 02/25/2030 | 8,415,191 | 0.1 | |
18,205,656 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.548%, (US0001M + 2.400%), 05/28/2030 | 17,936,332 | 0.2 | |
5,881,384 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.648%, (US0001M + 2.500%), 05/25/2030 | 5,847,365 | 0.1 | |
7,945,228 | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.948%, (US0001M + 2.800%), 02/25/2030 | 7,960,197 | 0.1 | |
18,827,865 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.348%, (US0001M + 2.200%), 08/25/2030 | 18,296,149 | 0.2 | |
4,138,459 | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.298%, (US0001M + 2.150%), 10/25/2030 | 4,075,743 | 0.1 | |
18,604,890 | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.698%, (US0001M + 2.550%), 12/25/2030 | 18,355,839 | 0.2 | |
15,560,676 | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.498%, (US0001M + 2.350%), 01/25/2031 | 15,329,916 | 0.2 | |
9,351,258 | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.148%, (US0001M + 2.000%), 03/25/2031 | 9,220,733 | 0.1 |
See Accompanying Notes to Financial Statements
42
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
8,964,492 | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.248%, (US0001M + 2.100%), 03/25/2031 | 8,843,989 | 0.1 | |
14,715,255 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.398%, (US0001M + 2.250%), 07/25/2030 | 14,581,461 | 0.2 | |
3,287,444 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.448%, (US0001M + 2.300%), 08/25/2031 | 3,281,433 | 0.0 |
3,261,998 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.248%, (US0001M + 2.100%), 06/25/2039 | 3,254,394 | 0.0 |
8,435,217 | (1) | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.298%, (US0001M + 2.150%), 09/25/2031 | 8,434,006 | 0.1 |
10,342,025 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.548%, (US0001M + 2.400%), 04/25/2031 | 10,327,436 | 0.1 |
9,621,275 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.598%, (US0001M + 2.450%), 07/25/2031 | 9,601,345 | 0.1 |
1,000,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.248%, (US0001M + 4.100%), 07/25/2039 | 881,563 | 0.0 |
8,781,684 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.248%, (US0001M + 2.100%), 09/25/2039 | 8,748,537 | 0.1 |
3,300,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.198%, (US0001M + 2.050%), 01/25/2040 | 3,252,157 | 0.0 |
500,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.798%, (US0001M + 3.650%), 02/25/2040 | 478,925 | 0.0 |
5,680,824 | Fannie Mae Connecticut Avenue Securities, 5.848%, (US0001M + 5.700%), 04/25/2028 | 5,906,065 | 0.1 | |
13,505 | Fannie Mae Grantor Trust 1998-T2 A6, 0.037%, (US0001M + 0.550%), 01/25/2032 | 13,689 | 0.0 | |
8,928 | (6) | Fannie Mae Interest Strip Series 104 2, 9.500%, 10/25/2021 | 282 | 0.0 |
338,956 | (6) | Fannie Mae Interest Strip Series 418 20, 3.000%, 05/25/2043 | 31,027 | 0.0 |
1,128,312 | (6) | Fannie Mae Interest Strip Series 418 59, 3.000%, 08/25/2028 | 70,807 | 0.0 |
127,083 | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | 143,154 | 0.0 | |
111,301 | (6) | Fannie Mae REMIC Trust 1999-6 SE, 7.535%, (-1.000*US0001M + 7.685%), 02/17/2029 | 8,381 | 0.0 |
1,081,432 | Fannie Mae REMIC Trust 2003-105 AZ, 5.500%, 10/25/2033 | 1,261,529 | 0.0 | |
385,504 | Fannie Mae REMIC Trust 2003-45 FJ, 1.655%, (US0001M + 1.500%), 06/25/2033 | 403,649 | 0.0 | |
1,491,249 | (6) | Fannie Mae REMIC Trust 2003-66 SA, 7.502%, (-1.000*US0001M + 7.650%), 07/25/2033 | 366,925 | 0.0 |
253,850 | (6) | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | 54,908 | 0.0 |
668,263 | Fannie Mae REMIC Trust 2003-84 PZ, 5.000%, 09/25/2033 | 769,813 | 0.0 | |
1,009,735 | Fannie Mae REMIC Trust 2004-50 VZ, 5.500%, 07/25/2034 | 1,157,803 | 0.0 | |
21,347 | Fannie Mae REMIC Trust 2004-56 FE, 0.598%, (US0001M + 0.450%), 10/25/2033 | 21,444 | 0.0 | |
535,182 | Fannie Mae REMIC Trust 2004-7 Z, 5.500%, 02/25/2034 | 609,191 | 0.0 | |
1,076,684 | Fannie Mae REMIC Trust 2004-75 ZG, 4.500%, 10/25/2034 | 1,189,958 | 0.0 | |
2,795,580 | Fannie Mae REMIC Trust 2005-25 Z, 5.000%, 04/25/2035 | 3,199,899 | 0.0 | |
136,827 | Fannie Mae REMIC Trust 2006-104 ES, 32.709%, (-5.000*US0001M + 33.450%), 11/25/2036 | 277,033 | 0.0 | |
2,381,983 | (6) | Fannie Mae REMIC Trust 2006-12 SD, 6.602%, (-1.000*US0001M + 6.750%), 10/25/2035 | 505,538 | 0.0 |
See Accompanying Notes to Financial Statements
43
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
796,748 | (6) | Fannie Mae REMIC Trust 2006-123 UI, 6.592%, (-1.000*US0001M + 6.740%), 01/25/2037 | 200,809 | 0.0 |
177,558 | (6) | Fannie Mae REMIC Trust 2006-72 HS, 6.552%, (-1.000*US0001M + 6.700%), 08/25/2026 | 23,877 | 0.0 |
22,163 | Fannie Mae REMIC Trust 2007-10 Z, 6.000%, 02/25/2037 | 25,727 | 0.0 | |
4,212,495 | (6) | Fannie Mae REMIC Trust 2007-91 AS, 6.252%, (-1.000*US0001M + 6.400%), 10/25/2037 | 1,080,711 | 0.0 |
1,719,108 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | 1,946,694 | 0.0 | |
8,279,458 | (4) | Fannie Mae REMIC Trust 2009-50 HZ, 5.546%, 02/25/2049 | 9,505,079 | 0.1 |
1,945,012 | (6) | Fannie Mae REMIC Trust 2009-90 TS, 6.002%, (-1.000*US0001M + 6.150%), 11/25/2039 | 400,519 | 0.0 |
2,031,148 | (6) | Fannie Mae REMIC Trust 2010-118 GS, 5.802%, (-1.000*US0001M + 5.950%), 10/25/2039 | 142,032 | 0.0 |
5,043,834 | (6) | Fannie Mae REMIC Trust 2010-123 SL, 5.922%, (-1.000*US0001M + 6.070%), 11/25/2040 | 1,015,393 | 0.0 |
5,838,846 | (6) | Fannie Mae REMIC Trust 2010-41 SB, 6.252%, (-1.000*US0001M + 6.400%), 05/25/2040 | 1,271,802 | 0.0 |
1,705,775 | (6) | Fannie Mae REMIC Trust 2010-43 VS, 6.302%, (-1.000*US0001M + 6.450%), 05/25/2040 | 358,249 | 0.0 |
11,049,000 | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | 12,697,832 | 0.1 | |
1,567,002 | (6) | Fannie Mae REMIC Trust 2011-102 SA, 6.452%, (-1.000*US0001M + 6.600%), 10/25/2041 | 294,333 | 0.0 |
3,047,723 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | 3,359,316 | 0.0 | |
2,645,090 | (6) | Fannie Mae REMIC Trust 2011-93 GS, 6.402%, (-1.000*US0001M + 6.550%), 04/25/2039 | 701,157 | 0.0 |
516,436 | (6) | Fannie Mae REMIC Trust 2012-103 IT, 4.000%, 04/25/2041 | 8,478 | 0.0 |
6,630,391 | (6) | Fannie Mae REMIC Trust 2012-122 SB, 6.002%, (-1.000*US0001M + 6.150%), 11/25/2042 | 1,238,989 | 0.0 |
3,209,263 | (6) | Fannie Mae REMIC Trust 2012-128 LI, 3.500%, 06/25/2042 | 275,889 | 0.0 |
6,554,342 | (6) | Fannie Mae REMIC Trust 2012-133 AS, 6.052%, (-1.000*US0001M + 6.200%), 10/25/2042 | 1,282,404 | 0.0 |
1,002,024 | (6) | Fannie Mae REMIC Trust 2012-149 GI, 3.500%, 06/25/2042 | 111,202 | 0.0 |
3,769,505 | (6) | Fannie Mae REMIC Trust 2012-15 SP, 6.472%, (-1.000*US0001M + 6.620%), 06/25/2040 | 294,897 | 0.0 |
2,164,276 | (6) | Fannie Mae REMIC Trust 2012-24 HS, 6.402%, (-1.000*US0001M + 6.550%), 09/25/2040 | 253,823 | 0.0 |
4,792,732 | (6) | Fannie Mae REMIC Trust 2012-30 QS, 6.452%, (-1.000*US0001M + 6.600%), 04/25/2031 | 411,347 | 0.0 |
1,494,404 | (6) | Fannie Mae REMIC Trust 2012-68 YS, 6.552%, (-1.000*US0001M + 6.700%), 07/25/2042 | 261,416 | 0.0 |
2,363,915 | (6) | Fannie Mae REMIC Trust 2013-26 JS, 6.052%, (-1.000*US0001M + 6.200%), 10/25/2032 | 339,659 | 0.0 |
8,368,149 | (6) | Fannie Mae REMIC Trust 2013-60 DS, 6.052%, (-1.000*US0001M + 6.200%), 06/25/2033 | 1,477,176 | 0.0 |
7,245,720 | (6) | Fannie Mae REMIC Trust 2013-9 SM, 6.102%, (-1.000*US0001M + 6.250%), 02/25/2033 | 1,427,539 | 0.0 |
4,371,060 | (6) | Fannie Mae REMIC Trust 2014-17 DS, 6.052%, (-1.000*US0001M + 6.200%), 02/25/2043 | 450,949 | 0.0 |
2,442,390 | (6) | Fannie Mae REMIC Trust 2014-28 BS, 6.052%, (-1.000*US0001M + 6.200%), 08/25/2043 | 380,781 | 0.0 |
3,019,000 | Fannie Mae REMIC Trust 2015-17 MK, 2.500%, 12/25/2041 | 3,356,422 | 0.0 | |
48,546,867 | (6) | Fannie Mae REMIC Trust 2015-79 SA, 6.102%, (-1.000*US0001M + 6.250%), 11/25/2045 | 10,689,103 | 0.1 |
See Accompanying Notes to Financial Statements
44
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
19,614,985 | (6) | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | 4,186,032 | 0.1 |
34,348,852 | (6) | Fannie Mae REMICS 16-60 SB, 5.952%, (-1.000*US0001M + 6.100%), 09/25/2046 | 7,849,386 | 0.1 |
130,553 | (6) | Fannie Mae REMICS 1997-18 SG, 7.950%, (-1.000*US0001M + 8.100%), 03/17/2027 | 16,489 | 0.0 |
77,332 | (6) | Fannie Mae REMICS 1997-91 FC, 0.000%, (US0001M + (8.500)%), 11/25/2023 | 24 | 0.0 |
2,053 | (6) | Fannie Mae REMICS 1999-57 SC, 9.600%, (-1.000*US0001M + 9.750%), 11/17/2029 | 25 | 0.0 |
187 | (6) | Fannie Mae REMICS 2000-38 SK, 9.050%, (-1.000*US0001M + 9.200%), 10/17/2030 | 2 | 0.0 |
293,636 | (6) | Fannie Mae REMICS 2001-72 SC, 1.000%, (-1.000*US0001M + 8.500%), 12/25/2031 | 10,885 | 0.0 |
97,691 | (6) | Fannie Mae REMICS 2001-8 SK, 8.600%, (-1.000*US0001M + 8.750%), 03/18/2031 | 15,054 | 0.0 |
25 | (6) | Fannie Mae REMICS 2001-8 SO, 9.644%, (-1.000*US0001M + 9.800%), 02/20/2031 | 0 | – |
622,095 | (6) | Fannie Mae REMICS 2003-49 SW, 6.852%, (-1.000*US0001M + 7.000%), 01/25/2033 | 132,832 | 0.0 |
5,129,429 | (6) | Fannie Mae REMICS 2004-54 SN, 6.902%, (-1.000*US0001M + 7.050%), 07/25/2034 | 1,195,270 | 0.0 |
50,928 | (6) | Fannie Mae REMICS 2004-88 JH, 6.452%, (-1.000*US0001M + 6.600%), 06/25/2033 | 214 | 0.0 |
1,277,892 | (6) | Fannie Mae REMICS 2005-75 SP, 6.602%, (-1.000*US0001M + 6.750%), 08/25/2035 | 238,235 | 0.0 |
2,670,108 | (6) | Fannie Mae REMICS 2006-56 SM, 6.602%, (-1.000*US0001M + 6.750%), 07/25/2036 | 568,324 | 0.0 |
466,055 | (6) | Fannie Mae REMICS 2007-21 SB, 6.252%, (-1.000*US0001M + 6.400%), 03/25/2037 | 59,802 | 0.0 |
1,406,133 | (6) | Fannie Mae REMICS 2007-52 NS, 6.302%, (-1.000*US0001M + 6.450%), 06/25/2037 | 309,170 | 0.0 |
1,509,636 | (6) | Fannie Mae REMICS 2007-85 SM, 6.312%, (-1.000*US0001M + 6.460%), 09/25/2037 | 340,018 | 0.0 |
531,925 | Fannie Mae REMICS 2008-16 Z, 5.500%, 03/25/2038 | 613,122 | 0.0 | |
116 | (6) | Fannie Mae REMICS 2010-112 SG, 6.212%, (-1.000*US0001M + 6.360%), 06/25/2021 | 2 | 0.0 |
8,296,586 | (6) | Fannie Mae REMICS 2010-150 SJ, 6.332%, (-1.000*US0001M + 6.480%), 01/25/2041 | 2,114,690 | 0.0 |
1,316,060 | (6) | Fannie Mae REMICS 2010-35 CS, 6.302%, (-1.000*US0001M + 6.450%), 04/25/2050 | 252,961 | 0.0 |
1,793,381 | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | 2,092,756 | 0.0 | |
6,166,562 | Fannie Mae REMICS 2011-101 DB, 4.000%, 10/25/2041 | 7,248,181 | 0.1 | |
682,824 | Fannie Mae REMICS 2011-116 ZA, 3.500%, 11/25/2041 | 753,523 | 0.0 | |
132,000 | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | 146,341 | 0.0 | |
10,886,276 | (6) | Fannie Mae REMICS 2011-47 GS, 5.782%, (-1.000*US0001M + 5.930%), 06/25/2041 | 2,130,947 | 0.0 |
2,575,043 | Fannie Mae REMICS 2011-8 ZA, 4.000%, 02/25/2041 | 2,824,952 | 0.0 | |
5,867,430 | (6) | Fannie Mae REMICS 2012-111 SL, 5.952%, (-1.000*US0001M + 6.100%), 05/25/2041 | 780,535 | 0.0 |
6,004,562 | Fannie Mae REMICS 2012-111 ZK, 3.500%, 10/25/2042 | 6,698,113 | 0.1 | |
8,685,065 | (6) | Fannie Mae REMICS 2012-120 WI, 3.000%, 11/25/2027 | 592,467 | 0.0 |
3,000,000 | Fannie Mae REMICS 2012-134 KV, 3.000%, 07/25/2031 | 3,116,667 | 0.0 | |
10,425,657 | Fannie Mae REMICS 2012-17 QZ, 4.000%, 03/25/2042 | 11,611,260 | 0.1 | |
5,815,272 | Fannie Mae REMICS 2012-2 HE, 4.000%, 02/25/2042 | 6,731,175 | 0.1 | |
1,715,854 | Fannie Mae REMICS 2012-30 AB, 4.000%, 04/25/2042 | 1,925,552 | 0.0 | |
2,649,113 | Fannie Mae REMICS 2012-33 BW, 4.000%, 04/25/2042 | 2,999,484 | 0.0 | |
1,058,948 | Fannie Mae REMICS 2012-44 KW, 3.500%, 05/25/2032 | 1,110,903 | 0.0 | |
4,568,401 | Fannie Mae REMICS 2012-55 PC, 3.500%, 05/25/2042 | 4,997,031 | 0.1 | |
500,000 | Fannie Mae REMICS 2012-80 MY, 3.250%, 08/25/2042 | 575,877 | 0.0 | |
2,700,000 | Fannie Mae REMICS 2013-111 BA, 3.000%, 11/25/2033 | 3,006,872 | 0.0 |
See Accompanying Notes to Financial Statements
45
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,403,000 | Fannie Mae REMICS 2013-13 BE, 4.000%, 03/25/2043 | 1,788,447 | 0.0 | |
1,153,836 | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | 1,199,609 | 0.0 | |
8,952,640 | (6) | Fannie Mae REMICS 2013-40 LS, 6.002%, (-1.000*US0001M + 6.150%), 05/25/2043 | 1,664,330 | 0.0 |
9,689,114 | (6) | Fannie Mae REMICS 2013-70 BI, 3.000%, 07/25/2033 | 932,884 | 0.0 |
11,218,639 | (6) | Fannie Mae REMICS 2014-15 SB, 6.502%, (-1.000*US0001M + 6.650%), 04/25/2044 | 2,935,424 | 0.0 |
6,219,113 | (6) | Fannie Mae REMICS 2014-20 HI, 4.000%, 01/25/2040 | 111,527 | 0.0 |
970,000 | Fannie Mae REMICS 2014-61 PY, 3.500%, 10/25/2044 | 1,132,219 | 0.0 | |
16,819,902 | Fannie Mae REMICS 2015-20 EZ, 3.500%, 04/25/2045 | 18,982,760 | 0.2 | |
389,583 | Fannie Mae REMICS 2015-45 EY, 2.500%, 12/25/2040 | 391,325 | 0.0 | |
8,288,075 | (6) | Fannie Mae REMICS 2015-56 IC, 6.000%, 08/25/2045 | 1,554,235 | 0.0 |
2,000,000 | Fannie Mae REMICS 2015-67 AV, 3.500%, 01/25/2036 | 2,297,201 | 0.0 | |
5,000,000 | Fannie Mae REMICS 2015-67 QV, 3.000%, 12/25/2040 | 5,347,759 | 0.1 | |
3,516,496 | (6) | Fannie Mae REMICS 2015-76 PI, 6.000%, 09/25/2045 | 574,767 | 0.0 |
8,574,596 | (6) | Fannie Mae REMICS 2016-52 MI, 4.000%, 12/25/2045 | 1,336,281 | 0.0 |
750,593 | Fannie Mae REMICS 2016-9 D, 3.000%, 03/25/2046 | 805,105 | 0.0 | |
8,679,050 | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | 9,207,975 | 0.1 | |
46,999,724 | (6) | Fannie Mae REMICS 2018-15 SC, 6.152%, (-1.000*US0001M + 6.300%), 03/25/2048 | 10,550,282 | 0.1 |
3,656,845 | Fannie Mae REMICS 2018-38 LA, 3.000%, 06/25/2048 | 3,851,138 | 0.1 | |
24,260,699 | Fannie Mae REMICS 2018-73 AB, 3.000%, 10/25/2048 | 26,175,654 | 0.3 | |
3,810,346 | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | 4,022,150 | 0.1 | |
60,580,415 | (6) | Fannie Mae REMICS 2018-82 SA, 6.052%, (-1.000*US0001M + 6.200%), 11/25/2048 | 13,095,123 | 0.1 |
59,581,413 | (6) | Fannie Mae REMICS 2018-86 SM, 6.052%, (-1.000*US0001M + 6.200%), 12/25/2048 | 12,994,587 | 0.1 |
53,045,424 | (6) | Fannie Mae REMICS 2018-91 SB, 5.952%, (-1.000*US0001M + 6.100%), 12/25/2058 | 11,714,795 | 0.1 |
17,015,604 | (6) | Fannie Mae REMICS 2019-21 AI, 5.000%, 05/25/2059 | 3,525,723 | 0.1 |
18,891,130 | (6) | Fannie Mae REMICS 2019-30 SB, 5.952%, (-1.000*US0001M + 6.100%), 07/25/2049 | 3,730,772 | 0.1 |
17,281,718 | (6) | Fannie Mae REMICS 2019-39 SA, 5.952%, (-1.000*US0001M + 6.100%), 08/25/2049 | 3,361,865 | 0.0 |
95,855,191 | (6) | Fannie Mae REMICS 2019-41 S, 5.852%, (-1.000*US0001M + 6.000%), 08/25/2059 | 18,303,606 | 0.2 |
11,088,344 | (6) | Fannie Mae REMICS 2019-47 SB, 5.952%, (-1.000*US0001M + 6.100%), 05/25/2040 | 2,145,969 | 0.0 |
5 | Fannie Mae REMICS G-9 G, 509.000%, 04/25/2021 | 6 | 0.0 | |
4,744 | Fannie Mae REMICS G93-35 ZQ, 6.500%, 11/25/2023 | 5,021 | 0.0 | |
3,411,992 | Fannie Mae REMICS Trust 2010-53 JZ, 5.000%, 07/25/2040 | 3,788,661 | 0.1 | |
32,892,157 | (6) | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | 3,148,250 | 0.0 |
1,713,550 | (6) | Fannie Mae Series 2013-72 YS, 6.002%, (-1.000*US0001M + 6.150%), 07/25/2033 | 272,717 | 0.0 |
9,713,291 | (6) | Fannie Mae REMICS 2009-66 SP, 5.952%, (-1.000*US0001M + 6.100%), 09/25/2039 | 1,664,879 | 0.0 |
5,599,219 | Fannie Mae REMICS 2011-136 PZ, 4.000%, 01/25/2042 | 6,643,908 | 0.1 | |
9,784,144 | Fannie Mae REMICS 2012-94 LZ, 3.500%, 09/25/2042 | 10,945,026 | 0.1 | |
6,229,749 | (6) | Fannie Mae REMICS 2016-104 BI, 6.000%, 01/25/2047 | 1,325,390 | 0.0 |
28,659,992 | (6) | Fannie Mae REMICS 2016-81 CS, 5.952%, (-1.000*US0001M + 6.100%), 11/25/2046 | 5,726,246 | 0.1 |
5,380,211 | Fannie Mae REMICS 2017-41 MZ, 4.000%, 06/25/2057 | 6,660,395 | 0.1 | |
40,546,120 | (6) | Fannie Mae REMICS 2020-35 IO, 5.000%, 06/25/2050 | 7,047,848 | 0.1 |
28,117,075 | (6) | Fannie Mae REMICS 2020-44 DI, 2.500%, 07/25/2050 | 3,667,659 | 0.1 |
See Accompanying Notes to Financial Statements
46
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
23,765,803 | (6) | Fannie Mae REMICS 2020-44 EI, 3.500%, 09/25/2042 | 2,688,278 | 0.0 |
154,927 | (6) | FHLMC-GNMA 20 S, 8.752%, (-1.000*US0001M + 8.900%), 10/25/2023 | 15,362 | 0.0 |
669,023 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A11, 6.000%, 02/25/2037 | 455,751 | 0.0 | |
1,783,409 | (1),(4) | First Republic Mortgage Trust 2020-1 B1, 2.896%, 04/25/2050 | 1,730,830 | 0.0 |
1,092,026 | (1),(4) | First Republic Mortgage Trust 2020-1 B2, 2.896%, 04/25/2050 | 1,007,488 | 0.0 |
1,886,121 | (1),(4) | Flagstar Mortgage Trust 2018-1 B1, 4.013%, 03/25/2048 | 1,970,449 | 0.0 |
2,211,476 | (1),(4) | Flagstar Mortgage Trust 2018-1 B2, 4.013%, 03/25/2048 | 2,328,853 | 0.0 |
2,459,501 | (1),(4) | Flagstar Mortgage Trust 2018-1 B3, 4.013%, 03/25/2048 | 2,514,273 | 0.0 |
1,256,882 | (1),(4) | Flagstar Mortgage Trust 2018-2 B2, 4.044%, 04/25/2048 | 1,306,901 | 0.0 |
2,910,394 | (1),(4) | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | 3,007,255 | 0.0 |
954,435 | (1),(4) | Flagstar Mortgage Trust 2018-4 B3, 4.279%, 07/25/2048 | 970,158 | 0.0 |
1,804,453 | (1),(4) | Flagstar Mortgage Trust 2018-5 B3, 4.530%, 09/25/2048 | 1,832,055 | 0.0 |
1,498,627 | (1),(4) | Flagstar Mortgage Trust 2019-2 B1, 4.135%, 12/25/2049 | 1,595,236 | 0.0 |
1,453,363 | (1),(4) | Flagstar Mortgage Trust 2019-2 B2, 4.135%, 12/25/2049 | 1,488,300 | 0.0 |
2,460,891 | (1),(4) | Flagstar Mortgage Trust 2020-1NV B2A, 4.332%, 03/25/2050 | 2,395,361 | 0.0 |
3,012,000 | (1),(4) | Flagstar Mortgage Trust 2018-6RR B3, 4.995%, 10/25/2048 | 3,164,001 | 0.0 |
2,033,083 | (1),(4) | Flagstar Mortgage Trust 2020-1NV B1A, 4.332%, 03/25/2050 | 1,998,228 | 0.0 |
3,119,739 | (1),(4) | Flagstar Mortgage Trust 2020-2 A4, 3.000%, 12/25/2049 | 3,175,157 | 0.0 |
22,774,021 | Freddie Mac 326 350, 3.500%, 03/15/2044 | 24,982,645 | 0.3 | |
9,583,319 | (6) | Freddie Mac 3510 AS, 6.258%, (-1.000*US0001M + 6.410%), 04/15/2037 | 2,320,217 | 0.0 |
6,550,446 | (6) | Freddie Mac 4191 SA, 6.048%, (-1.000*US0001M + 6.200%), 03/15/2043 | 1,275,504 | 0.0 |
4,345,185 | Freddie Mac 4316 XZ, 4.500%, 03/15/2044 | 5,533,441 | 0.1 | |
3,982,901 | Freddie Mac 4800 KG, 3.500%, 11/15/2045 | 4,086,551 | 0.1 | |
743,830 | Freddie Mac Reference Series R007 ZA, 6.000%, 05/15/2036 | 889,198 | 0.0 | |
351,713 | Freddie Mac Reference Series R008 ZA, 6.000%, 07/15/2036 | 409,037 | 0.0 | |
103,939 | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | 118,187 | 0.0 | |
93,340 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | 104,109 | 0.0 | |
623,379 | Freddie Mac REMIC Trust 2143 ZB, 6.000%, 04/15/2029 | 710,389 | 0.0 | |
87,375 | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | 90,360 | 0.0 | |
265,115 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | 308,075 | 0.0 | |
104,062 | (6) | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | 21,749 | 0.0 |
700,724 | Freddie Mac REMIC Trust 2845 QH, 5.000%, 08/15/2034 | 804,901 | 0.0 | |
138,387 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | 164,309 | 0.0 | |
278,897 | (6) | Freddie Mac REMIC Trust 2866 GS, 6.448%, (-1.000*US0001M + 6.600%), 09/15/2034 | 4,880 | 0.0 |
188,936 | (6) | Freddie Mac REMIC Trust 2883 SD, 6.548%, (-1.000*US0001M + 6.700%), 10/15/2034 | 4,512 | 0.0 |
199,494 | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | 228,904 | 0.0 | |
293,024 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | 336,503 | 0.0 | |
5,920,566 | (6) | Freddie Mac REMIC Trust 3045 DI, 6.578%, (-1.000*US0001M + 6.730%), 10/15/2035 | 1,393,039 | 0.0 |
1,022,432 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | 1,176,461 | 0.0 | |
1,193,709 | (6) | Freddie Mac REMIC Trust 3171 PS, 6.333%, (-1.000*US0001M + 6.485%), 06/15/2036 | 259,337 | 0.0 |
6,033,400 | (6) | Freddie Mac REMIC Trust 3199 S, 6.298%, (-1.000*US0001M + 6.450%), 08/15/2036 | 1,483,894 | 0.0 |
501,522 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | 590,119 | 0.0 | |
171,785 | Freddie Mac REMIC Trust 3394 ZY, 6.000%, 11/15/2037 | 198,348 | 0.0 |
See Accompanying Notes to Financial Statements
47
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
282,377 | (4),(6) | Freddie Mac REMIC Trust 3524 LA, 5.179%, 03/15/2033 | 321,169 | 0.0 |
28,523 | Freddie Mac REMIC Trust 3556 NT, 3.252%, (US0001M + 3.100%), 03/15/2038 | 29,042 | 0.0 | |
5,748,587 | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | 6,733,907 | 0.1 | |
523,268 | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | 617,977 | 0.0 | |
385,976 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | 439,944 | 0.0 | |
691,691 | Freddie Mac REMIC Trust 3753 DC, 3.500%, 09/15/2039 | 711,744 | 0.0 | |
1,429,727 | (6) | Freddie Mac REMIC Trust 3856 KS, 6.398%, (-1.000*US0001M + 6.550%), 05/15/2041 | 279,784 | 0.0 |
969,081 | (6) | Freddie Mac REMIC Trust 3925 SD, 5.898%, (-1.000*US0001M + 6.050%), 07/15/2040 | 103,001 | 0.0 |
6,284,132 | (6) | Freddie Mac REMIC Trust 3925 SL, 5.898%, (-1.000*US0001M + 6.050%), 01/15/2041 | 608,202 | 0.0 |
311,337 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | 350,266 | 0.0 | |
1,225,093 | (6) | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | 63,003 | 0.0 |
1,620,165 | (6) | Freddie Mac REMIC Trust 4088 CS, 5.848%, (-1.000*US0001M + 6.000%), 08/15/2042 | 299,738 | 0.0 |
6,780,677 | (6) | Freddie Mac REMIC Trust 4161 WI, 3.000%, 02/15/2033 | 689,055 | 0.0 |
3,442,105 | (6) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 495,857 | 0.0 |
3,343,592 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | 3,655,085 | 0.1 | |
1,369,452 | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | 1,577,353 | 0.0 | |
1,583,282 | (6) | Freddie Mac REMIC Trust 4293 KI, 4.500%, 08/15/2043 | 186,123 | 0.0 |
5,068,077 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | 5,909,435 | 0.1 | |
6,802,905 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | 8,051,863 | 0.1 | |
1,916,000 | Freddie Mac REMIC Trust 4370 AD, 3.000%, 08/15/2040 | 1,992,844 | 0.0 | |
5,772,009 | (6) | Freddie Mac REMIC Trust 4386 LS, 5.948%, (-1.000*US0001M + 6.100%), 09/15/2044 | 1,073,636 | 0.0 |
4 | Freddie Mac REMICS 1023 C, 508.500%, 12/15/2020 | 4 | 0.0 | |
20 | Freddie Mac REMICS 1094 L, 1141.844%, 06/15/2021 | 64 | 0.0 | |
4 | Freddie Mac REMICS 1159 D, 1145.070%, 11/15/2021 | 16 | 0.0 | |
5 | Freddie Mac REMICS 1278 L, 1127.368%, 05/15/2022 | 16 | 0.0 | |
312 | (6) | Freddie Mac REMICS 1368 S, 9.348%, (-1.000*US0001M + 9.500%), 08/15/2022 | 5 | 0.0 |
48,103 | (6) | Freddie Mac REMICS 2074 S, 8.550%, (-1.000*US0001M + 8.700%), 07/17/2028 | 4,295 | 0.0 |
39,668 | (6) | Freddie Mac REMICS 2232 SA, 8.450%, (-1.000*US0001M + 8.600%), 05/17/2030 | 2,636 | 0.0 |
19,322 | (6) | Freddie Mac REMICS 2301 SP, 9.098%, (-1.000*US0001M + 9.250%), 04/15/2031 | 2,711 | 0.0 |
1,376,914 | (6) | Freddie Mac REMICS 2953 LS, 6.548%, (-1.000*US0001M + 6.700%), 12/15/2034 | 78,455 | 0.0 |
1,461,027 | (6) | Freddie Mac REMICS 2993 GS, 5.998%, (-1.000*US0001M + 6.150%), 06/15/2025 | 124,995 | 0.0 |
875,693 | (6) | Freddie Mac REMICS 3006 SI, 6.588%, (-1.000*US0001M + 6.740%), 07/15/2035 | 185,284 | 0.0 |
946,760 | (6) | Freddie Mac REMICS 3006 YI, 6.588%, (-1.000*US0001M + 6.740%), 07/15/2035 | 222,420 | 0.0 |
5,812,389 | (6) | Freddie Mac REMICS 3213 JS, 7.048%, (-1.000*US0001M + 7.200%), 09/15/2036 | 1,616,905 | 0.0 |
1,307,025 | (6) | Freddie Mac REMICS 3375 QI, 0.600%, (-10.000*US0001M + 64.600%), 10/15/2037 | 34,141 | 0.0 |
4,457,639 | Freddie Mac REMICS 3736 ZP, 4.000%, 10/15/2040 | 4,933,084 | 0.1 | |
3,792,473 | Freddie Mac REMICS 3740 KE, 4.000%, 10/15/2040 | 4,157,479 | 0.1 | |
21,774,285 | Freddie Mac REMICS 3753 KZ, 4.500%, 11/15/2040 | 25,120,366 | 0.3 | |
6,413,392 | Freddie Mac REMICS 3775 GZ, 4.500%, 12/15/2040 | 7,072,019 | 0.1 | |
1,900,000 | Freddie Mac REMICS 3820 NC, 4.500%, 03/15/2041 | 2,260,522 | 0.0 | |
726,675 | Freddie Mac REMICS 3843 JZ, 5.100%, 04/15/2041 | 939,183 | 0.0 |
See Accompanying Notes to Financial Statements
48
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
500,000 | Freddie Mac REMICS 3848 WX, 5.000%, 04/15/2041 | 591,270 | 0.0 | |
2,650,000 | Freddie Mac REMICS 3890 ME, 5.000%, 07/15/2041 | 3,303,722 | 0.0 | |
4,628,211 | Freddie Mac REMICS 3893 PU, 4.000%, 07/15/2041 | 5,189,251 | 0.1 | |
7,000,000 | Freddie Mac REMICS 3919 BY, 4.000%, 09/15/2041 | 7,890,632 | 0.1 | |
9,532,558 | Freddie Mac REMICS 3919 ZB, 4.000%, 09/15/2041 | 10,971,053 | 0.1 | |
3,790,000 | Freddie Mac REMICS 3923 GY, 4.000%, 09/15/2041 | 4,489,823 | 0.1 | |
2,955,193 | Freddie Mac REMICS 3934 CB, 4.000%, 10/15/2041 | 3,295,518 | 0.0 | |
420,000 | Freddie Mac REMICS 3934 KB, 5.000%, 10/15/2041 | 502,176 | 0.0 | |
1,500,000 | Freddie Mac REMICS 3997 PB, 4.000%, 02/15/2042 | 1,710,347 | 0.0 | |
2,804,949 | Freddie Mac REMICS 4000 ZT, 3.500%, 01/15/2042 | 3,337,500 | 0.0 | |
7,302,772 | (6) | Freddie Mac REMICS 4057 SN, 6.498%, (-1.000*US0001M + 6.650%), 12/15/2041 | 1,114,559 | 0.0 |
3,202,073 | Freddie Mac REMICS 4057 ZB, 3.500%, 06/15/2042 | 3,493,061 | 0.1 | |
15,102,891 | Freddie Mac REMICS 4084 TZ, 4.000%, 07/15/2042 | 17,233,694 | 0.2 | |
2,557,094 | (6) | Freddie Mac REMICS 4090 SN, 6.548%, (-1.000*US0001M + 6.700%), 08/15/2032 | 543,889 | 0.0 |
1,326,097 | Freddie Mac REMICS 4100 JA, 3.500%, 10/15/2041 | 1,426,471 | 0.0 | |
2,128,000 | Freddie Mac REMICS 4193 BP, 4.000%, 04/15/2043 | 2,716,673 | 0.0 | |
10,507,723 | Freddie Mac REMICS 4199 BZ, 3.500%, 05/15/2043 | 12,237,555 | 0.1 | |
310,000 | Freddie Mac REMICS 4235 QD, 3.000%, 08/15/2033 | 346,494 | 0.0 | |
42,611,622 | (6) | Freddie Mac REMICS 4301 SD, 5.948%, (-1.000*US0001M + 6.100%), 07/15/2037 | 8,888,495 | 0.1 |
6,373,841 | Freddie Mac REMICS 4310 BZ, 4.000%, 02/15/2044 | 7,227,572 | 0.1 | |
3,102,000 | Freddie Mac REMICS 4401 BL, 3.500%, 10/15/2034 | 3,521,707 | 0.1 | |
23,369,650 | (6) | Freddie Mac REMICS 4461 AS, 5.448%, (-1.000*US0001M + 5.600%), 04/15/2045 | 4,649,873 | 0.1 |
3,124,000 | Freddie Mac REMICS 4492 VB, 3.500%, 05/15/2035 | 3,581,313 | 0.1 | |
687,855 | Freddie Mac REMICS 4500 HC, 3.000%, 11/15/2042 | 705,476 | 0.0 | |
2,913,000 | Freddie Mac REMICS 4505 PB, 3.000%, 08/15/2045 | 3,262,412 | 0.0 | |
24,937,716 | (6) | Freddie Mac REMICS 4574 ST, 5.848%, (-1.000*US0001M + 6.000%), 04/15/2046 | 4,509,412 | 0.1 |
7,043,020 | Freddie Mac REMICS 4608 JV, 3.500%, 01/15/2055 | 7,367,831 | 0.1 | |
371,888 | Freddie Mac REMICS 4673 WA, 3.500%, 09/15/2043 | 377,155 | 0.0 | |
32,834,587 | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | 36,923,130 | 0.4 | |
2,457,000 | Freddie Mac REMICS 4772 VG, 4.500%, 08/15/2036 | 2,774,321 | 0.0 | |
1,350,000 | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | 1,447,588 | 0.0 | |
13,474,764 | Freddie Mac REMICS 4795 D, 5.000%, 05/15/2048 | 15,969,552 | 0.2 | |
1,632,872 | Freddie Mac REMICS 4904 HB, 3.000%, 08/25/2049 | 1,831,136 | 0.0 | |
606,535 | Freddie Mac REMICS 4914 DB, 3.000%, 09/25/2049 | 681,050 | 0.0 | |
11,855,001 | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | 13,729,601 | 0.2 | |
3,091,163 | (1) | Freddie Mac STACR 2019-HQA3 M2, 1.998%, (US0001M + 1.850%), 09/27/2049 | 3,033,788 | 0.0 |
9,350,000 | (1) | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.998%, (US0001M + 1.850%), 02/25/2050 | 9,152,091 | 0.1 |
4,500,000 | (1) | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.148%, (US0001M + 3.000%), 06/25/2050 | 4,535,872 | 0.1 |
10,600,000 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.048%, (US0001M + 1.900%), 01/25/2050 | 10,417,412 | 0.1 |
7,700,000 | (1) | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.248%, (US0001M + 3.100%), 03/25/2050 | 7,633,783 | 0.1 |
See Accompanying Notes to Financial Statements
49
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
13,300,000 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.748%, (US0001M + 3.600%), 07/25/2050 | 13,433,097 | 0.2 |
21,258,309 | (1) | Freddie Mac STACR Trust 2018-DNA2 M2, 2.298%, (US0001M + 2.150%), 12/25/2030 | 20,778,269 | 0.2 |
8,900,000 | (1) | Freddie Mac STACR Trust 2018-DNA3 M2, 2.248%, (US0001M + 2.100%), 09/25/2048 | 8,719,651 | 0.1 |
13,178,197 | (1) | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.448%, (US0001M + 2.300%), 10/25/2048 | 12,961,063 | 0.1 |
11,487,597 | (1) | Freddie Mac STACR Trust 2019-DNA3 M2, 2.198%, (US0001M + 2.050%), 07/25/2049 | 11,294,956 | 0.1 |
6,005,118 | Freddie Mac Strips 277 30, 3.000%, 09/15/2042 | 6,426,489 | 0.1 | |
6,221,668 | (6) | Freddie Mac Strips 303 C17, 3.500%, 01/15/2043 | 889,336 | 0.0 |
45,568,293 | (6) | Freddie Mac Strips Series 311 S1, 5.798%, (-1.000*US0001M + 5.950%), 08/15/2043 | 7,743,543 | 0.1 |
2,949,563 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 4.048%, (US0001M + 3.900%), 12/25/2027 | 2,978,278 | 0.0 | |
5,420,380 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.848%, (US0001M + 4.700%), 04/25/2028 | 5,660,669 | 0.1 | |
1,069,209 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 3.948%, (US0001M + 3.800%), 03/25/2025 | 1,075,742 | 0.0 | |
11,289,868 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 5.725%, (US0001M + 5.550%), 07/25/2028 | 12,016,193 | 0.1 | |
6,333,457 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA2 M3, 5.298%, (US0001M + 5.150%), 11/25/2028 | 6,552,647 | 0.1 | |
750,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.998%, (US0001M + 3.850%), 03/25/2029 | 781,910 | 0.0 | |
8,824,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 3.598%, (US0001M + 3.450%), 10/25/2029 | 9,122,315 | 0.1 | |
8,930,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 2.648%, (US0001M + 2.500%), 03/25/2030 | 9,050,788 | 0.1 | |
11,169,732 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 3.698%, (US0001M + 3.550%), 08/25/2029 | 11,547,185 | 0.1 | |
11,512,857 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.798%, (US0001M + 2.650%), 12/25/2029 | 11,421,358 | 0.1 | |
10,264,962 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.498%, (US0001M + 2.350%), 04/25/2030 | 10,369,716 | 0.1 | |
8,022,355 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.948%, (US0001M + 1.800%), 07/25/2030 | 7,910,790 | 0.1 | |
1,431,760 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.448%, (US0001M + 2.300%), 09/25/2030 | 1,414,944 | 0.0 | |
9,354,622 | (1) | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.798%, (US0001M + 2.650%), 01/25/2049 | 9,305,762 | 0.1 |
8,508,068 | (1) | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.198%, (US0001M + 2.050%), 04/25/2049 | 8,405,425 | 0.1 |
1,024,633 | (4) | Freddie Mac Structured Pass Through Certificates T-48 1A, 4.818%, 07/25/2033 | 1,152,157 | 0.0 |
12,142,028 | (6) | Freddie Mac REMICS 3346 SC, 6.398%, (-1.000*US0001M + 6.550%), 10/15/2033 | 2,662,012 | 0.0 |
23,489,430 | (6) | Freddie Mac REMICS 4407 CS, 6.048%, (-1.000*US0001M + 6.200%), 06/15/2044 | 3,292,812 | 0.0 |
36,306,287 | (6) | Freddie Mac REMICS 4407 PS, 5.448%, (-1.000*US0001M + 5.600%), 06/15/2044 | 4,485,954 | 0.1 |
115,749,094 | (6) | Freddie Mac REMICS 4585 AS, 5.948%, (-1.000*US0001M + 6.100%), 05/15/2046 | 24,586,832 | 0.3 |
32,755,367 | (6) | Freddie Mac REMICS 4611 BS, 5.948%, (-1.000*US0001M + 6.100%), 06/15/2041 | 7,061,569 | 0.1 |
10,114,553 | Freddie Mac REMICS 4664 KZ, 3.500%, 02/15/2047 | 11,351,401 | 0.1 |
See Accompanying Notes to Financial Statements
50
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
6,463,244 | Freddie Mac REMICS 4682 HZ, 3.500%, 04/15/2047 | 7,162,423 | 0.1 | |
22,099,743 | Freddie Mac REMICS 4776 AZ, 4.000%, 07/15/2047 | 24,694,938 | 0.3 | |
62,160,952 | (6) | Freddie Mac REMICS 4879 DS, 5.948%, (-1.000*US0001M + 6.100%), 08/15/2034 | 12,561,709 | 0.1 |
2,045,453 | Freddie Mac REMICS 4941 CZ, 3.000%, 11/25/2049 | 2,193,431 | 0.0 | |
54,535,149 | (6) | Freddie Mac REMICS 5019 HI, 3.500%, 10/25/2050 | 8,129,146 | 0.1 |
6,153,320 | (1) | Freddie Mac Stacr Trust 2019-HQA1 M2, 2.498%, (US0001M + 2.350%), 02/25/2049 | 6,118,615 | 0.1 |
42,826,521 | (6) | Freddie Mac Strips 365 C23, 3.500%, 10/15/2047 | 5,329,928 | 0.1 |
3,290,804 | (1),(4) | Galton Funding Mortgage Trust 2017-2 A21, 4.000%, 06/25/2059 | 3,380,355 | 0.1 |
3,561,207 | (1),(4) | Galton Funding Mortgage Trust 2018-1 B1, 3.800%, 11/25/2057 | 3,663,088 | 0.1 |
3,898,452 | (1),(4) | Galton Funding Mortgage Trust 2018-2 B2, 4.750%, 10/25/2058 | 4,047,012 | 0.1 |
2,500,000 | (1),(4) | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | 2,652,703 | 0.0 |
1,813,082 | (6) | Ginnie Mae 2005-37 SI, 5.994%, (-1.000*US0001M + 6.150%), 05/20/2035 | 359,468 | 0.0 |
1,720,864 | (6) | Ginnie Mae 2007-23 ST, 6.044%, (-1.000*US0001M + 6.200%), 04/20/2037 | 297,303 | 0.0 |
2,006,083 | (6) | Ginnie Mae 2007-40 SE, 6.594%, (-1.000*US0001M + 6.750%), 07/20/2037 | 474,142 | 0.0 |
1,415,324 | (6) | Ginnie Mae 2007-7 EI, 6.044%, (-1.000*US0001M + 6.200%), 02/20/2037 | 300,342 | 0.0 |
4,806,821 | (6) | Ginnie Mae 2010-11 SA, 6.268%, (-1.000*US0001M + 6.420%), 01/16/2040 | 1,108,436 | 0.0 |
2,055,119 | (6) | Ginnie Mae 2010-14 SB, 6.644%, (-1.000*US0001M + 6.800%), 11/20/2035 | 472,907 | 0.0 |
1,698,520 | (6) | Ginnie Mae 2010-99 IT, 5.000%, 08/16/2040 | 281,292 | 0.0 |
744,086 | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | 736,877 | 0.0 | |
2,263,360 | Ginnie Mae 2015-3 ZD, 4.000%, 01/20/2045 | 2,712,545 | 0.0 | |
50,512,936 | (6) | Ginnie Mae 2018-167 CS, 5.944%, (-1.000*US0001M + 6.100%), 12/20/2048 | 7,524,442 | 0.1 |
558,393 | (6) | Ginnie Mae Series 2005-7 AH, 6.618%, (-1.000*US0001M + 6.770%), 02/16/2035 | 119,152 | 0.0 |
10,795,480 | (6) | Ginnie Mae Series 2007-41 SL, 6.544%, (-1.000*US0001M + 6.700%), 07/20/2037 | 2,640,468 | 0.0 |
1,147,449 | (6) | Ginnie Mae Series 2008-2 SW, 6.394%, (-1.000*US0001M + 6.550%), 01/20/2038 | 299,167 | 0.0 |
699,160 | (6) | Ginnie Mae Series 2008-35 SN, 6.244%, (-1.000*US0001M + 6.400%), 04/20/2038 | 121,854 | 0.0 |
370,601 | (6) | Ginnie Mae Series 2008-40 PS, 6.348%, (-1.000*US0001M + 6.500%), 05/16/2038 | 77,469 | 0.0 |
955,437 | (6) | Ginnie Mae Series 2009-25 KS, 6.044%, (-1.000*US0001M + 6.200%), 04/20/2039 | 213,243 | 0.0 |
750,783 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | 853,765 | 0.0 | |
792,173 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 910,641 | 0.0 | |
754,050 | (6) | Ginnie Mae Series 2009-33 SN, 6.144%, (-1.000*US0001M + 6.300%), 05/20/2039 | 16,839 | 0.0 |
12,450,202 | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | 13,889,148 | 0.2 | |
1,595,838 | Ginnie Mae Series 2009-34 Z, 4.500%, 05/16/2039 | 1,797,003 | 0.0 | |
84,682 | (6) | Ginnie Mae Series 2009-43 HS, 6.044%, (-1.000*US0001M + 6.200%), 06/20/2038 | 1,517 | 0.0 |
2,127,760 | Ginnie Mae Series 2009-98 DA, 3.250%, 07/16/2039 | 2,266,351 | 0.0 | |
4,379,182 | Ginnie Mae Series 2010-108 WL, 4.000%, 04/16/2040 | 4,836,944 | 0.1 | |
1,855,048 | (6) | Ginnie Mae Series 2010-116 NS, 6.498%, (-1.000*US0001M + 6.650%), 09/16/2040 | 372,892 | 0.0 |
5,264,741 | (6) | Ginnie Mae Series 2010-116 SK, 6.464%, (-1.000*US0001M + 6.620%), 08/20/2040 | 1,164,295 | 0.0 |
7,552,676 | (6) | Ginnie Mae Series 2010-149 HS, 5.948%, (-1.000*US0001M + 6.100%), 05/16/2040 | 926,830 | 0.0 |
480,000 | Ginnie Mae Series 2010-164 MD, 4.000%, 12/20/2040 | 549,750 | 0.0 |
See Accompanying Notes to Financial Statements
51
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,766,093 | (6) | Ginnie Mae Series 2010-168 BI, 5.000%, 04/20/2040 | 369,118 | 0.0 |
1,425,805 | (6) | Ginnie Mae Series 2010-68 MS, 5.694%, (-1.000*US0001M + 5.850%), 06/20/2040 | 269,527 | 0.0 |
3,071,350 | Ginnie Mae Series 2011-52 PA, 4.250%, 02/16/2041 | 3,329,233 | 0.0 | |
3,978,920 | (6) | Ginnie Mae Series 2011-72 SA, 5.198%, (-1.000*US0001M + 5.350%), 05/16/2041 | 681,112 | 0.0 |
3,832,637 | (6) | Ginnie Mae Series 2011-73 LS, 6.534%, (-1.000*US0001M + 6.690%), 08/20/2039 | 285,915 | 0.0 |
18,835 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | 18,956 | 0.0 | |
917,932 | (6) | Ginnie Mae Series 2012-91 QI, 4.500%, 09/20/2041 | 67,007 | 0.0 |
1,388,000 | Ginnie Mae Series 2013-116 KB, 3.500%, 12/20/2042 | 1,506,324 | 0.0 | |
7,264,742 | (6) | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | 1,295,388 | 0.0 |
539,697 | Ginnie Mae Series 2013-27 KA, 2.250%, 02/20/2043 | 562,390 | 0.0 | |
1,491,253 | (6) | Ginnie Mae Series 2014-10 GI, 4.500%, 01/16/2029 | 98,466 | 0.0 |
4,639,898 | (6) | Ginnie Mae Series 2014-185 SB, 5.444%, (-1.000*US0001M + 5.600%), 12/20/2044 | 910,999 | 0.0 |
4,093,317 | (6) | Ginnie Mae Series 2014-3 QS, 5.994%, (-1.000*US0001M + 6.150%), 03/20/2043 | 620,831 | 0.0 |
7,833,721 | (6) | Ginnie Mae Series 2014-3 SU, 5.894%, (-1.000*US0001M + 6.050%), 07/20/2039 | 1,718,987 | 0.0 |
6,153,978 | (6) | Ginnie Mae Series 2014-56 SP, 6.048%, (-1.000*US0001M + 6.200%), 12/16/2039 | 934,387 | 0.0 |
10,632,972 | (6) | Ginnie Mae Series 2014-58 SG, 5.448%, (-1.000*US0001M + 5.600%), 04/16/2044 | 1,857,358 | 0.0 |
34,774,762 | (6) | Ginnie Mae Series 2015-110 MS, 5.554%, (-1.000*US0001M + 5.710%), 08/20/2045 | 5,738,187 | 0.1 |
2,041,092 | Ginnie Mae Series 2015-27 PB, 3.000%, 08/20/2044 | 2,174,480 | 0.0 | |
26,461,415 | (6) | Ginnie Mae Series 2016-160 GS, 5.944%, (-1.000*US0001M + 6.100%), 11/20/2046 | 5,791,676 | 0.1 |
1,619,899 | Ginnie Mae Series 2016-44 JA, 3.500%, 03/20/2046 | 1,746,202 | 0.0 | |
305,044 | Ginnie Mae Series 2018-104 HZ, 3.500%, 08/20/2048 | 340,124 | 0.0 | |
3,136,789 | Ginnie Mae Series 2018-120 DE, 3.500%, 09/20/2048 | 3,322,010 | 0.0 | |
182,528 | Ginnie Mae Series 2018-122 GZ, 3.500%, 09/20/2048 | 216,897 | 0.0 | |
4,241,136 | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | 4,518,291 | 0.1 | |
181,421 | Ginnie Mae Series 2018-147 KZ, 3.750%, 10/20/2048 | 217,339 | 0.0 | |
176,532 | Ginnie Mae Series 2019-100 JB, 3.000%, 08/20/2049 | 188,494 | 0.0 | |
532,322 | Ginnie Mae Series 2019-100 KB, 3.000%, 08/20/2049 | 566,986 | 0.0 | |
1,349,931 | Ginnie Mae Series 2019-100 MC, 3.000%, 08/20/2049 | 1,432,224 | 0.0 | |
1,081,376 | Ginnie Mae Series 2019-23 NG, 3.500%, 02/20/2049 | 1,212,352 | 0.0 | |
71,326 | Ginnie Mae Series 2019-54 AB, 3.000%, 04/20/2049 | 77,175 | 0.0 | |
798,785 | Ginnie Mae Series 2019-78 MB, 3.000%, 06/20/2049 | 908,987 | 0.0 | |
416,445 | Ginnie Mae Series 2019-89 KB, 3.000%, 07/20/2049 | 471,449 | 0.0 | |
299,424 | Ginnie Mae Series 2019-89 WB, 3.000%, 07/20/2049 | 315,905 | 0.0 | |
5,024,891 | (6) | Ginnie Mae Series 2013-111 SA, 6.544%, (-1.000*US0001M + 6.700%), 07/20/2043 | 1,039,829 | 0.0 |
29,068,436 | (6) | Ginnie Mae Series 2016-6 SB, 5.494%, (-1.000*US0001M + 5.650%), 01/20/2046 | 5,571,684 | 0.1 |
18,646,059 | (6) | Ginnie Mae Series 2017-101 SA, 6.044%, (-1.000*US0001M + 6.200%), 07/20/2047 | 3,175,899 | 0.0 |
28,507,499 | (6) | Ginnie Mae Series 2017-163 SH, 6.044%, (-1.000*US0001M + 6.200%), 11/20/2047 | 6,021,779 | 0.1 |
39,856,948 | (6) | Ginnie Mae Series 2019-159 SM, 5.894%, (-1.000*US0001M + 6.050%), 12/20/2049 | 8,565,545 | 0.1 |
35,983,098 | (6) | Ginnie Mae Series 2020-32 SG, 5.944%, (-1.000*US0001M + 6.100%), 03/20/2050 | 7,869,982 | 0.1 |
95,134,971 | (6) | Ginnie Mae Series 2020-46 BS, 3.194%, (-1.000*US0001M + 3.350%), 04/20/2050 | 7,270,957 | 0.1 |
See Accompanying Notes to Financial Statements
52
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,601,666 | (1),(4) | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/01/2050 | 1,634,055 | 0.0 |
2,568,767 | (1),(4) | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/01/2050 | 2,681,003 | 0.0 |
2,100,000 | (1),(4) | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/01/2050 | 2,205,960 | 0.0 |
3,754,460 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 3,877,044 | 0.1 |
2,936,239 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.486%, 11/25/2049 | 3,100,394 | 0.0 |
1,177,573 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.096%, 03/25/2050 | 1,299,238 | 0.0 |
6,168,419 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | 6,270,278 | 0.1 |
1,652,338 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 B2A, 3.465%, 10/25/2050 | 1,713,946 | 0.0 |
4,000,000 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | 4,094,375 | 0.1 |
2,894 | GSR Mortgage Loan Trust 2005-5F 8A1, 0.648%, (US0001M + 0.500%), 06/25/2035 | 2,715 | 0.0 | |
189,033 | GSR Mortgage Loan Trust 2007-1F 3A13, 6.000%, 01/25/2037 | 171,103 | 0.0 | |
2,494,017 | HarborView Mortgage Loan Trust 2007-5 A1A, 0.346%, (US0001M + 0.190%), 09/19/2037 | 2,327,715 | 0.0 | |
126,946 | HomeBanc Mortgage Trust 2004-1 2A, 1.008%, (US0001M + 0.860%), 08/25/2029 | 122,342 | 0.0 | |
2,000,000 | HomeBanc Mortgage Trust 2005-4 M1, 0.618%, (US0001M + 0.470%), 10/25/2035 | 1,990,835 | 0.0 | |
1,831,312 | (1),(4) | Homeward Opportunities Fund I Trust 2019-2 A3, 3.007%, 09/25/2059 | 1,852,553 | 0.0 |
1,035,619 | Impac CMB Trust Series 2005-1 M1, 0.838%, (US0001M + 0.690%), 04/25/2035 | 981,084 | 0.0 | |
1,621,950 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.358%, (US0001M + 0.210%), 04/25/2046 | 1,481,196 | 0.0 | |
2,348,128 | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.358%, (US0001M + 0.210%), 02/25/2046 | 1,896,541 | 0.0 | |
1,970,011 | (1),(4) | JP Morgan Mortgage Trust 2019-9 B2A, 3.507%, 05/25/2050 | 2,075,641 | 0.0 |
1,476,729 | (1),(4) | JP Morgan Mortgage Trust 2019-HYB1 B1, 3.933%, 10/25/2049 | 1,557,528 | 0.0 |
1,797,664 | (1),(4) | JP Morgan Mortgage Trust 2019-INV1 B3, 5.094%, 10/25/2049 | 1,872,176 | 0.0 |
5,831,696 | (1),(4) | JP Morgan Mortgage Trust 2020-1 A15, 3.500%, 06/25/2050 | 6,028,442 | 0.1 |
2,300,000 | (1),(4) | JP Morgan Mortgage Trust 2020-1 A7, 3.500%, 06/25/2050 | 2,385,869 | 0.0 |
1,289,705 | (1),(4) | JP Morgan Mortgage Trust 2020-1 B1, 3.877%, 06/25/2050 | 1,376,435 | 0.0 |
4,192,000 | (1),(4) | JP Morgan Mortgage Trust 2020-7 A15, 3.000%, 01/25/2051 | 4,291,069 | 0.1 |
923,291 | (1),(4) | JP Morgan Mortgage Trust 2020-INV1 A3, 3.500%, 08/25/2050 | 954,304 | 0.0 |
589,375 | (1),(4) | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | 608,641 | 0.0 |
3,824,314 | (1),(4) | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | 3,937,609 | 0.1 |
366,294 | JP Morgan Alternative Loan Trust 2005-S1 1A1, 5.500%, 12/25/2035 | 244,815 | 0.0 | |
2,427,324 | (4) | JP Morgan Mortgage Trust 2005-A4 B1, 3.254%, 07/25/2035 | 2,358,622 | 0.0 |
4,250,638 | (1),(4) | JP Morgan Mortgage Trust 2016-1 B3, 3.861%, 05/25/2046 | 4,358,428 | 0.1 |
1,090,864 | (1),(4) | JP Morgan Mortgage Trust 2017-1 B4, 3.509%, 01/25/2047 | 1,085,235 | 0.0 |
3,801,664 | (1),(4) | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | 3,917,146 | 0.1 |
3,426,512 | (1),(4) | JP Morgan Mortgage Trust 2017-3 B1, 3.803%, 08/25/2047 | 3,573,247 | 0.1 |
1,957,875 | (1),(4) | JP Morgan Mortgage Trust 2017-3 B2, 3.803%, 08/25/2047 | 2,010,121 | 0.0 |
1,415,510 | (1),(4) | JP Morgan Mortgage Trust 2017-6 B3, 3.813%, 12/25/2048 | 1,437,844 | 0.0 |
943,673 | (1),(4) | JP Morgan Mortgage Trust 2017-6 B4, 3.813%, 12/25/2048 | 956,197 | 0.0 |
2,041,459 | (1),(4) | JP Morgan Mortgage Trust 2018-1 B1, 3.719%, 06/25/2048 | 2,122,353 | 0.0 |
1,965,081 | (1),(4) | JP Morgan Mortgage Trust 2018-1 B2, 3.719%, 06/25/2048 | 2,009,777 | 0.0 |
See Accompanying Notes to Financial Statements
53
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
2,594,020 | (1),(4) | JP Morgan Mortgage Trust 2018-1 B3, 3.719%, 06/25/2048 | 2,613,138 | 0.0 |
2,509,203 | (1),(4) | JP Morgan Mortgage Trust 2018-3 B1, 3.751%, 09/25/2048 | 2,566,600 | 0.0 |
2,162,773 | (1),(4) | JP Morgan Mortgage Trust 2018-4 B2, 3.752%, 10/25/2048 | 2,227,571 | 0.0 |
1,721,890 | (1),(4) | JP Morgan Mortgage Trust 2018-6C B2, 3.923%, 12/25/2048 | 1,836,999 | 0.0 |
2,905,679 | (1),(4) | JP Morgan Mortgage Trust 2018-9 B3, 4.442%, 02/25/2049 | 3,047,550 | 0.0 |
1,441,560 | (1),(4) | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | 1,490,201 | 0.0 |
3,167,751 | (1),(4) | JP Morgan Mortgage Trust 2019-1 B1, 4.518%, 05/25/2049 | 3,371,165 | 0.1 |
2,042,865 | (1),(4) | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | 2,100,172 | 0.0 |
2,775,675 | (1),(4) | JP Morgan Mortgage Trust 2019-6 B1, 4.261%, 12/25/2049 | 2,991,645 | 0.0 |
4,190,456 | (1),(4) | JP Morgan Mortgage Trust 2019-6 B2, 4.261%, 12/25/2049 | 4,508,466 | 0.1 |
1,928,057 | (1),(4) | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | 2,011,900 | 0.0 |
3,074,793 | (1),(4) | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 3,167,480 | 0.0 |
3,571,972 | (1),(4) | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.797%, 12/25/2049 | 3,721,087 | 0.1 |
1,583,989 | (1),(4) | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | 1,629,568 | 0.0 |
791,850 | (1),(4) | JP Morgan Mortgage Trust 2020-3 B2, 3.892%, 08/25/2050 | 846,298 | 0.0 |
3,924,465 | (1),(4) | JP Morgan Mortgage Trust 2020-4 A15, 3.000%, 11/25/2050 | 4,018,718 | 0.1 |
6,000,000 | (1),(4) | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | 6,171,937 | 0.1 |
4,000,000 | (1),(4) | JP Morgan Mortgage Trust 2020-LTV2 A15, 3.000%, 11/25/2050 | 4,093,125 | 0.1 |
1,000,000 | (1),(4) | JP Morgan Mortgage Trust 2020-LTV2 B1, 4.233%, 11/25/2050 | 1,094,477 | 0.0 |
7,617,817,917 | (1),(6) | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | 5,023,951 | 0.1 |
15,218,407 | (6) | Lehman Mortgage Trust 2006-7 2A4, 6.402%, (-1.000*US0001M + 6.550%), 11/25/2036 | 4,686,644 | 0.1 |
10,610,767 | (6) | Lehman Mortgage Trust 2006-9 2A5, 6.472%, (-1.000*US0001M + 6.620%), 01/25/2037 | 2,611,839 | 0.0 |
1,506,045 | Lehman XS Trust Series 2005-5N 1A2, 0.508%, (US0001M + 0.360%), 11/25/2035 | 1,291,030 | 0.0 | |
4,672,374 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | 3,689,512 | 0.1 | |
2,630,106 | (1),(4) | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | 2,815,650 | 0.0 |
852,074 | (1),(4) | New Residential Mortgage Loan Trust 2017-6A B2, 4.000%, 08/27/2057 | 910,981 | 0.0 |
1,652,876 | (1),(4) | OBX 2019-EXP1 1A3 Trust, 4.000%, 01/25/2059 | 1,718,794 | 0.0 |
1,611,692 | (1),(4) | OBX 2019-EXP2 1A3 Trust, 4.000%, 07/25/2059 | 1,687,233 | 0.0 |
1,761,058 | (1),(4) | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 1,817,967 | 0.0 |
3,865,000 | (1),(4) | OBX 2020-EXP3 1A9 Trust, 3.000%, 01/25/2060 | 3,957,486 | 0.1 |
9,826,000 | Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates 2005-4 M2, 0.648%, (US0001M + 0.500%), 11/25/2035 | 8,887,029 | 0.1 | |
118,323 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 109,047 | 0.0 | |
769,803 | (1),(4) | PSMC 2020-1 A1 Trust, 3.500%, 01/25/2050 | 791,158 | 0.0 |
4,036,819 | (1),(4) | RCKT Mortgage Trust 2019-1 A13, 3.500%, 09/25/2049 | 4,136,174 | 0.1 |
1,782,159 | (1),(4) | RCKT Mortgage Trust 2020-1 A13, 3.000%, 02/25/2050 | 1,812,976 | 0.0 |
9,150,349 | Seasoned Credit Risk Transfer Trust Series 2018-2, 3.500%, 11/25/2057 | 10,319,951 | 0.1 | |
25,000,000 | Seasoned Loans Structured Transaction Trust Series 2019-3 A2C, 2.750%, 11/25/2029 | 26,755,388 | 0.3 | |
1,544,851 | (1),(4) | Sequoia Mortgage Trust 2014-3 B3, 3.933%, 10/25/2044 | 1,566,626 | 0.0 |
1,544,019 | (1),(4) | Sequoia Mortgage Trust 2014-4 B3, 3.870%, 11/25/2044 | 1,559,977 | 0.0 |
1,648,680 | (1),(4) | Sequoia Mortgage Trust 2015-2 B3, 3.737%, 05/25/2045 | 1,734,238 | 0.0 |
1,467,086 | (1),(4) | Sequoia Mortgage Trust 2015-3 B3, 3.702%, 07/25/2045 | 1,478,401 | 0.0 |
See Accompanying Notes to Financial Statements
54
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
3,300,000 | (1),(4) | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | 3,463,244 | 0.1 |
1,188,937 | (1),(4) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 1,221,387 | 0.0 |
2,573,323 | (1),(4) | Sequoia Mortgage Trust 2018-CH1 B2B, 4.478%, 02/25/2048 | 2,714,152 | 0.0 |
884,569 | (1),(4) | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | 917,388 | 0.0 |
2,622,792 | (1),(4) | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | 2,690,493 | 0.0 |
2,955,432 | (1),(4) | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | 3,075,707 | 0.0 |
1,191,653 | (1),(4) | Sequoia Mortgage Trust 2019-5 A19, 3.500%, 12/25/2049 | 1,212,381 | 0.0 |
938,342 | (1),(4) | Sequoia Mortgage Trust 2019-CH1 A1, 4.500%, 03/25/2049 | 964,823 | 0.0 |
3,121,121 | (1),(4) | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | 3,222,743 | 0.0 |
3,892,776 | (1),(4) | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | 3,984,330 | 0.1 |
5,200,000 | (1),(4) | Sequoia Mortgage Trust 2020-1 A7, 3.500%, 02/25/2050 | 5,466,311 | 0.1 |
3,804,786 | (1),(4) | Sequoia Mortgage Trust 2020-2 A19, 3.500%, 03/25/2050 | 3,898,741 | 0.1 |
744,842 | (1),(4) | Sequoia Mortgage Trust 2017-5 B3, 3.825%, 08/25/2047 | 734,563 | 0.0 |
1,983,333 | (1),(4) | Sequoia Mortgage Trust 2020-2 B2, 3.663%, 03/25/2050 | 2,083,488 | 0.0 |
2,671,211 | (1),(4) | Sequoia Mortgage Trust 2020-3 B2, 3.422%, 04/25/2050 | 2,585,978 | 0.0 |
1,869,230 | (1),(4) | Shellpoint Co-Originator Trust 2017-2 B2, 3.708%, 10/25/2047 | 1,851,058 | 0.0 |
2,193,308 | (1),(4) | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | 2,225,430 | 0.0 |
9,759 | (4) | Structured Adjustable Rate Mortgage Loan Trust 2004-12 7A3, 3.127%, 09/25/2034 | 9,755 | 0.0 |
2,410,189 | (1),(4) | TIAA Bank Mortgage Loan Trust 2018-2 B2, 3.816%, 07/25/2048 | 2,507,039 | 0.0 |
1,231,000 | (1),(4) | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | 1,283,648 | 0.0 |
2,321,556 | (1),(7) | Verus Securitization Trust 2019-3 A2, 2.938% (Step Rate @ 3.938% on 07/25/2023), 07/25/2059 | 2,364,329 | 0.0 |
880,097 | (1),(7) | Verus Securitization Trust 2019-4 A3, 3.000% (Step Rate @ 4.000% on 10/25/2023), 11/25/2059 | 895,783 | 0.0 |
2,440,815 | (1),(4) | Verus Securitization Trust 2019-INV2 A2, 3.117%, 07/25/2059 | 2,499,841 | 0.0 |
1,647,909 | (1),(4) | Verus Securitization Trust 2020-INV1 A1, 1.977%, 04/25/2060 | 1,670,089 | 0.0 |
1,000,000 | (1),(4) | Verus Securitization Trust 2020-INV1 A2, 3.035%, 04/25/2060 | 1,030,089 | 0.0 |
810,111 | (4) | Wachovia Mortgage Loan LLC Series 2005-B 2A1, 3.540%, 10/20/2035 | 758,914 | 0.0 |
336,262 | (4) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.925%, 10/25/2036 | 319,529 | 0.0 |
4,074,588 | (4) | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.958%, 06/25/2034 | 4,074,157 | 0.1 |
2,287,088 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 0.658%, (US0001M + 0.510%), 08/25/2045 | 2,357,586 | 0.0 | |
72,140,004 | (4),(6) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 2.168%, 08/25/2045 | 3,436,230 | 0.1 |
1,823,777 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 0.638%, (US0001M + 0.490%), 10/25/2045 | 1,758,653 | 0.0 | |
370,617 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.555%, 10/25/2036 | 360,000 | 0.0 |
782,454 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.231%, 11/25/2036 | 767,398 | 0.0 |
1,012,490 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.333%, 12/25/2036 | 955,007 | 0.0 |
2,340,767 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3, 3.333%, 12/25/2036 | 2,207,873 | 0.0 |
1,445,086 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.546%, 12/25/2036 | 1,353,776 | 0.0 |
1,238,523 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.140%, 08/25/2046 | 1,176,763 | 0.0 |
See Accompanying Notes to Financial Statements
55
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,822,789 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.353%, 12/25/2036 | 1,806,036 | 0.0 |
466,945 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.233%, 03/25/2037 | 427,200 | 0.0 |
1,173,957 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.181%, 04/25/2037 | 1,065,369 | 0.0 |
1,522,829 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 1.048%, (US0001M + 0.900%), 11/25/2035 | 1,279,214 | 0.0 | |
1,458,948 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 1,394,566 | 0.0 | |
939,022 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | 929,686 | 0.0 | |
416,178 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 421,271 | 0.0 | |
4,219,126 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.979%, (12MTA + 0.960%), 08/25/2046 | 2,812,459 | 0.0 | |
689,713 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3, 0.378%, (US0001M + 0.230%), 01/25/2047 | 645,820 | 0.0 | |
1,428,876 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A4, 0.468%, (US0001M + 0.320%), 01/25/2047 | 1,337,600 | 0.0 | |
775,403 | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.578%, (US0001M + 0.430%), 06/25/2037 | 621,956 | 0.0 | |
980,831 | Wells Fargo Alternative Loan 2007-PA3 3A1, 6.250%, 07/25/2037 | 974,161 | 0.0 | |
281,716 | (4) | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.019%, 04/25/2036 | 267,749 | 0.0 |
2,010,236 | (1),(4) | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.569%, 09/25/2049 | 1,975,159 | 0.0 |
2,794,068 | (1),(4) | Wells Fargo Mortgage Backed Securities 2020-2 A17 Trust, 3.000%, 12/25/2049 | 2,872,291 | 0.0 |
3,000,000 | (1),(4) | Wells Fargo Mortgage Backed Securities 2020-2 A5 Trust, 3.000%, 12/25/2049 | 3,149,932 | 0.0 |
2,982,441 | (1),(4) | Wells Fargo Mortgage Backed Securities 2020-2 B1 Trust, 3.302%, 12/25/2049 | 3,070,898 | 0.0 |
2,817,948 | (1),(4) | Wells Fargo Mortgage Backed Securities 2020-1 A17 Trust, 3.000%, 12/25/2049 | 2,872,252 | 0.0 |
3,991,938 | (1),(4) | Wells Fargo Mortgage Backed Securities 2020-4 B1 Trust, 3.288%, 07/25/2050 | 4,218,989 | 0.1 |
1,773,888 | (1),(4) | WinWater Mortgage Loan Trust 2015-5 B4, 3.773%, 08/20/2045 | 1,836,945 | 0.0 |
1,087,393 | (1),(4) | WinWater Mortgage Loan Trust 2015-5 B3, 3.773%, 08/20/2045 | 1,151,603 | 0.0 |
Total Collateralized Mortgage Obligations | ||||
(Cost $1,872,786,714) | 1,977,702,432 | 20.2 | ||
U.S. TREASURY OBLIGATIONS: 5.8% | ||||
U.S. Treasury Bonds: 2.6% | ||||
46,320,000 | 0.625%,08/15/2030 | 46,055,832 | 0.5 | |
140,117,000 | 1.125%,08/15/2040 | 137,522,647 | 1.4 | |
71,856,000 | (2) | 1.250%,05/15/2050 | 68,111,628 | 0.7 |
251,690,107 | 2.6 | |||
U.S. Treasury Notes: 3.2% | ||||
90,044,000 | 0.125%,09/30/2022 | 90,036,966 | 0.9 | |
110,402,000 | 0.125%,09/15/2023 | 110,302,810 | 1.1 | |
97,530,000 | 0.250%,09/30/2025 | 97,404,278 | 1.0 | |
14,541,000 | 0.375%,09/30/2027 | 14,444,439 | 0.2 | |
– | 0.500%,08/31/2027 | – | – | |
132,000 | 0.625%,05/15/2030 | 131,546 | 0.0 | |
312,320,039 | 3.2 | |||
Total U.S. Treasury Obligations | ||||
(Cost $565,156,650) | 564,010,146 | 5.8 | ||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 11.4% | ||||
Federal Home Loan Mortgage Corporation: 3.7%(8) | ||||
528,640 | 2.500%,05/01/2030 | 560,087 | 0.0 | |
849,531 | 2.500%,05/01/2030 | 903,755 | 0.0 | |
1,015,842 | 2.500%,06/01/2030 | 1,081,175 | 0.0 | |
3,361 | 2.670%, (US0012M + 1.773%),05/01/2037 | 3,539 | 0.0 | |
1,433,307 | 3.000%,11/01/2042 | 1,528,465 | 0.0 | |
1,384,155 | 3.000%,02/01/2043 | 1,474,980 | 0.0 | |
1,789,857 | 3.000%,03/01/2045 | 1,931,938 | 0.0 | |
1,616,232 | 3.000%,03/01/2045 | 1,721,011 | 0.0 | |
4,276,096 | 3.000%,04/01/2045 | 4,584,950 | 0.1 |
See Accompanying Notes to Financial Statements
56
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
4,560,429 | 3.000%,04/01/2045 | 4,921,741 | 0.1 | |
1,960,858 | 3.000%,10/01/2046 | 2,114,824 | 0.0 | |
18,220,805 | 3.000%,10/01/2046 | 19,441,714 | 0.2 | |
7,394,102 | 3.000%,03/01/2048 | 7,931,229 | 0.1 | |
6,223,742 | 3.000%,03/01/2048 | 6,639,229 | 0.1 | |
22,407,085 | 3.000%,08/01/2048 | 23,815,188 | 0.3 | |
7,519,255 | 3.500%,01/01/2045 | 8,181,102 | 0.1 | |
2,392,431 | 3.500%,03/01/2045 | 2,612,810 | 0.0 | |
19,851,868 | 3.500%,12/01/2046 | 21,519,099 | 0.2 | |
10,133,860 | 3.500%,12/01/2046 | 11,182,337 | 0.1 | |
7,637,082 | 3.500%,04/01/2047 | 8,453,512 | 0.1 | |
10,140,136 | 3.500%,07/01/2047 | 10,685,385 | 0.1 | |
8,642,948 | 3.500%,10/01/2047 | 9,142,297 | 0.1 | |
27,847,458 | 3.500%,01/01/2048 | 29,616,208 | 0.3 | |
3,374,145 | 3.500%,03/01/2048 | 3,633,854 | 0.0 | |
52,257,951 | 3.500%,03/01/2048 | 57,151,846 | 0.6 | |
35,011,780 | 3.500%,11/01/2048 | 38,609,048 | 0.4 | |
857,791 | 4.000%,10/01/2041 | 946,093 | 0.0 | |
1,305,821 | 4.000%,12/01/2041 | 1,426,985 | 0.0 | |
2,328,502 | 4.000%,08/01/2044 | 2,542,445 | 0.0 | |
1,065,707 | 4.000%,07/01/2045 | 1,161,138 | 0.0 | |
3,938,141 | 4.000%,09/01/2045 | 4,297,764 | 0.1 | |
2,143,657 | 4.000%,09/01/2045 | 2,338,694 | 0.0 | |
2,294,139 | 4.000%,09/01/2045 | 2,495,262 | 0.0 | |
24,429,160 | 4.000%,11/01/2045 | 26,654,384 | 0.3 | |
2,878,572 | 4.000%,05/01/2046 | 3,122,759 | 0.0 | |
2,380,234 | 4.000%,05/01/2047 | 2,562,723 | 0.0 | |
12,798,610 | 4.000%,11/01/2047 | 13,697,589 | 0.2 | |
697,128 | 4.000%,03/01/2048 | 744,806 | 0.0 | |
7,829,485 | 4.000%,06/01/2048 | 8,802,060 | 0.1 | |
343,328 | 4.500%,08/01/2041 | 380,603 | 0.0 | |
1,032,215 | 4.500%,09/01/2041 | 1,155,787 | 0.0 | |
941,378 | 4.500%,10/01/2041 | 1,058,403 | 0.0 | |
1,591,436 | 4.500%,03/01/2044 | 1,786,581 | 0.0 | |
5,255,085 | 4.500%,02/01/2048 | 5,718,274 | 0.1 | |
1,239,881 | 4.500%,06/01/2048 | 1,343,087 | 0.0 | |
102,042 | 5.000%,01/01/2041 | 117,648 | 0.0 | |
676,233 | 5.000%,04/01/2041 | 764,380 | 0.0 | |
25,230 | 5.500%,07/01/2037 | 29,337 | 0.0 | |
1,399,371 | 5.500%,11/01/2038 | 1,623,958 | 0.0 | |
1,227 | 6.000%,12/01/2028 | 1,369 | 0.0 | |
14,750 | 6.000%,01/01/2029 | 16,460 | 0.0 | |
3,231 | 6.500%,01/01/2024 | 3,617 | 0.0 | |
4,267 | 6.500%,12/01/2031 | 4,858 | 0.0 | |
431,340 | 6.500%,09/01/2034 | 494,406 | 0.0 | |
905 | 7.000%,03/01/2032 | 964 | 0.0 | |
364,733,757 | 3.7 | |||
Federal National Mortgage Association: 0.3%(8) | ||||
48,918 | 2.136%, (US0012M + 1.486%),07/01/2035 | 49,561 | 0.0 | |
5,036,923 | 3.500%,01/01/2044 | 5,477,199 | 0.0 | |
7,220,772 | 4.000%,12/01/2046 | 7,910,441 | 0.1 | |
14,320,980 | 5.000%,08/01/2056 | 16,549,603 | 0.2 | |
170,960 | 6.000%,05/01/2038 | 195,166 | 0.0 | |
30,181,970 | 0.3 | |||
Government National Mortgage Association: 2.2% | ||||
15,036,158 | 3.000%,10/20/2049 | 15,988,764 | 0.2 | |
8,653,182 | 3.000%,11/20/2049 | 9,204,682 | 0.1 | |
16,960,046 | 3.000%,08/20/2050 | 17,927,871 | 0.2 | |
22,950,000 | (9) | 3.000%,11/19/2050 | 24,020,402 | 0.3 |
1,051,853 | 3.500%,07/20/2046 | 1,122,757 | 0.0 | |
7,172,580 | 3.500%,07/20/2046 | 7,660,539 | 0.1 | |
1,634,927 | 3.500%,10/20/2046 | 1,792,663 | 0.0 | |
1,070,080 | 3.500%,02/20/2047 | 1,146,586 | 0.0 | |
581,881 | 3.500%,03/20/2047 | 618,397 | 0.0 | |
931,060 | 3.500%,07/20/2047 | 989,236 | 0.0 | |
1,233,358 | 3.500%,08/20/2047 | 1,312,010 | 0.0 | |
2,984,363 | 3.500%,09/20/2047 | 3,187,198 | 0.0 | |
13,792,472 | 3.500%,12/20/2047 | 14,763,309 | 0.2 | |
7,504,573 | 3.500%,01/20/2048 | 8,029,895 | 0.1 | |
11,557,639 | 3.500%,02/20/2048 | 12,472,876 | 0.1 | |
6,084,158 | 3.500%,02/20/2048 | 6,504,071 | 0.1 | |
29,392,328 | 3.500%,03/20/2048 | 31,574,982 | 0.3 | |
1,295,506 | 3.500%,03/20/2048 | 1,386,977 | 0.0 | |
242,278 | 4.000%,11/20/2040 | 264,502 | 0.0 | |
1,391,936 | 4.000%,03/20/2046 | 1,498,530 | 0.0 | |
26,615,786 | 4.000%,09/20/2047 | 28,570,972 | 0.3 | |
17,700,000 | (9) | 4.000%,10/20/2049 | 18,807,633 | 0.2 |
316,400 | 4.500%,10/15/2039 | 350,283 | 0.0 | |
238,854 | 4.500%,11/15/2039 | 268,734 | 0.0 | |
207,234 | 4.500%,11/15/2039 | 229,830 | 0.0 | |
72,247 | 4.500%,12/15/2039 | 80,381 | 0.0 | |
65,144 | 4.500%,08/20/2041 | 72,347 | 0.0 | |
2,887,878 | 4.500%,09/15/2047 | 3,165,107 | 0.0 | |
10,328 | (4) | 5.500%,03/20/2060 | 11,528 | 0.0 |
213,023,062 | 2.2 | |||
Uniform Mortgage-Backed Securities: 5.2% | ||||
38,000,000 | (9) | 2.000%,12/14/2050 | 39,191,574 | 0.4 |
1,333,801 | 2.500%,05/01/2030 | 1,415,129 | 0.0 | |
3,060,904 | 2.500%,06/01/2030 | 3,239,651 | 0.0 | |
2,176,455 | 2.500%,06/01/2030 | 2,305,220 | 0.0 | |
1,292,468 | 2.500%,07/01/2030 | 1,369,259 | 0.0 | |
1,867,787 | 3.000%,08/01/2030 | 1,995,655 | 0.0 | |
993,979 | 3.000%,09/01/2030 | 1,066,720 | 0.0 | |
3,749,830 | 3.000%,04/01/2043 | 3,998,092 | 0.1 | |
2,974,399 | 3.000%,07/01/2043 | 3,169,716 | 0.0 | |
802,110 | 3.000%,08/01/2043 | 873,658 | 0.0 | |
686,849 | 3.000%,09/01/2043 | 731,724 | 0.0 | |
9,624,982 | 3.000%,04/01/2045 | 10,389,011 | 0.1 | |
4,692,737 | 3.000%,08/01/2046 | 5,032,940 | 0.1 | |
1,905,523 | 3.000%,08/01/2046 | 2,057,002 | 0.0 | |
992,662 | 3.000%,11/01/2046 | 1,081,264 | 0.0 | |
13,170,871 | 3.000%,12/01/2046 | 14,128,330 | 0.2 | |
3,658,404 | 3.000%,12/01/2046 | 3,860,137 | 0.1 | |
28,869,277 | 3.000%,01/01/2047 | 30,355,877 | 0.3 | |
6,655,394 | 3.000%,02/01/2047 | 6,997,857 | 0.1 | |
7,348,330 | 3.000%,03/01/2047 | 7,724,428 | 0.1 | |
6,993,542 | 3.000%,07/01/2047 | 7,348,828 | 0.1 | |
35,998,917 | 3.500%,06/01/2034 | 38,819,850 | 0.4 | |
4,286,781 | 3.500%,10/01/2042 | 4,603,610 | 0.1 | |
1,619,765 | 3.500%,04/01/2043 | 1,787,040 | 0.0 | |
4,821,398 | 3.500%,08/01/2043 | 5,320,686 | 0.1 | |
2,987,175 | 3.500%,03/01/2044 | 3,294,751 | 0.0 | |
359,967 | 3.500%,01/01/2046 | 397,043 | 0.0 | |
553,297 | 3.500%,02/01/2046 | 610,181 | 0.0 | |
259,663 | 3.500%,02/01/2046 | 286,440 | 0.0 | |
21,865,043 | 3.500%,08/01/2046 | 24,119,962 | 0.3 | |
2,233,903 | 3.500%,08/01/2047 | 2,363,851 | 0.0 | |
3,075,823 | 3.500%,09/01/2047 | 3,258,136 | 0.0 | |
25,764,052 | 3.500%,11/01/2047 | 28,471,661 | 0.3 | |
1,244,405 | 3.500%,12/01/2047 | 1,317,316 | 0.0 | |
2,328,349 | 3.500%,02/01/2048 | 2,469,295 | 0.0 | |
2,826,055 | 3.500%,05/01/2048 | 2,983,801 | 0.0 | |
15,700,729 | 3.500%,07/01/2048 | 17,308,763 | 0.2 | |
20,984,343 | 3.500%,09/01/2049 | 22,175,640 | 0.2 | |
3,273,040 | 3.500%,10/01/2049 | 3,639,887 | 0.1 | |
27,716,211 | 3.500%,02/01/2050 | 29,207,369 | 0.3 | |
405,396 | 4.000%,03/01/2042 | 447,726 | 0.0 | |
1,724,541 | 4.000%,07/01/2042 | 1,896,363 | 0.0 | |
1,756,360 | 4.000%,07/01/2042 | 1,941,146 | 0.0 | |
311,492 | 4.000%,07/01/2042 | 343,626 | 0.0 | |
903,212 | 4.000%,09/01/2043 | 1,013,200 | 0.0 | |
14,433,243 | 4.000%,01/01/2045 | 16,510,738 | 0.2 |
See Accompanying Notes to Financial Statements
57
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
2,020,512 | 4.000%,01/01/2045 | 2,206,352 | 0.0 | |
1,503,306 | 4.000%,03/01/2045 | 1,644,274 | 0.0 | |
9,300,598 | 4.000%,05/01/2045 | 10,072,443 | 0.1 | |
1,892,003 | 4.000%,06/01/2045 | 2,066,206 | 0.0 | |
1,771,083 | 4.000%,11/01/2045 | 1,971,972 | 0.0 | |
5,627,353 | 4.000%,02/01/2046 | 6,191,040 | 0.1 | |
11,337,676 | 4.000%,07/01/2047 | 12,309,365 | 0.1 | |
1,384,064 | 4.000%,08/01/2047 | 1,482,699 | 0.0 | |
5,001,030 | 4.000%,08/01/2047 | 5,352,742 | 0.1 | |
461,711 | 4.000%,03/01/2048 | 492,887 | 0.0 | |
1,695,872 | 4.000%,03/01/2048 | 1,811,783 | 0.0 | |
9,496,883 | 4.000%,09/01/2048 | 10,309,141 | 0.1 | |
24,075,710 | 4.000%,04/01/2049 | 25,938,362 | 0.3 | |
1,761,780 | 4.250%,11/01/2043 | 1,940,275 | 0.0 | |
406,102 | 4.500%,11/01/2040 | 457,177 | 0.0 | |
3,108,073 | 4.500%,11/01/2040 | 3,499,088 | 0.1 | |
205,898 | 4.500%,11/01/2040 | 231,764 | 0.0 | |
6,701 | 4.500%,12/01/2040 | 7,544 | 0.0 | |
3,562 | 4.500%,12/01/2040 | 4,002 | 0.0 | |
9,051 | 4.500%,01/01/2041 | 10,188 | 0.0 | |
6,319 | 4.500%,01/01/2041 | 7,114 | 0.0 | |
435,901 | 4.500%,10/01/2041 | 490,928 | 0.0 | |
363,172 | 4.500%,10/01/2044 | 397,236 | 0.0 | |
1,283,646 | 4.500%,12/01/2045 | 1,445,656 | 0.0 | |
1,607,084 | 4.500%,04/01/2047 | 1,753,597 | 0.0 | |
4,302,368 | 4.500%,04/01/2047 | 4,843,673 | 0.1 | |
2,842,193 | 4.500%,04/01/2047 | 3,149,696 | 0.0 | |
3,026,594 | 4.500%,04/01/2047 | 3,297,177 | 0.0 | |
3,951,707 | 4.500%,04/01/2047 | 4,403,269 | 0.1 | |
2,454,177 | 4.500%,05/01/2047 | 2,779,365 | 0.0 | |
1,895,319 | 4.500%,05/01/2047 | 2,146,441 | 0.0 | |
1,567,350 | 4.500%,05/01/2047 | 1,775,022 | 0.0 | |
5,061,396 | 4.500%,05/01/2047 | 5,515,282 | 0.1 | |
1,952,781 | 4.500%,05/01/2047 | 2,198,473 | 0.0 | |
1,180,670 | 4.500%,06/01/2047 | 1,329,219 | 0.0 | |
2,329,202 | 4.500%,06/01/2047 | 2,532,535 | 0.0 | |
3,254,522 | 4.500%,06/01/2047 | 3,537,047 | 0.1 | |
4,630,998 | 4.500%,07/01/2047 | 5,043,174 | 0.1 | |
2,174,148 | 4.500%,08/01/2047 | 2,363,944 | 0.0 | |
96,587 | 5.000%,06/01/2033 | 110,851 | 0.0 | |
21,309 | 5.000%,09/01/2033 | 24,501 | 0.0 | |
62,716 | 5.000%,11/01/2033 | 72,119 | 0.0 | |
18,964 | 5.000%,03/01/2034 | 21,801 | 0.0 | |
21,576 | 5.000%,03/01/2034 | 24,801 | 0.0 | |
140,852 | 5.000%,02/01/2035 | 161,865 | 0.0 | |
5,482 | 5.000%,06/01/2035 | 6,305 | 0.0 | |
93,775 | 5.000%,06/01/2035 | 107,842 | 0.0 | |
54,461 | 5.000%,07/01/2035 | 62,625 | 0.0 | |
316,035 | 5.000%,08/01/2035 | 363,252 | 0.0 | |
470,358 | 5.000%,10/01/2035 | 540,980 | 0.0 | |
18,056 | 5.000%,10/01/2035 | 20,687 | 0.0 | |
260,067 | 5.000%,02/01/2036 | 299,282 | 0.0 | |
3,834 | 5.000%,03/01/2036 | 4,411 | 0.0 | |
48,685 | 5.000%,03/01/2036 | 56,023 | 0.0 | |
7,922 | 5.000%,05/01/2036 | 9,093 | 0.0 | |
5,135 | 5.000%,06/01/2036 | 5,910 | 0.0 | |
203,186 | 5.000%,07/01/2036 | 233,624 | 0.0 | |
136,963 | 5.000%,11/01/2040 | 155,547 | 0.0 | |
57,730 | 5.000%,05/01/2041 | 66,540 | 0.0 | |
261,669 | 5.000%,06/01/2041 | 301,604 | 0.0 | |
377,467 | 5.000%,06/01/2041 | 429,688 | 0.0 | |
129,256 | 5.500%,03/01/2037 | 151,509 | 0.0 | |
132,839 | 5.500%,06/01/2039 | 154,485 | 0.0 | |
1,279,242 | 5.500%,10/01/2039 | 1,476,330 | 0.0 | |
42,061 | 6.000%,09/01/2036 | 46,913 | 0.0 | |
298 | 6.500%,02/01/2028 | 333 | 0.0 | |
547 | 6.500%,09/01/2031 | 612 | 0.0 | |
143 | 6.500%,09/01/2031 | 160 | 0.0 | |
15,473 | 6.500%,11/01/2031 | 18,074 | 0.0 | |
6,863 | 6.500%,04/01/2032 | 7,798 | 0.0 | |
4,184 | 6.500%,08/01/2032 | 4,773 | 0.0 | |
1,294 | 6.500%,08/01/2032 | 1,496 | 0.0 | |
6,193 | 7.000%,12/01/2027 | 6,304 | 0.0 | |
874 | 7.000%,10/01/2031 | 896 | 0.0 | |
2,878 | 7.000%,03/01/2032 | 3,363 | 0.0 | |
1,053 | 7.500%,09/01/2030 | 1,238 | 0.0 | |
3,287 | 7.500%,09/01/2031 | 3,986 | 0.0 | |
14,077 | 7.500%,02/01/2032 | 16,438 | 0.0 | |
504,902,364 | 5.2 | |||
Total U.S. Government Agency Obligations | ||||
(Cost $1,053,962,116) | 1,112,841,153 | 11.4 | ||
SOVEREIGN BONDS: 2.9% | ||||
8,471,965 | (7) | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | 3,553,989 | 0.0 |
1,819,735 | (7) | Argentine Republic Government International Bond, 0.125% (Step Rate @ 1.125% on 07/09/2021), 07/09/2035 | 687,878 | 0.0 |
504,551 | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | 231,089 | 0.0 | |
BRL 123,000,000 | Brazil Notas do Tesouro Nacional Serie F, 10.000%, 01/01/2027 | 25,504,028 | 0.3 | |
BRL 52,000,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2023 | 10,522,535 | 0.1 | |
7,775,000 | (2) | Brazilian Government International Bond, 3.875%, 06/12/2030 | 7,780,831 | 0.1 |
5,900,000 | (2) | Brazilian Government International Bond, 4.625%, 01/13/2028 | 6,402,591 | 0.1 |
700,000 | Brazilian Government International Bond, 6.000%, 04/07/2026 | 818,212 | 0.0 | |
CNY 160,790,000 | China Government Bond, 3.250%, 06/06/2026 | 23,872,116 | 0.3 | |
1,000,000 | Colombia Government International Bond, 3.125%, 04/15/2031 | 1,026,750 | 0.0 | |
5,225,000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 5,653,816 | 0.1 | |
COP 8,697,700,000 | Colombian TES, 7.750%, 09/18/2030 | 2,628,036 | 0.0 | |
2,500,000 | Croatia Government International Bond, 5.500%, 04/04/2023 | 2,771,150 | 0.0 | |
272,000 | Croatia Government International Bond, 6.375%, 03/24/2021 | 279,381 | 0.0 | |
7,900,000 | (1) | Dominican Republic International Bond, 4.500%, 01/30/2030 | 7,791,375 | 0.1 |
See Accompanying Notes to Financial Statements
58
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
300,000 | (1) | Dominican Republic International Bond, 5.500%, 01/27/2025 | 319,875 | 0.0 |
270,000 | Dominican Republic International Bond, 5.875%, 04/18/2024 | 286,335 | 0.0 | |
900,000 | Dominican Republic International Bond, 5.950%, 01/25/2027 | 967,950 | 0.0 | |
300,000 | (1) | Dominican Republic International Bond, 6.600%, 01/28/2024 | 330,044 | 0.0 |
4,825,000 | Dominican Republic International Bond, 6.875%, 01/29/2026 | 5,379,875 | 0.1 | |
2,675,000 | (2) | Egypt Government International Bond, 5.875%, 06/11/2025 | 2,750,660 | 0.0 |
250,000 | (1),(2) | Egypt Government International Bond, 5.875%, 06/11/2025 | 257,071 | 0.0 |
1,300,000 | Egypt Government International Bond, 6.588%, 02/21/2028 | 1,288,872 | 0.0 | |
9,150,000 | Egypt Government International Bond, 7.500%, 01/31/2027 | 9,640,806 | 0.1 | |
7,675,000 | (1) | Egypt Government International Bond, 7.625%, 05/29/2032 | 7,524,915 | 0.1 |
1,240,000 | (1) | Gabon Government International Bond, 6.625%, 02/06/2031 | 1,112,266 | 0.0 |
12,725,000 | (1) | Ghana Government International Bond, 6.375%, 02/11/2027 | 11,500,041 | 0.1 |
IDR 132,518,000,000 | Indonesia Treasury Bond, 8.375%, 04/15/2039 | 9,522,060 | 0.1 | |
IDR 147,544,000,000 | Indonesia Treasury Bond, 8.750%, 05/15/2031 | 11,110,420 | 0.1 | |
3,192,180 | (4) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 2,968,217 | 0.0 |
2,350,000 | (1) | Jordan Government International Bond, 5.850%, 07/07/2030 | 2,287,479 | 0.0 |
1,000,000 | Jordan Government International Bond, 6.125%, 01/29/2026 | 1,027,481 | 0.0 | |
1,200,000 | (1) | Kenya Government International Bond, 7.000%, 05/22/2027 | 1,182,300 | 0.0 |
2,250,000 | Morocco Government International Bond, 4.250%, 12/11/2022 | 2,369,282 | 0.0 | |
600,000 | (1) | Morocco Government International Bond, 4.250%, 12/11/2022 | 631,808 | 0.0 |
850,000 | Namibia International Bonds, 5.500%, 11/03/2021 | 860,988 | 0.0 | |
3,400,000 | Oman Government International Bond, 6.000%, 08/01/2029 | 3,143,348 | 0.0 | |
693,000 | Panama Government International Bond, 6.700%, 01/26/2036 | 1,008,693 | 0.0 | |
1,000,000 | Panama Government International Bond, 9.375%, 04/01/2029 | 1,539,810 | 0.0 | |
600,000 | Paraguay Government International Bond, 4.625%, 01/25/2023 | 636,000 | 0.0 | |
600,000 | (1) | Paraguay Government International Bond, 4.625%, 01/25/2023 | 636,000 | 0.0 |
PEN 14,130,000 | Peru Government Bond, 6.850%, 02/12/2042 | 4,553,931 | 0.1 | |
PEN 14,102,000 | Peru Government Bond, 6.900%, 08/12/2037 | 4,673,603 | 0.1 | |
3,600,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | 3,711,780 | 0.1 |
2,675,000 | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | 3,013,709 | 0.0 | |
4,000,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 4.400%, 03/01/2028 | 4,579,740 | 0.1 |
PEN 31,906,000 | Peruvian Government International Bond, 6.950%, 08/12/2031 | 10,859,333 | 0.1 | |
4,200,000 | Philippine Government International Bond, 3.750%, 01/14/2029 | 4,911,413 | 0.1 | |
3,450,000 | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | 3,226,202 | 0.0 | |
12,300,000 | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 11,766,512 | 0.1 | |
RON 19,250,000 | Romania Government Bond, 3.250%, 04/29/2024 | 4,648,822 | 0.1 | |
RON 40,950,000 | Romania Government Bond, 5.800%, 07/26/2027 | 11,308,089 | 0.1 | |
3,600,000 | Russian Foreign Bond - Eurobond, 4.250%, 06/23/2027 | 4,061,340 | 0.1 | |
2,600,000 | Russian Foreign Bond - Eurobond, 4.750%, 05/27/2026 | 2,985,528 | 0.0 | |
1,750,000 | (1) | Saudi Government International Bond, 3.250%, 10/22/2030 | 1,904,910 | 0.0 |
2,925,000 | (1) | Saudi Government International Bond, 4.500%, 04/17/2030 | 3,503,951 | 0.0 |
1,200,000 | (2) | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | 888,000 | 0.0 |
9,475,000 | Turkey Government International Bond, 4.875%, 10/09/2026 | 8,691,986 | 0.1 | |
1,000,000 | Turkey Government International Bond, 5.125%, 02/17/2028 | 913,425 | 0.0 |
See Accompanying Notes to Financial Statements
59
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
2,675,000 | Turkey Government International Bond, 5.750%, 03/22/2024 | 2,634,942 | 0.0 | |
1,000,000 | Turkey Government International Bond, 6.125%, 10/24/2028 | 953,646 | 0.0 | |
200,000 | Turkey Government International Bond, 6.250%, 09/26/2022 | 202,251 | 0.0 | |
2,083,000 | Turkey Government International Bond, 7.375%, 02/05/2025 | 2,158,655 | 0.0 | |
1,500,000 | Ukraine Government International Bond, 7.750%, 09/01/2023 | 1,529,739 | 0.0 | |
10,400,000 | Ukraine Government International Bond, 7.750%, 09/01/2025 | 10,456,628 | 0.1 | |
Total Sovereign Bonds | ||||
(Cost $302,433,064) | 287,944,508 | 2.9 | ||
ASSET-BACKED SECURITIES: 13.7% | ||||
Automobile Asset-Backed Securities: 1.7% | ||||
8,246,000 | Americredit Automobile Receivables Trust 2018-1 C, 3.500%, 01/18/2024 | 8,581,996 | 0.1 | |
5,950,000 | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | 6,326,356 | 0.1 | |
8,440,000 | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | 8,811,802 | 0.1 | |
5,750,000 | AmeriCredit Automobile Receivables Trust 2019-3 C, 2.320%, 07/18/2025 | 5,936,550 | 0.1 | |
5,050,000 | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | 5,147,666 | 0.1 | |
8,300,000 | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | 8,372,613 | 0.1 | |
750,000 | CarMax Auto Owner Trust 2017-4 D, 3.300%, 05/15/2024 | 769,489 | 0.0 | |
1,500,000 | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | 1,563,700 | 0.0 | |
21,081,000 | CarMax Auto Owner Trust 2020-2 A4, 2.050%, 05/15/2025 | 22,075,096 | 0.2 | |
3,030,000 | Exeter Automobile Receivables Trust 2020-3A C, 1.320%, 07/15/2025 | 3,039,772 | 0.0 | |
6,150,000 | (1) | Oscar US Funding XI LLC 2019-2A A4, 2.680%, 09/10/2026 | 6,442,928 | 0.1 |
500,000 | Santander Drive Auto Receivables Trust 2018-1 D, 3.320%, 03/15/2024 | 512,635 | 0.0 | |
9,100,000 | Santander Drive Auto Receivables Trust 2018-4 D, 3.980%, 12/15/2025 | 9,542,430 | 0.1 | |
2,850,000 | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | 2,911,956 | 0.0 | |
7,550,000 | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | 7,774,489 | 0.1 | |
9,600,000 | Santander Drive Auto Receivables Trust 2020-1 B, 3.030%, 11/15/2024 | 10,035,239 | 0.1 | |
9,850,000 | (1) | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | 10,103,635 | 0.1 |
6,256,432 | (1) | Santander Consumer Auto Receivables Trust 2020-AA A, 1.370%, 10/15/2024 | 6,317,854 | 0.1 |
12,400,000 | Santander Drive Auto Receivables Trust 2020-2 C, 1.460%, 09/15/2025 | 12,560,689 | 0.1 | |
4,550,000 | Santander Drive Auto Receivables Trust 2020-2 D, 2.220%, 09/15/2026 | 4,650,658 | 0.0 | |
4,150,000 | Santander Drive Auto Receivables Trust 2020-3 C, 1.120%, 01/15/2026 | 4,157,623 | 0.0 | |
4,150,000 | (1) | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | 4,258,136 | 0.0 |
18,750,000 | (1) | Toyota Auto Loan Extended Note Trust 2020-1A A, 1.350%, 05/25/2033 | 19,273,072 | 0.2 |
169,166,384 | 1.7 | |||
Credit Card Asset-Backed Securities: 0.0% | ||||
600,000 | Synchrony Credit Card Master Note Trust 2017-2 C, 3.010%, 10/15/2025 | 611,138 | 0.0 | |
Home Equity Asset-Backed Securities: 0.2% | ||||
3,325,107 | (1),(4) | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | 3,290,568 | 0.0 |
6,525,309 | Freddie Mac Structured Pass Through Certificates T-31 A7, 0.273%, (US0001M + 0.250%), 05/25/2031 | 6,503,665 | 0.1 | |
5,752,570 | (4) | GSAA Home Equity Trust 2006-4 4A3, 3.624%, 03/25/2036 | 4,542,698 | 0.1 |
3,510,813 | (4) | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 2,175,134 | 0.0 |
See Accompanying Notes to Financial Statements
60
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
245,349 | (4) | HSI Asset Loan Obligation Trust 2007-WF1 A6, 4.826%, 12/25/2036 | 195,479 | 0.0 |
810,111 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A3, 0.468%, (US0001M + 0.160%), 02/25/2037 | 742,996 | 0.0 | |
983,093 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.608%, (US0001M + 0.230%), 02/25/2037 | 894,013 | 0.0 | |
2,631,087 | (4) | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | 2,768,717 | 0.0 |
21,113,270 | 0.2 | |||
Other Asset-Backed Securities: 9.7% | ||||
8,850,000 | (1) | Aimco CLO 11 Ltd. 2020-11A A2, 1.551%, (US0003M + 1.300%), 10/15/2031 | 8,850,000 | 0.1 |
2,650,103 | (1) | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | 2,439,835 | 0.0 |
10,000,000 | (1) | Allegany Park CLO Ltd. 2019-1A A, 1.602%, (US0003M + 1.330%), 01/20/2033 | 9,961,670 | 0.1 |
1,068,797 | (1),(4),(5),(6) | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | – | – |
9,975,646 | (1) | AMMC CLO 15 Ltd. 2014-15A ARR, 1.535%, (US0003M + 1.260%), 01/15/2032 | 9,836,865 | 0.1 |
3,900,000 | (1) | Apidos CLO XII 2013-12A AR, 1.355%, (US0003M + 1.080%), 04/15/2031 | 3,851,305 | 0.0 |
500,000 | (1) | Apidos CLO XII 2013-12A CR, 2.075%, (US0003M + 1.800%), 04/15/2031 | 485,408 | 0.0 |
20,000,000 | (1) | Apidos CLO XXXII 2019-32A A1, 1.592%, (US0003M + 1.320%), 01/20/2033 | 19,989,020 | 0.2 |
11,400,000 | (1) | Apidos CLO XXXIII 2020-33A A, 1.973%, (US0003M + 1.700%), 07/24/2031 | 11,427,884 | 0.1 |
4,450,000 | (1) | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | 4,147,948 | 0.0 |
2,050,000 | (1) | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | 1,788,633 | 0.0 |
3,806,619 | (1) | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | 3,898,439 | 0.0 |
6,700,000 | (1) | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | 6,728,630 | 0.1 |
7,300,000 | (1) | Arbys Funding LLC 2020-1A A2, 3.237%, 07/30/2050 | 7,559,030 | 0.1 |
10,000,000 | (1) | ARES XLVI CLO Ltd. 2017-46A A2, 1.505%, (US0003M + 1.230%), 01/15/2030 | 9,765,490 | 0.1 |
3,890,000 | (1) | Babson CLO Ltd. 2017-1A A2, 1.622%, (US0003M + 1.350%), 07/18/2029 | 3,813,550 | 0.0 |
6,361,000 | (1) | Babson CLO Ltd. 2018-3A A2, 1.572%, (US0003M + 1.300%), 07/20/2029 | 6,240,993 | 0.1 |
1,650,000 | (1) | Bain Capital Credit CLO 2017-1A A2, 1.622%, (US0003M + 1.350%), 07/20/2030 | 1,623,202 | 0.0 |
3,750,000 | (1) | Barings Clo Ltd. 2019-4A C, 3.075%, (US0003M + 2.800%), 01/15/2033 | 3,755,287 | 0.0 |
4,250,000 | (1) | Beechwood Park CLO Ltd. 2019-1A A1, 1.603%, (US0003M + 1.330%), 01/17/2033 | 4,240,641 | 0.1 |
8,765,333 | (1) | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 1.525%, (US0003M + 1.250%), 07/15/2029 | 8,710,637 | 0.1 |
15,250,000 | (1) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.472%, (US0003M + 1.200%), 01/20/2031 | 14,780,834 | 0.2 |
5,000,000 | (1) | Benefit Street Partners CLO XIV Ltd. 2018-14A A2, 1.422%, (US0003M + 1.150%), 04/20/2031 | 4,841,465 | 0.1 |
17,350,000 | (1) | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 1.625%, (US0003M + 1.350%), 01/15/2033 | 17,188,246 | 0.2 |
2,500,000 | (1) | Benefit Street Partners Clo XII Ltd. 2017-12A A1, 1.525%, (US0003M + 1.250%), 10/15/2030 | 2,470,673 | 0.0 |
4,070,000 | (1) | BlueMountain CLO 2015-1A BR, 2.766%, (US0003M + 2.500%), 04/13/2027 | 4,054,062 | 0.0 |
6,500,000 | (1) | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | 6,500,000 | 0.1 |
7,570,000 | (1) | Broad River BSL Funding CLO 2020-1A A, 2.061%, (US0003M + 1.850%), 04/20/2029 | 7,578,372 | 0.1 |
10,000,000 | (1) | Carbone CLO Ltd. 2017-1A A1, 1.412%, (US0003M + 1.140%), 01/20/2031 | 9,854,500 | 0.1 |
See Accompanying Notes to Financial Statements
61
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
689,945 | (1) | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 1.330%, (US0003M + 1.050%), 05/15/2031 | 677,143 | 0.0 |
3,250,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 1.403%, (US0003M + 1.130%), 04/17/2031 | 3,154,684 | 0.0 |
3,530,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 1.523%, (US0003M + 1.250%), 10/17/2030 | 3,508,393 | 0.0 |
37,149 | Chase Funding Trust Series 2003-5 2A2, 0.748%, (US0001M + 0.600%), 07/25/2033 | 35,436 | 0.0 | |
4,050,000 | (1) | CIFC Funding 2013-2A A1LR, 1.482%, (US0003M + 1.210%), 10/18/2030 | 4,030,390 | 0.0 |
2,150,000 | (1) | CIFC Funding 2017-2A C, 2.622%, (US0003M + 2.350%), 04/20/2030 | 2,114,557 | 0.0 |
7,400,000 | (1) | CIFC Funding 2017-4 A1, 1.514%, (US0003M + 1.250%), 10/24/2030 | 7,347,971 | 0.1 |
3,000,000 | (1) | CIFC Funding 2017-5A A1, 1.453%, (US0003M + 1.180%), 11/16/2030 | 2,973,666 | 0.0 |
11,380,000 | (1) | CIFC Funding 2019-6A A1 Ltd., 1.601%, (US0003M + 1.330%), 01/16/2033 | 11,384,415 | 0.1 |
3,000,000 | (1) | CIFC Funding 2019-6A A2 Ltd., 2.021%, (US0003M + 1.750%), 01/16/2033 | 3,005,451 | 0.0 |
6,000,000 | (1) | CIFC Funding 2020-3A A2 Ltd., 3.451%, (US0003M + 1.600%), 10/20/2031 | 5,999,370 | 0.1 |
8,750,000 | (1) | CIFC Funding 2018-1A A Ltd., 1.272%, (US0003M + 1.000%), 04/18/2031 | 8,619,275 | 0.1 |
3,700,000 | CNH Equipment Trust 2020-A A4, 1.510%, 04/15/2027 | 3,820,032 | 0.0 | |
4,675,000 | (1) | Cole Park CLO Ltd. 2015-1A CR, 2.272%, (US0003M + 2.000%), 10/20/2028 | 4,658,376 | 0.1 |
7,425,000 | Countrywide Asset-Backed Certificates 2005-AB2 M1, 0.853%, (US0001M + 0.705%), 09/25/2035 | 7,205,639 | 0.1 | |
9,111,174 | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 0.298%, (US0001M + 0.150%), 10/25/2036 | 8,215,513 | 0.1 | |
4,702,500 | (1) | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | 5,140,644 | 0.1 |
2,425,500 | (1) | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | 2,586,478 | 0.0 |
4,200,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 1.452%, (US0003M + 1.180%), 10/20/2030 | 4,147,660 | 0.0 |
7,000,000 | (1) | Dewolf Park Clo Ltd. 2017-1A A, 1.485%, (US0003M + 1.210%), 10/15/2030 | 6,946,394 | 0.1 |
632,125 | (1) | Domino's Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | 636,622 | 0.0 |
6,798,625 | (1) | Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | 7,251,333 | 0.1 |
2,597,000 | (1) | Domino's Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | 2,836,044 | 0.0 |
5,762,250 | (1) | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | 6,102,108 | 0.1 |
2,297,125 | (1) | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | 2,426,165 | 0.0 |
6,660,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 1.625%, (US0003M + 1.350%), 04/15/2028 | 6,485,455 | 0.1 |
5,565,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.480%, (US0003M + 1.200%), 08/15/2030 | 5,537,709 | 0.1 |
7,000,000 | (1) | Dryden 78 CLO Ltd. 2020-78A A, 2.447%, (US0003M + 1.180%), 04/17/2033 | 6,931,799 | 0.1 |
8,000,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 1.522%, (US0003M + 1.250%), 01/20/2030 | 7,803,304 | 0.1 |
4,228,050 | (1) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 4,266,518 | 0.1 |
4,250,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 1.484%, (US0003M + 1.220%), 07/24/2030 | 4,216,642 | 0.0 |
2,500,000 | (1) | Galaxy XV CLO Ltd. 2013-15A AR, 1.475%, (US0003M + 1.200%), 10/15/2030 | 2,478,115 | 0.0 |
11,150,000 | (1) | Galaxy XXI CLO Ltd. 2015-21A AR, 1.292%, (US0003M + 1.020%), 04/20/2031 | 10,939,443 | 0.1 |
2,300,000 | (1) | Gilbert Park CLO Ltd. 2017-1A A, 1.465%, (US0003M + 1.190%), 10/15/2030 | 2,281,430 | 0.0 |
7,000,000 | (1) | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 1.422%, (US0003M + 1.150%), 11/28/2030 | 6,934,795 | 0.1 |
See Accompanying Notes to Financial Statements
62
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
4,651,970 | (1) | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | 5,027,597 | 0.1 |
1,128,638 | (1) | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | 1,190,360 | 0.0 |
865,484 | (1) | HERO Funding Trust 2016-2A A, 3.750%, 09/20/2041 | 896,952 | 0.0 |
2,327,607 | (1) | HERO Funding Trust 2016-4A A2, 4.290%, 09/20/2047 | 2,452,910 | 0.0 |
1,250,000 | (1) | Home Partners of America 2018-1 E Trust, 2.001%, (US0001M + 1.850%), 07/17/2037 | 1,252,477 | 0.0 |
24,245,394 | (1) | Invitation Homes 2017-SFR2 A Trust, 1.001%, (US0001M + 0.850%), 12/17/2036 | 24,234,847 | 0.3 |
7,750,000 | (1) | Jay Park CLO Ltd. 2016-1A BR, 2.272%, (US0003M + 2.000%), 10/20/2027 | 7,690,930 | 0.1 |
7,300,000 | (1) | Jersey Mike's Funding 2019-1A A2, 4.433%, 02/15/2050 | 7,812,016 | 0.1 |
4,168,722 | (1) | JG Wentworth XLII LLC 2018-2A A, 3.960%, 10/15/2075 | 4,824,794 | 0.1 |
2,987,304 | (1) | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | 3,353,393 | 0.0 |
20,900,000 | (1) | Kayne CLO 6 Ltd. 2019-6A A1, 1.652%, (US0003M + 1.380%), 01/20/2033 | 20,781,163 | 0.2 |
6,000,000 | (1) | Kayne CLO 6 Ltd. 2019-6A A2, 2.122%, (US0003M + 1.850%), 01/20/2033 | 6,011,718 | 0.1 |
4,250,000 | (1) | Kayne CLO 7 Ltd. 2020-7A A1, 2.607%, (US0003M + 1.200%), 04/17/2033 | 4,190,130 | 0.0 |
6,000,000 | (1),(9) | KKR CLO 21 A Ltd., 1.275%, (US0003M + 1.000%), 04/15/2031 | 5,863,026 | 0.1 |
6,000,000 | (1) | LCM 26A A2 Ltd., 1.522%, (US0003M + 1.250%), 01/20/2031 | 5,845,392 | 0.1 |
11,237,000 | (1) | LCM XIV L.P. 14A AR, 1.312%, (US0003M + 1.040%), 07/20/2031 | 11,034,824 | 0.1 |
5,000,000 | (1) | LCM XVIII L.P. 18A A2R, 1.492%, (US0003M + 1.220%), 04/20/2031 | 4,856,850 | 0.1 |
8,870,841 | (1) | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | 9,096,003 | 0.1 |
3,600,000 | (1) | Madison Park Funding XXI Ltd. 2016-21A BR, 3.125%, (US0003M + 2.850%), 10/15/2032 | 3,559,806 | 0.0 |
5,400,000 | (1) | Madison Park Funding XV Ltd. 2014-15A B1R, 2.445%, (US0003M + 2.200%), 01/27/2026 | 5,387,656 | 0.1 |
1,400,000 | (1) | Madison Park Funding XXVII Ltd. 2018-27A B, 2.072%, (US0003M + 1.800%), 04/20/2030 | 1,349,344 | 0.0 |
13,050,000 | (1) | Magnetite CLO Ltd. 2020-26A A, 1.949%, (US0003M + 1.750%), 07/15/2030 | 13,086,175 | 0.1 |
13,150,000 | (1) | Magnetite XXII Ltd. 2019-22A A2, 1.925%, (US0003M + 1.650%), 04/15/2031 | 13,150,671 | 0.1 |
8,800,000 | (1) | Magnetite XXVII Ltd. 2020-27A A1, 3.351%, (US0003M + 1.550%), 07/20/2033 | 8,800,598 | 0.1 |
1,818,172 | (1) | Marlette Funding Trust 2018-1A C, 3.690%, 03/15/2028 | 1,823,655 | 0.0 |
3,488,000 | (1) | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | 3,518,971 | 0.0 |
500,000 | (1) | Marlette Funding Trust 2019-2 A2A, 3.530%, 07/16/2029 | 506,947 | 0.0 |
4,200,000 | (1) | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | 4,221,560 | 0.1 |
1,100,000 | (1),(4) | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | 1,187,481 | 0.0 |
3,200,000 | (1),(4) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 3,419,984 | 0.0 |
2,482,000 | (1),(4) | Mill City Mortgage Trust 2015-2 B2, 3.701%, 09/25/2057 | 2,697,096 | 0.0 |
1,102,940 | (1) | Mill City Solar Loan 2019-1A A Ltd., 4.340%, 03/20/2043 | 1,165,092 | 0.0 |
5,629,217 | (1) | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | 5,926,034 | 0.1 |
4,410,149 | (1) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 4,671,122 | 0.1 |
7,208,971 | (1) | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | 7,692,274 | 0.1 |
1,841,982 | (1) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 1,887,211 | 0.0 |
4,953,572 | (1) | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | 5,255,826 | 0.1 |
2,715,238 | (1) | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | 2,869,028 | 0.0 |
7,602,029 | (1) | Mosaic Solar Loan Trust 2020-1A B, 3.100%, 04/20/2046 | 7,810,240 | 0.1 |
14,100,000 | Mosaic Solar Loan Trust 2020-2, 1.440%, 08/20/2046 | 13,993,807 | 0.1 | |
3,250,000 | (1) | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.721%, (US0003M + 2.450%), 10/16/2032 | 3,249,977 | 0.0 |
See Accompanying Notes to Financial Statements
63
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
12,250,000 | (1) | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 1.612%, (US0003M + 1.340%), 01/19/2033 | 12,209,845 | 0.1 |
2,200,000 | (1) | Newark BSL CLO 1 Ltd. 2016-1A A1R, 1.345%, (US0003M + 1.100%), 12/21/2029 | 2,184,043 | 0.0 |
16,650,000 | (1) | Oaktree CLO 2020-1A A Ltd., 2.345%, (US0003M + 2.000%), 07/15/2029 | 16,712,704 | 0.2 |
2,500,000 | (1) | OCP CLO 2015-8 Ltd. 2015-8A BR, 2.123%, (US0003M + 1.850%), 04/17/2027 | 2,482,370 | 0.0 |
5,000,000 | (1) | OCP CLO 2017-13A A1A Ltd., 1.535%, (US0003M + 1.260%), 07/15/2030 | 4,961,830 | 0.1 |
11,000,000 | (1) | OCP CLO 2020-18A A Ltd., 2.053%, (US0003M + 1.800%), 04/20/2030 | 11,028,754 | 0.1 |
12,050,000 | (1) | OCP CLO 2020-19 A A1 Ltd., 2.070%, (US0003M + 1.750%), 07/20/2031 | 12,066,978 | 0.1 |
9,470,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 1.592%, (US0003M + 1.320%), 03/17/2030 | 9,395,490 | 0.1 |
2,300,000 | (1) | Octagon Investment Partners 48 Ltd. 2020-3A A, 4.751%, (US0003M + 1.500%), 10/20/2031 | 2,304,756 | 0.0 |
3,000,000 | (1) | Octagon Investment Partners Ltd. 2017-1A A2, 1.625%, (US0003M + 1.350%), 07/15/2029 | 2,957,382 | 0.0 |
5,520,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 1.650%, (US0003M + 1.375%), 07/15/2029 | 5,446,722 | 0.1 |
4,060,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.622%, (US0003M + 1.350%), 07/19/2030 | 3,969,844 | 0.0 |
21,243,110 | (1) | Octagon Loan Funding Ltd. 2014-1A ARR, 1.450%, (US0003M + 1.180%), 11/18/2031 | 21,082,618 | 0.2 |
17,700,000 | (1) | OHA Loan Funding 2015-1A A1R2 Ltd., 1.620%, (US0003M + 1.340%), 11/15/2032 | 17,577,994 | 0.2 |
3,550,000 | (1) | Palmer Square CLO 2014-1A A1R2 Ltd., 1.403%, (US0003M + 1.130%), 01/17/2031 | 3,520,542 | 0.0 |
6,600,000 | (1) | Palmer Square CLO 2015-2A A1R2 Ltd., 1.372%, (US0003M + 1.100%), 07/20/2030 | 6,538,567 | 0.1 |
10,000,000 | (1) | Palmer Square CLO 2018-1A A1 Ltd., 1.302%, (US0003M + 1.030%), 04/18/2031 | 9,876,500 | 0.1 |
6,700,000 | (1) | Palmer Square Loan Funding 2018-1A B Ltd., 1.675%, (US0003M + 1.400%), 04/15/2026 | 6,543,334 | 0.1 |
4,000,000 | (1) | Palmer Square Loan Funding 2018-1A C Ltd., 2.125%, (US0003M + 1.850%), 04/15/2026 | 3,802,236 | 0.0 |
1,000,000 | (1),(9) | Palmer Square Loan Funding 2018-2A C Ltd., 2.225%, (US0003M + 1.950%), 07/15/2026 | 952,306 | 0.0 |
525,785 | (4) | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.680%, 01/25/2036 | 533,570 | 0.0 |
5,012,125 | (1) | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | 5,217,330 | 0.1 |
1,435,000 | (1) | Progress Residential 2018-SFR1 F Trust, 4.778%, 03/17/2035 | 1,469,017 | 0.0 |
2,000,000 | (1),(4) | Sofi Consumer Loan Program 2016-4 C LLC, 5.920%, 11/25/2025 | 2,034,032 | 0.0 |
5,101,000 | (1) | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | 5,201,375 | 0.1 |
1,585,000 | (1) | Sofi Consumer Loan Program 2017-6 B LLC, 3.520%, 11/25/2026 | 1,625,558 | 0.0 |
7,000,000 | (1) | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | 7,100,656 | 0.1 |
7,190,000 | (1) | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | 7,375,746 | 0.1 |
3,700,000 | (1) | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | 3,767,565 | 0.0 |
9,950,000 | (1) | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | 9,802,861 | 0.1 |
3,450,000 | (1) | SoFi Consumer Loan Program 2018-4 B Trust, 3.960%, 11/26/2027 | 3,518,616 | 0.0 |
2,000,000 | (1) | SoFi Consumer Loan Program 2019-2 C Trust, 3.460%, 04/25/2028 | 2,045,703 | 0.0 |
2,000,000 | (1) | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | 2,052,896 | 0.0 |
4,100,000 | (1) | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | 4,052,420 | 0.0 |
See Accompanying Notes to Financial Statements
64
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,300,000 | (1) | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | 1,282,536 | 0.0 |
343,583 | (1) | Sonic Capital LLC 2018-1A A2, 4.026%, 02/20/2048 | 358,798 | 0.0 |
7,257,417 | (1) | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | 7,716,100 | 0.1 |
22,060,000 | (1) | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.675%, (US0003M + 1.400%), 01/15/2033 | 21,867,769 | 0.2 |
4,783,585 | (1) | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | 5,250,929 | 0.1 |
4,550,762 | (1) | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | 4,682,400 | 0.1 |
6,042,375 | (1) | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 6,550,821 | 0.1 |
7,200,000 | (1) | TES LLC 2017-1A B, 7.740%, 10/20/2047 | 6,611,215 | 0.1 |
6,873,016 | (1) | THL Credit Wind River 2013-2A AR CLO Ltd., 1.502%, (US0003M + 1.230%), 10/18/2030 | 6,801,564 | 0.1 |
12,250,000 | (1) | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.441%, (US0003M + 1.190%), 11/01/2031 | 12,066,716 | 0.1 |
7,080,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 1.502%, (US0003M + 1.230%), 07/20/2030 | 7,007,975 | 0.1 |
7,500,000 | (1) | Tiaa Clo III Ltd. 2017-2A A, 1.421%, (US0003M + 1.150%), 01/16/2031 | 7,328,198 | 0.1 |
1,400,000 | (1),(4) | Towd Point Mortgage Trust 2015-2 1B1, 3.629%, 11/25/2060 | 1,496,507 | 0.0 |
2,640,000 | (1),(4) | Towd Point Mortgage Trust 2015-2 2B2, 4.304%, 11/25/2057 | 2,910,338 | 0.0 |
4,346,000 | (1),(4) | Towd Point Mortgage Trust 2016-2 M1, 3.000%, 08/25/2055 | 4,649,650 | 0.1 |
3,200,000 | (1),(4) | Towd Point Mortgage Trust 2017-1 M1, 3.750%, 10/25/2056 | 3,509,158 | 0.0 |
2,200,000 | (1),(4) | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | 2,366,351 | 0.0 |
3,000,000 | (1) | Trafigura Securitisation Finance PLC 2018-1A B, 4.290%, 03/15/2022 | 3,004,745 | 0.0 |
7,250,000 | (1) | Venture XX CLO Ltd. 2015-20A CR, 2.175%, (US0003M + 1.900%), 04/15/2027 | 6,981,823 | 0.1 |
1,945,000 | (1) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 2,012,783 | 0.0 |
3,588,525 | (1) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 3,781,911 | 0.0 |
942,377,972 | 9.7 | |||
Student Loan Asset-Backed Securities: 2.1% | ||||
640,381 | (1) | Commonbond Student Loan Trust 2016-B, 4.000%, 10/25/2040 | 653,056 | 0.0 |
169,694 | (1) | Commonbond Student Loan Trust 2018-A-GS C, 3.820%, 02/25/2044 | 172,267 | 0.0 |
1,832,224 | (1) | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | 1,880,874 | 0.0 |
2,715,588 | (1) | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | 2,811,160 | 0.0 |
5,549,686 | (1) | Commonbond Student Loan Trust 2018-CGS A2, 0.948%, (US0001M + 0.800%), 02/25/2046 | 5,494,159 | 0.1 |
10,043,338 | (1) | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | 10,269,471 | 0.1 |
255,319 | (1) | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | 255,025 | 0.0 |
277,720 | (1),(4) | Earnest Student Loan Program, LLC 2016-B B, 4.810%, 09/25/2036 | 276,550 | 0.0 |
205,173 | (1) | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | 207,632 | 0.0 |
452,715 | (1) | Laurel Road Prime Student Loan Trust 2017-B A4, 3.020%, 08/25/2042 | 459,248 | 0.0 |
10,400,000 | (1) | Laurel Road Prime Student Loan Trust 2020-A AFX, 1.400%, 11/25/2050 | 10,389,012 | 0.1 |
10,305,264 | (1) | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | 10,797,814 | 0.1 |
10,820,000 | (1) | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | 10,842,785 | 0.1 |
8,420,099 | (1) | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | 8,535,306 | 0.1 |
10,312,359 | (1) | Navient Private Education Refi Loan Trust 2020-FA A, 1.220%, 07/15/2069 | 10,358,723 | 0.1 |
2,700,000 | (1) | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 2,429,513 | 0.0 |
1,450,000 | (1) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 1,455,769 | 0.0 |
22,200,000 | (1) | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | 22,376,832 | 0.2 |
See Accompanying Notes to Financial Statements
65
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
4,100,000 | (1),(4) | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | 4,292,087 | 0.1 |
3,000,000 | (1),(4) | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | 3,060,357 | 0.0 |
3,900,000 | (1) | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | 4,066,044 | 0.1 |
3,250,000 | (1) | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | 3,345,827 | 0.0 |
8,000,000 | (1) | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | 8,458,293 | 0.1 |
13,529,000 | (1) | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | 14,314,066 | 0.2 |
5,800,000 | (1) | Sofi Professional Loan Program 2018-C BFX Trust, 4.130%, 01/25/2048 | 6,174,714 | 0.1 |
6,000,000 | (1) | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | 6,427,892 | 0.1 |
3,000,000 | (1) | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | 3,142,692 | 0.0 |
6,633,000 | (1) | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | 6,942,811 | 0.1 |
20,812,000 | (1) | Sofi Professional Loan Program 2019-C A2FX LLC, 2.370%, 11/16/2048 | 21,422,316 | 0.2 |
22,493,688 | (1) | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | 23,028,548 | 0.2 |
204,340,843 | 2.1 | |||
Total Asset-Backed Securities | ||||
(Cost $1,322,451,722) | 1,337,609,607 | 13.7 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 7.7% | ||||
10,647,000 | (1),(4) | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.990%, 05/27/2021 | 10,404,582 | 0.1 |
35,176,617 | (4),(6) | BANK 2017-BNK4 XA, 1.568%, 05/15/2050 | 2,340,346 | 0.0 |
167,655,000 | (4),(6) | BANK 2017-BNK8 XB, 0.222%, 11/15/2050 | 2,000,711 | 0.0 |
203,637,146 | (4),(6) | BANK 2018-BNK14 XA, 0.667%, 09/15/2060 | 6,419,335 | 0.1 |
19,110,000 | (1),(4),(6) | BANK 2018-BNK14 XD, 1.753%, 09/15/2060 | 2,136,471 | 0.0 |
24,627,879 | (4),(6) | BANK 2019-BNK16 XA, 1.124%, 02/15/2052 | 1,591,530 | 0.0 |
5,210,000 | (1) | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | 4,186,568 | 0.1 |
6,580,000 | (4) | Bank 2019-BNK19 C, 4.168%, 08/15/2061 | 7,226,915 | 0.1 |
100,475,232 | (4),(6) | Bank 2019-BNK19 XA, 1.095%, 08/15/2061 | 7,132,485 | 0.1 |
92,840,000 | (1),(4),(6) | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | 2,546,917 | 0.0 |
2,620,000 | (1),(4) | BENCHMARK 2018-B3 D Mortgage Trust, 3.208%, 04/10/2051 | 2,089,811 | 0.0 |
54,375,557 | (4),(6) | Benchmark 2019-B12 XA Mortgage Trust, 1.204%, 08/15/2052 | 3,709,180 | 0.0 |
7,470,000 | (1) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 6,514,703 | 0.1 |
36,583,347 | (4),(6) | Benchmark 2019-B9 XA Mortgage Trust, 1.211%, 03/15/2052 | 2,670,409 | 0.0 |
8,640,000 | (1) | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 08/15/2053 | 8,711,558 | 0.1 |
6,420,000 | (1) | Benchmark 2020-B17 D Mortgage Trust, 2.250%, 03/15/2053 | 5,077,026 | 0.1 |
92,703,798 | (4),(6) | Benchmark 2020-B17 XA Mortgage Trust, 1.542%, 03/15/2053 | 8,913,479 | 0.1 |
110,670,000 | (4),(6) | Benchmark 2020-B19 XA Mortgage Trust, 1.779%, 09/15/2053 | 14,313,161 | 0.2 |
3,860,000 | (1) | BHP Trust 2019-BXHP D, 1.924%, (US0001M + 1.771%), 08/15/2036 | 3,567,458 | 0.0 |
7,974,102 | (1) | BX Commercial Mortgage Trust 2019-XL A, 1.072%, (US0001M + 0.920%), 10/15/2036 | 7,990,807 | 0.1 |
24,415,940 | (1) | BX Commercial Mortgage Trust 2019-XL G, 2.452%, (US0001M + 2.300%), 10/15/2036 | 24,113,236 | 0.3 |
13,961,323 | (1) | BX Commercial Mortgage Trust 2019-XL J, 2.802%, (US0001M + 2.650%), 10/15/2036 | 13,677,325 | 0.1 |
12,448,606 | (1) | BX Commercial Mortgage Trust 2020-BXLP F, 2.152%, (US0001M + 2.000%), 12/15/2036 | 12,291,882 | 0.1 |
9,440,360 | (1) | BX Commercial Mortgage Trust 2020-BXLP G, 2.652%, (US0001M + 2.500%), 12/15/2029 | 9,349,237 | 0.1 |
2,125,000 | (1),(4) | BX Commercial Mortgage Trust 2020-VIV2 C, 3.661%, 03/09/2044 | 2,057,014 | 0.0 |
6,280,000 | (1) | BX Commercial Mortgage Trust 2020-VKNG E, 2.300%, (US0001M + 2.100%), 10/15/2037 | 6,272,168 | 0.1 |
5,150,000 | (1) | BX Trust 2019-MMP E, 2.052%, (US0001M + 1.900%), 08/15/2036 | 4,862,852 | 0.1 |
See Accompanying Notes to Financial Statements
66
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
6,000,000 | (1) | BX Trust 2019-OC11 A, 3.202%, 12/09/2041 | 6,391,282 | 0.1 |
6,300,000 | (1),(4) | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | 5,868,170 | 0.1 |
7,290,000 | Cantor Commercial Real Estate Lending 2019-CF2 A5, 2.874%, 11/15/2052 | 8,083,155 | 0.1 | |
3,340,000 | (4) | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.539%, 11/15/2050 | 3,132,250 | 0.0 |
93,323,179 | (4),(6) | CCUBS Commercial Mortgage Trust 2017-C1 XA, 1.155%, 11/15/2050 | 4,615,391 | 0.1 |
24,649,848 | (4),(6) | CD 2016-CD1 Mortgage Trust XA, 1.527%, 08/10/2049 | 1,516,996 | 0.0 |
45,113,000 | (1),(4),(6) | CD 2016-CD1 Mortgage Trust XB, 0.810%, 08/10/2049 | 1,711,465 | 0.0 |
33,538,420 | (4),(6) | CD 2017-CD4 Mortgage Trust XA, 1.453%, 05/10/2050 | 2,055,308 | 0.0 |
7,453,264 | (1),(4) | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.292%, 04/15/2044 | 6,995,896 | 0.1 |
4,139,000 | (4) | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.261%, 11/10/2046 | 4,100,587 | 0.0 |
3,910,000 | (1),(4) | Citigroup Commercial Mortgage Trust 2014-GC19, 5.262%, 03/10/2047 | 3,754,531 | 0.0 |
7,745,000 | (1) | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.594%, 08/10/2049 | 4,662,243 | 0.1 |
40,480,895 | (4),(6) | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.121%, 07/10/2049 | 3,178,438 | 0.0 |
82,213,689 | (4),(6) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.248%, 10/12/2050 | 4,177,475 | 0.0 |
3,940,000 | (4) | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.410%, 09/15/2050 | 3,691,603 | 0.0 |
40,061,325 | (4),(6) | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.051%, 09/15/2050 | 2,010,289 | 0.0 |
88,619,846 | (4),(6) | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.753%, 06/10/2051 | 3,937,832 | 0.0 |
7,480,000 | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | 8,425,161 | 0.1 | |
27,985,099 | (4),(6) | COMM 2012-CR2 XA, 1.787%, 08/15/2045 | 591,974 | 0.0 |
30,723,787 | (4),(6) | COMM 2012-CR4 XA, 1.843%, 10/15/2045 | 768,328 | 0.0 |
27,260,000 | (1),(4),(6) | COMM 2012-CR4 XB, 0.766%, 10/15/2045 | 329,969 | 0.0 |
47,575,935 | (1),(4),(6) | COMM 2012-LC4 XA, 2.177%, 12/10/2044 | 892,753 | 0.0 |
4,640,000 | (1),(4) | COMM 2013-CR10 E Mortgage Trust, 4.949%, 08/10/2046 | 3,958,731 | 0.0 |
9,645,000 | (1),(4) | COMM 2013-CR10 F Mortgage Trust, 4.949%, 08/10/2046 | 7,897,864 | 0.1 |
3,310,000 | (4) | COMM 2015-CCRE26 D Mortgage Trust, 3.630%, 10/10/2048 | 2,785,414 | 0.0 |
128,114,549 | (1),(4),(6) | COMM 2015-PC1 XA, 0.792%, 07/10/2050 | 2,598,727 | 0.0 |
920,000 | (4) | COMM 2016-COR1 C, 4.528%, 10/10/2049 | 932,052 | 0.0 |
65,134,365 | (4),(6) | COMM 2016-CR28 XA, 0.770%, 02/10/2049 | 1,746,155 | 0.0 |
36,013,746 | (4),(6) | COMM 2017-COR2 XA, 1.318%, 09/10/2050 | 2,274,300 | 0.0 |
12,420,000 | COMM 2018-COR3 A3 Mortgage Trust, 4.228%, 05/10/2051 | 14,835,392 | 0.2 | |
8,261,000 | (1),(4) | COMM 2020-CBM F Mortgage Trust, 3.754%, 11/13/2039 | 6,741,727 | 0.1 |
15,420,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 2.802%, (US0001M + 2.650%), 05/15/2036 | 15,190,922 | 0.2 |
4,100,000 | (1),(4) | Credit Suisse Mortgage Capital Certificates 2020-NET C, 3.526%, 08/15/2037 | 4,254,488 | 0.1 |
5,421,000 | (4) | Csail 2015-C2 C Commercial Mortgage Trust, 4.330%, 06/15/2057 | 4,340,796 | 0.1 |
4,340,000 | (1),(4) | CSAIL 2017-CX10 D Commercial Mortgage Trust, 4.248%, 11/15/2050 | 3,685,242 | 0.0 |
19,066,000 | (4) | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | 22,399,015 | 0.2 |
5,848,000 | (1) | CSWF 2018-TOP E, 2.402%, (US0001M + 2.250%), 08/15/2035 | 5,386,908 | 0.1 |
5,528,000 | (1) | CSWF 2018-TOP F, 2.902%, (US0001M + 2.750%), 08/15/2035 | 5,028,405 | 0.1 |
4,460,000 | (1),(4) | DBJPM 16-C3 Mortgage Trust, 3.632%, 08/10/2049 | 3,511,298 | 0.0 |
5,000,000 | (1),(4) | DBUBS 2011-LC2 E Mortgage Trust, 5.670%, 07/10/2044 | 3,840,409 | 0.0 |
12,519,000 | (1) | DBUBS 2011-LC2A F Mortgage Trust, 3.805%, (US0001M + 3.650%), 07/10/2044 | 8,965,827 | 0.1 |
4,480,000 | (1) | Exantas Capital Corp. 2019-RSO7 C Ltd., 2.201%, (US0001M + 2.050%), 04/15/2036 | 4,212,656 | 0.1 |
See Accompanying Notes to Financial Statements
67
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
4,500,000 | (1),(4) | Fontainebleau Miami Beach Trust 2019-FBLU F, 4.095%, 12/10/2036 | 4,123,372 | 0.0 |
77,599,012 | (4),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.913%, 01/25/2043 | 593,834 | 0.0 |
42,047,111 | (4),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.937%, 05/25/2040 | 1,205,646 | 0.0 |
31,879,545 | (4),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.647%, 05/25/2041 | 1,229,164 | 0.0 |
68,902,339 | (4),(6) | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.700%, 04/25/2030 | 8,837,035 | 0.1 |
223,355,545 | (4),(6) | Freddie Mac Multifamily Structured Pass Through Certificates KHG2 X, 0.406%, 02/25/2030 | 5,404,355 | 0.1 |
185,472,573 | (1),(6) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 151,030 | 0.0 |
4,580,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR E, 1.702%, (US0001M + 1.550%), 07/15/2035 | 4,036,153 | 0.0 |
4,400,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR F, 2.252%, (US0001M + 2.100%), 07/15/2035 | 3,766,081 | 0.0 |
12,770,000 | (1) | GS Mortgage Securities Corp. Trust 2019-70P E, 2.352%, (US0001M + 2.200%), 10/15/2036 | 11,751,084 | 0.1 |
1,163,318 | (1),(4) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | 1,152,273 | 0.0 |
5,340,000 | (1),(4) | GS Mortgage Securities Trust 2010-C2 G, 4.548%, 12/10/2043 | 4,951,658 | 0.1 |
6,140,000 | (1) | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | 2,948,628 | 0.0 |
45,843,656 | (4),(6) | GS Mortgage Securities Trust 2013-GC16 XA, 1.202%, 11/10/2046 | 1,214,059 | 0.0 |
64,077,276 | (4),(6) | GS Mortgage Securities Trust 2014-GC22 XA, 1.138%, 06/10/2047 | 1,451,953 | 0.0 |
81,385,091 | (4),(6) | GS Mortgage Securities Trust 2016-GS4 XA, 0.678%, 11/10/2049 | 1,811,421 | 0.0 |
69,739,961 | (4),(6) | GS Mortgage Securities Trust 2017-GS6 XA, 1.183%, 05/10/2050 | 3,991,330 | 0.0 |
6,310,000 | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | 7,426,332 | 0.1 | |
78,284,699 | (4),(6) | GS Mortgage Securities Trust 2019-GC38 XA, 1.123%, 02/10/2052 | 5,252,027 | 0.1 |
13,220,000 | (1),(4) | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | 12,491,680 | 0.1 |
10,120,000 | (1),(4) | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | 9,169,199 | 0.1 |
11,820,000 | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | 13,317,237 | 0.1 | |
6,650,000 | GS Mortgage Securities Trust 2014-GC24 A4, 3.666%, 09/10/2047 | 7,207,265 | 0.1 | |
7,690,000 | (1),(4) | Hudson Yards 2019-55HY F Mortgage Trust, 3.041%, 12/10/2041 | 6,838,537 | 0.1 |
2,400,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 E, 5.663%, 07/15/2046 | 2,313,005 | 0.0 |
4,500,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 4,133,036 | 0.0 |
72,231,125 | (4),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.643%, 06/15/2045 | 841,276 | 0.0 |
5,550,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | 4,622,587 | 0.1 |
16,560,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | 17,476,952 | 0.2 |
88,263,808 | (4),(6) | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.819%, 12/15/2049 | 2,530,718 | 0.0 |
10,720,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | 9,722,814 | 0.1 |
6,363,797 | (1),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.373%, 11/15/2045 | 5,872,131 | 0.1 |
7,840,000 | (1),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.055%, 01/15/2047 | 6,948,855 | 0.1 |
6,470,000 | (1),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | 4,512,224 | 0.1 |
See Accompanying Notes to Financial Statements
68
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
10,745,805 | (4),(6) | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.900%, 04/15/2047 | 169,466 | 0.0 |
3,080,000 | (1),(4) | JPMBB Commercial Mortgage Securities Trust 2014-C26 D, 4.022%, 01/15/2048 | 2,727,899 | 0.0 |
1,266,931 | (4),(6) | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.110%, 10/15/2048 | 42,126 | 0.0 |
12,440,000 | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | 14,826,253 | 0.2 | |
5,000,000 | JPMDB Commercial Mortgage Securities Trust 2019-COR6 A4, 3.057%, 11/13/2052 | 5,635,369 | 0.1 | |
2,000,000 | (1) | KNDL 2019-KNSQ F Mortgage Trust, 2.152%, (US0001M + 2.000%), 05/15/2036 | 1,891,866 | 0.0 |
3,876,401 | (1),(4),(6) | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.875%, 11/15/2038 | 11,509 | 0.0 |
46,254,257 | (1),(4),(6) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.146%, 03/10/2050 | 1,494,235 | 0.0 |
4,250,000 | (1),(4) | Manhattan West 2020-1MW D, 2.413%, 09/10/2039 | 4,157,217 | 0.0 |
3,400,000 | (1) | Merit 2020-Hill E, 3.252%, (US0001M + 3.100%), 08/15/2037 | 3,424,022 | 0.0 |
4,340,000 | (1),(4) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 D, 5.060%, 11/15/2046 | 3,595,516 | 0.0 |
73,599,302 | (4),(6) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.150%, 12/15/2047 | 2,318,349 | 0.0 |
3,470,000 | (1),(4) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 5.070%, 04/15/2047 | 2,993,951 | 0.0 |
2,330,000 | (1) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | 1,604,876 | 0.0 |
7,040,000 | (1) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 D, 3.060%, 10/15/2048 | 5,752,999 | 0.1 |
14,914,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | 11,280,186 | 0.1 |
7,864,000 | (1),(4) | Morgan Stanley Capital I Trust 2016-BNK2 E, 4.033%, 11/15/2049 | 4,473,790 | 0.1 |
7,455,000 | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | 8,524,327 | 0.1 | |
4,670,000 | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | 3,832,682 | 0.0 | |
46,432,332 | (4),(6) | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.930%, 12/15/2050 | 2,128,059 | 0.0 |
6,820,000 | (1) | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | 6,758,183 | 0.1 |
8,247,000 | (1) | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | 7,885,683 | 0.1 |
14,680,000 | (1) | One Bryant Park Trust 2019-OBP A, 2.516%, 09/13/2049 | 15,706,261 | 0.2 |
12,429,000 | (1) | Shelter Growth CRE 2018-FL1 F Issuer Ltd., 6.652%, (US0001M + 6.500%), 01/15/2035 | 12,052,829 | 0.1 |
5,280,000 | (1),(4) | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.620%, 12/10/2045 | 2,813,268 | 0.0 |
9,020,000 | (1),(4) | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.620%, 12/10/2045 | 4,040,606 | 0.0 |
7,680,000 | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 09/15/2052 | 8,498,259 | 0.1 | |
6,239,500 | (1) | Wells Fargo Commercial Mortgage Trust 2010-C1 E, 4.000%, 11/15/2043 | 6,191,052 | 0.1 |
8,780,000 | (1) | Wells Fargo Commercial Mortgage Trust 2010-C1 F, 4.000%, 11/15/2043 | 8,686,474 | 0.1 |
8,660,000 | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | 10,221,447 | 0.1 | |
1,264,000 | (1) | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | 909,741 | 0.0 |
6,000,000 | (1),(10) | Wells Fargo Re-REMIC Trust 2013-FRR1 BK26, 0.000%, 01/27/2045 | 5,092,486 | 0.1 |
3,270,000 | (1),(4) | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.844%, 11/15/2044 | 3,023,417 | 0.0 |
12,968,271 | (1),(4),(6) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.956%, 08/15/2045 | 301,847 | 0.0 |
9,432,920 | (1),(4),(6) | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.043%, 11/15/2045 | 283,669 | 0.0 |
12,946,000 | (1),(4) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.398%, 03/15/2045 | 8,554,215 | 0.1 |
3,920,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | 2,937,677 | 0.0 |
See Accompanying Notes to Financial Statements
69
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
80,961,917 | (4),(6) | WFRBS Commercial Mortgage Trust 2014-C25 XA, 0.959%, 11/15/2047 | 2,245,487 | 0.0 |
Total Commercial Mortgage-Backed Securities | ||||
(Cost $784,871,393) | 754,026,839 | 7.7 | ||
Value | Percentage of Net Assets | |||
PURCHASED OPTIONS (11): 0.0% | ||||
Total Purchased Options | ||||
(Cost $5,249,526) | 3,107,829 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $9,326,772,841) | 9,649,268,328 | 98.6 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 4.3% | ||||
Commercial Paper: 0.5% | ||||
9,640,000 | Consolidated Edison Company, 0.190%, 10/19/2020 | 9,639,069 | 0.1 | |
25,000,000 | Consolidated Edison Company, 0.190%, 10/20/2020 | 24,997,458 | 0.3 | |
3,000,000 | Sumitomo Mitsui Banking Corp., 0.100%, 10/19/2020 | 3,000,340 | 0.0 | |
10,000,000 | Thunder Bay Funding LLC, 0.120%, 10/08/2020 | 9,999,742 | 0.1 | |
Total Commercial Paper | ||||
(Cost $47,637,860) | 47,636,609 | 0.5 | ||
U.S. Treasury Bills: 0.5% | ||||
50,000,000 | (12) | United States Treasury Bill, 0.090%, 11/27/2020 | ||
(Cost $49,992,439) | 49,992,875 | 0.5 | ||
Repurchase Agreements: 3.1% | ||||
6,622,902 | (13) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $6,622,926, collateralized by various U.S. Government Agency Obligations, 2.000%-6.594%, Market Value plus accrued interest $6,755,360, due 09/01/29-02/20/69) | 6,622,902 | 0.1 |
11,984,524 | (13) | BNP Paribas S.A., Repurchase Agreement dated 09/30/20, 0.24%, due 10/01/20 (Repurchase Amount $11,984,603, collateralized by various U.S. Government Securities, 0.750%-7.875%, Market Value plus accrued interest $12,583,750, due 08/10/21-08/21/40) | 11,984,524 | 0.1 |
12,807,943 | (13) | Cantor Fitzgerald Securities, Repurchase Agreement dated 09/30/20, 0.10%, due 10/01/20 (Repurchase Amount $12,807,978, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.415%-9.000%, Market Value plus accrued interest $13,064,102, due 10/25/20-06/20/69) | 12,807,943 | 0.1 |
3,085,727 | (13) | CF Secured LLC, Repurchase Agreement dated 09/30/20, 0.09%, due 10/01/20 (Repurchase Amount $3,085,735, collateralized by various U.S. Government Agency Obligations, 0.000%-5.000%, Market Value plus accrued interest $3,147,454, due 08/15/27-09/01/50) | 3,085,727 | 0.0 |
11,314,118 | (13) | Citadel Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $11,314,155, collateralized by various U.S. Government Securities, 0.000%-7.500%, Market Value plus accrued interest $11,540,448, due 10/08/20-08/15/50) | 11,314,118 | 0.1 |
23,583,947 | (13) | Citigroup, Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $23,583,999, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.625%, Market Value plus accrued interest $24,055,627, due 11/27/20-11/01/59) | 23,583,947 | 0.2 |
See Accompanying Notes to Financial Statements
70
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
156,561,000 | Deutsche Bank Repurchase Agreement dated 9/30/2020, 0.060%, due 10/1/2020, $156,561,261 to be received upon repurchase (Collateralized by $147,469,100, Note, 2.750%, Market Value plus accrued interest $159,692,246 due 11/30/2020) | 156,561,000 | 1.6 | |
4,511,403 | (13) | Industrial & Comm. Bank of China, Repurchase Agreement dated 09/30/20, 0.09%, due 10/01/20 (Repurchase Amount $4,511,414, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $4,601,631, due 10/01/20-09/01/50) | 4,511,403 | 0.0 |
8,901,164 | (13) | Mirae Asset Securities USA Inc., Repurchase Agreement dated 09/30/20, 0.13%, due 10/01/20 (Repurchase Amount $8,901,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.875%, Market Value plus accrued interest $9,079,220, due 02/15/21-07/20/70) | 8,901,164 | 0.1 |
4,807,279 | (13) | Palafox Trading LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $4,807,295, collateralized by various U.S. Government Securities, 1.125%-1.375%, Market Value plus accrued interest $4,903,442, due 08/31/23-08/15/40) | 4,807,279 | 0.1 |
34,773,096 | (13) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $34,773,172, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $35,468,558, due 10/27/20-07/15/61) | 34,773,096 | 0.4 |
2,808,149 | (13) | Royal Bank of Canada, Repurchase Agreement dated 09/30/20, 0.21%, due 10/01/20 (Repurchase Amount $2,808,165, collateralized by various U.S. Government Securities, 0.000%-10.200%, Market Value plus accrued interest $2,938,802, due 10/27/20-07/09/40) | 2,808,149 | 0.0 |
6,052,527 | (13) | South Street Securities LLC, Repurchase Agreement dated 09/30/20, 0.12%, due 10/01/20 (Repurchase Amount $6,052,547, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $6,173,578, due 06/01/26-02/15/60) | 6,052,527 | 0.1 |
16,163,896 | (13) | State of Wisconsin Investment Board, Repurchase Agreement dated 09/30/20, 0.21%, due 10/01/20 (Repurchase Amount $16,163,989, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,531,431, due 04/15/22-02/15/46) | 16,163,896 | 0.2 |
Total Repurchase Agreements | ||||
(Cost $303,977,675) | 303,977,675 | 3.1 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds(13): 0.2% | ||||
4,683,000 | (13),(14) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 4,683,000 | 0.1 |
See Accompanying Notes to Financial Statements
71
Voya Intermediate Bond Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
10,975,000 | (13),(14) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% | 10,975,000 | 0.1 | |
4,683,000 | (13),(14) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.020% | 4,683,000 | 0.0 | |
Total Mutual Funds | |||||
(Cost $20,341,000) | 20,341,000 | 0.2 | |||
Total Short-Term Investments | |||||
(Cost $421,948,974) | 421,948,159 | 4.3 | |||
Total Investments in Securities (Cost $9,748,721,815) | $ 10,071,216,487 | 102.9 | |||
Liabilities in Excess of Other Assets | (287,603,555) | (2.9) | |||
Net Assets | $ 9,783,612,932 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(4) | Variable rate security. Rate shown is the rate in effect as of September 30, 2020. |
(5) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(6) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(7) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of September 30, 2020. |
(8) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(9) | Represents or includes a TBA transaction. |
(10) | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(11) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(12) | Represents a zero coupon bond. Rate shown reflects the effective yield as of September 30, 2020. |
(13) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(14) | Rate shown is the 7-day yield as of September 30, 2020. |
Currency Abbreviations: | |
BRL | Brazilian Real |
CNY | Chinese Yuan |
COP | Colombian Peso |
DKK | Danish Krone |
IDR | Indonesian Rupiah |
PEN | Peruvian Nuevo Sol |
RON | Romanian New Leu |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
72
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 46.0% | ||||
Basic Materials: 1.5% | ||||
613,000 | (1) | Anglo American Capital PLC, 4.125%, 04/15/2021 | $ 622,622 | 0.3 |
29,000 | Ashland LLC, 4.750%, 08/15/2022 | 30,468 | 0.0 | |
300,000 | CF Industries, Inc., 3.450%, 06/01/2023 | 308,063 | 0.1 | |
293,000 | (1) | Cleveland-Cliffs, Inc., 4.875%, 01/15/2024 | 289,673 | 0.1 |
231,000 | Eastman Chemical Co., 3.500%, 12/01/2021 | 238,115 | 0.1 | |
300,000 | Freeport-McMoRan, Inc., 3.875%, 03/15/2023 | 309,663 | 0.1 | |
126,000 | Nucor Corp., 2.000%, 06/01/2025 | 131,777 | 0.1 | |
500,000 | Nutrien Ltd., 3.150%, 10/01/2022 | 522,597 | 0.3 | |
300,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 310,575 | 0.2 |
300,000 | (1) | Tronox, Inc., 6.500%, 05/01/2025 | 312,563 | 0.2 |
3,076,116 | 1.5 | |||
Communications: 3.3% | ||||
230,000 | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | 242,287 | 0.1 | |
220,000 | Alphabet, Inc., 0.450%, 08/15/2025 | 218,935 | 0.1 | |
400,000 | AMC Networks, Inc., 5.000%, 04/01/2024 | 409,500 | 0.2 | |
210,000 | AT&T, Inc., 4.050%, 12/15/2023 | 232,828 | 0.1 | |
285,000 | Baidu, Inc., 3.875%, 09/29/2023 | 306,131 | 0.2 | |
491,000 | Booking Holdings, Inc., 4.100%, 04/13/2025 | 553,625 | 0.3 | |
250,000 | CenturyLink, Inc., 6.450%, 06/15/2021 | 256,812 | 0.1 | |
200,000 | Comcast Corp., 3.950%, 10/15/2025 | 229,611 | 0.1 | |
200,000 | CSC Holdings LLC, 5.875%, 09/15/2022 | 211,875 | 0.1 | |
121,000 | Fox Corp., 3.050%, 04/07/2025 | 132,665 | 0.1 | |
188,000 | Fox Corp., 4.030%, 01/25/2024 | 207,135 | 0.1 | |
250,000 | Hughes Satellite Systems Corp., 7.625%, 06/15/2021 | 259,687 | 0.1 | |
40,000 | Interpublic Group of Cos, Inc./The, 3.500%, 10/01/2020 | 40,000 | 0.0 | |
248,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 255,915 | 0.1 | |
300,000 | Level 3 Financing, Inc., 5.375%, 01/15/2024 | 303,854 | 0.2 | |
250,000 | (1) | Plantronics, Inc., 5.500%, 05/31/2023 | 223,279 | 0.1 |
300,000 | (1) | Sinclair Television Group, Inc., 5.625%, 08/01/2024 | 299,063 | 0.2 |
250,000 | (1) | Sirius XM Radio, Inc., 3.875%, 08/01/2022 | 252,969 | 0.1 |
250,000 | (1) | Sirius XM Radio, Inc., 4.625%, 07/15/2024 | 258,906 | 0.1 |
300,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 323,625 | 0.2 | |
300,000 | (1) | TEGNA, Inc., 4.875%, 09/15/2021 | 300,439 | 0.2 |
230,000 | (1) | T-Mobile USA, Inc., 3.500%, 04/15/2025 | 252,591 | 0.1 |
250,000 | T-Mobile USA, Inc., 4.000%, 04/15/2022 | 258,281 | 0.1 | |
178,000 | Verizon Communications, Inc., 2.450%, 11/01/2022 | 184,313 | 0.1 | |
400,000 | Walt Disney Co/The, 4.000%, 10/01/2023 | 439,333 | 0.2 | |
6,653,659 | 3.3 | |||
Consumer, Cyclical: 5.4% | ||||
250,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 4.250%, 05/15/2024 | 254,862 | 0.1 |
350,000 | (1),(2) | Allison Transmission, Inc., 5.000%, 10/01/2024 | 354,177 | 0.2 |
208,000 | American Honda Finance Corp., 0.650%, 09/08/2023 | 208,018 | 0.1 | |
259,000 | American Honda Finance Corp., 0.875%, 07/07/2023 | 261,219 | 0.1 | |
265,000 | American Honda Finance Corp., 2.050%, 01/10/2023 | 274,004 | 0.1 | |
300,000 | (1) | Avient Corp., 5.750%, 05/15/2025 | 318,375 | 0.2 |
313,000 | (1) | BMW US Capital LLC, 3.400%, 08/13/2021 | 321,279 | 0.2 |
203,000 | (1) | BMW US Capital LLC, 3.900%, 04/09/2025 | 227,189 | 0.1 |
151,000 | Cummins, Inc., 0.750%, 09/01/2025 | 152,097 | 0.1 | |
514,000 | (1) | Daimler Finance North America LLC, 3.400%, 02/22/2022 | 532,410 | 0.3 |
160,000 | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | 154,819 | 0.1 | |
150,000 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 135,271 | 0.1 |
73
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
17,000 | Delta Air Lines 2020-1 Class AA Pass Through Trust, 2.000%, 12/10/2029 | 16,494 | 0.0 | |
124,000 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 127,362 | 0.1 |
400,000 | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | 416,635 | 0.2 | |
219,000 | General Motors Financial Co., Inc., 1.700%, 08/18/2023 | 219,975 | 0.1 | |
300,000 | Goodyear Tire & Rubber Co., 5.125%, 11/15/2023 | 299,812 | 0.1 | |
300,000 | KB Home, 7.625%, 05/15/2023 | 330,000 | 0.2 | |
300,000 | Lennar Corp., 4.500%, 04/30/2024 | 322,312 | 0.2 | |
200,000 | L Brands, Inc., 6.625%, 04/01/2021 | 206,125 | 0.1 | |
250,000 | (1) | Lions Gate Capital Holdings LLC, 6.375%, 02/01/2024 | 248,279 | 0.1 |
300,000 | MGM Resorts International, 6.000%, 03/15/2023 | 311,784 | 0.2 | |
300,000 | (1) | Navistar International Corp., 9.500%, 05/01/2025 | 337,509 | 0.2 |
200,000 | (1) | Nissan Motor Acceptance Corp., 3.875%, 09/21/2023 | 207,273 | 0.1 |
214,000 | (1) | Nissan Motor Co. Ltd., 3.522%, 09/17/2025 | 216,486 | 0.1 |
272,000 | PACCAR Financial Corp., 0.350%, 08/11/2023 | 271,703 | 0.1 | |
285,000 | (1) | Panasonic Corp., 2.536%, 07/19/2022 | 294,187 | 0.1 |
558,000 | Ross Stores, Inc., 4.600%, 04/15/2025 | 643,205 | 0.3 | |
250,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 235,583 | 0.1 |
250,000 | (1) | Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc., 5.625%, 03/01/2024 | 267,161 | 0.1 |
250,000 | Tempur Sealy International, Inc., 5.625%, 10/15/2023 | 253,464 | 0.1 | |
400,000 | (2) | Toll Brothers Finance Corp., 5.875%, 02/15/2022 | 416,500 | 0.2 |
200,000 | (1) | Toyota Industries Corp., 3.110%, 03/12/2022 | 206,591 | 0.1 |
510,000 | Toyota Motor Credit Corp., 0.379%, (US0003M + 0.125%), 08/13/2021 | 510,453 | 0.2 | |
209,000 | Toyota Motor Credit Corp., 0.450%, 07/22/2022 | 209,483 | 0.1 | |
300,000 | Toyota Motor Credit Corp., 0.500%, 08/14/2023 | 300,286 | 0.1 | |
400,000 | TRI Pointe Group, Inc. / TRI Pointe Homes, Inc., 5.875%, 06/15/2024 | 433,250 | 0.2 | |
344,000 | WW Grainger, Inc., 1.850%, 02/15/2025 | 360,475 | 0.2 | |
250,000 | (1) | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 4.250%, 05/30/2023 | 237,500 | 0.1 |
11,093,607 | 5.4 | |||
Consumer, Non-cyclical: 6.8% | ||||
490,000 | (1) | AbbVie, Inc., 2.150%, 11/19/2021 | 499,284 | 0.2 |
245,000 | (1) | AbbVie, Inc., 2.300%, 11/21/2022 | 253,630 | 0.1 |
85,000 | AbbVie, Inc., 2.900%, 11/06/2022 | 89,178 | 0.0 | |
198,000 | AbbVie, Inc., 3.375%, 11/14/2021 | 204,514 | 0.1 | |
241,000 | (1) | AbbVie, Inc., 3.450%, 03/15/2022 | 249,751 | 0.1 |
250,000 | Acadia Healthcare Co., Inc., 6.500%, 03/01/2024 | 257,474 | 0.1 | |
300,000 | ADT Security Corp./The, 4.125%, 06/15/2023 | 315,000 | 0.2 | |
285,000 | Altria Group, Inc., 2.850%, 08/09/2022 | 296,705 | 0.1 | |
117,000 | Altria Group, Inc., 3.490%, 02/14/2022 | 121,606 | 0.1 | |
206,000 | Anheuser-Busch InBev Worldwide, Inc., 4.150%, 01/23/2025 | 232,805 | 0.1 | |
195,000 | Anthem, Inc., 2.375%, 01/15/2025 | 207,358 | 0.1 | |
333,000 | BAT International Finance PLC, 1.668%, 03/25/2026 | 334,481 | 0.2 | |
106,000 | (1) | Baxter International, Inc., 3.750%, 10/01/2025 | 120,306 | 0.1 |
202,000 | Boston Scientific Corp., 1.900%, 06/01/2025 | 211,168 | 0.1 | |
275,000 | Bunge Ltd. Finance Corp., 1.630%, 08/17/2025 | 276,460 | 0.1 | |
254,000 | Cardinal Health, Inc., 2.616%, 06/15/2022 | 262,299 | 0.1 | |
81,000 | (1) | Cargill, Inc., 1.375%, 07/23/2023 | 82,882 | 0.0 |
300,000 | Centene Corp., 4.750%, 05/15/2022 | 303,900 | 0.1 | |
188,000 | Constellation Brands, Inc., 3.200%, 02/15/2023 | 198,876 | 0.1 | |
274,000 | CVS Health Corp., 3.700%, 03/09/2023 | 293,597 | 0.1 | |
490,000 | DH Europe Finance II Sarl, 2.050%, 11/15/2022 | 505,650 | 0.2 | |
200,000 | Diageo Capital PLC, 1.375%, 09/29/2025 | 205,069 | 0.1 | |
111,000 | Express Scripts Holding Co., 3.900%, 02/15/2022 | 115,679 | 0.1 | |
712,000 | General Mills, Inc., 3.150%, 12/15/2021 | 731,007 | 0.4 | |
200,000 | Gilead Sciences, Inc., 0.750%, 09/29/2023 | 200,437 | 0.1 |
See Accompanying Notes to Financial Statements
74
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
127,000 | Gilead Sciences, Inc., 2.500%, 09/01/2023 | 133,749 | 0.1 | |
280,000 | GlaxoSmithKline Capital PLC, 0.534%, 10/01/2023 | 280,290 | 0.1 | |
146,000 | GlaxoSmithKline Capital PLC, 2.875%, 06/01/2022 | 151,764 | 0.1 | |
141,000 | (1) | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | 144,712 | 0.1 |
201,000 | Hershey Co/The, 0.900%, 06/01/2025 | 202,226 | 0.1 | |
100,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 102,072 | 0.1 |
156,000 | Johnson & Johnson, 0.550%, 09/01/2025 | 156,210 | 0.1 | |
304,000 | Keurig Dr Pepper, Inc., 3.551%, 05/25/2021 | 310,159 | 0.2 | |
586,000 | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 637,597 | 0.3 | |
300,000 | Laboratory Corp. of America Holdings, 3.600%, 02/01/2025 | 333,246 | 0.2 | |
300,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 314,062 | 0.2 | |
247,000 | (1) | Mylan, Inc., 3.125%, 01/15/2023 | 260,144 | 0.1 |
101,000 | Mylan, Inc., 4.200%, 11/29/2023 | 110,817 | 0.1 | |
300,000 | (1) | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/2022 | 301,050 | 0.1 |
235,000 | PayPal Holdings, Inc., 2.200%, 09/26/2022 | 243,031 | 0.1 | |
300,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 306,000 | 0.2 |
300,000 | (1) | Prestige Brands, Inc., 6.375%, 03/01/2024 | 308,062 | 0.2 |
198,000 | (1) | Royalty Pharma PLC, 0.750%, 09/02/2023 | 197,602 | 0.1 |
507,000 | (1) | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | 519,558 | 0.3 |
224,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 228,084 | 0.1 | |
252,000 | (1) | Takeda Pharmaceutical Co. Ltd., 2.450%, 01/18/2022 | 257,686 | 0.1 |
200,000 | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | 207,422 | 0.1 | |
300,000 | Teva Pharmaceutical Finance Co. BV, 3.650%, 11/10/2021 | 300,095 | 0.1 | |
250,000 | (1) | TreeHouse Foods, Inc., 6.000%, 02/15/2024 | 256,901 | 0.1 |
291,000 | Unilever Capital Corp., 3.000%, 03/07/2022 | 302,233 | 0.1 | |
331,000 | (1) | Upjohn, Inc., 1.650%, 06/22/2025 | 339,284 | 0.2 |
297,000 | Zoetis, Inc., 3.250%, 08/20/2021 | 304,401 | 0.2 | |
13,777,573 | 6.8 | |||
Energy: 2.8% | ||||
54,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 58,091 | 0.0 | |
318,000 | Canadian Natural Resources Ltd., 2.950%, 01/15/2023 | 330,865 | 0.2 | |
210,000 | Chevron USA, Inc., 0.426%, 08/11/2023 | 210,352 | 0.1 | |
250,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/2023 | 245,054 | 0.1 | |
��300,000 | DCP Midstream Operating L.P., 3.875%, 03/15/2023 | 297,510 | 0.2 | |
663,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 5.875%, 03/01/2022 | 692,303 | 0.3 | |
491,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 496,512 | 0.2 | |
243,000 | Equinor ASA, 2.875%, 04/06/2025 | 264,380 | 0.1 | |
130,000 | Exxon Mobil Corp., 2.992%, 03/19/2025 | 142,578 | 0.1 | |
437,000 | Husky Energy, Inc., 3.950%, 04/15/2022 | 451,764 | 0.2 | |
434,000 | Kinder Morgan Energy Partners L.P., 5.000%, 10/01/2021 | 448,155 | 0.2 | |
290,000 | Marathon Petroleum Corp., 5.125%, 04/01/2024 | 294,108 | 0.2 | |
125,000 | MPLX L.P., 3.500%, 12/01/2022 | 131,065 | 0.1 | |
498,000 | (1) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 517,236 | 0.3 |
250,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 235,778 | 0.1 | |
131,000 | Phillips 66, 3.700%, 04/06/2023 | 140,340 | 0.1 | |
170,000 | (1) | Schlumberger Finance Canada Ltd., 2.200%, 11/20/2020 | 170,446 | 0.1 |
249,000 | Shell International Finance BV, 0.375%, 09/15/2023 | 248,138 | 0.1 | |
208,000 | Valero Energy Corp., 1.200%, 03/15/2024 | 207,292 | 0.1 | |
77,000 | Valero Energy Corp., 2.850%, 04/15/2025 | 80,774 | 0.0 | |
5,662,741 | 2.8 | |||
Financial: 17.4% | ||||
400,000 | (1) | ABN AMRO Bank NV, 3.400%, 08/27/2021 | 411,008 | 0.2 |
300,000 | Ally Financial, Inc., 3.875%, 05/21/2024 | 320,030 | 0.2 | |
183,000 | American Express Co., 2.500%, 07/30/2024 | 194,298 | 0.1 | |
506,000 | American Express Co., 3.375%, 05/17/2021 | 514,360 | 0.3 | |
209,000 | American Express Co., 3.700%, 11/05/2021 | 215,906 | 0.1 |
See Accompanying Notes to Financial Statements
75
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
145,000 | American Express Co., 3.700%, 08/03/2023 | 157,185 | 0.1 | |
349,000 | American International Group, Inc., 3.750%, 07/10/2025 | 391,382 | 0.2 | |
176,000 | American Tower Corp., 3.500%, 01/31/2023 | 187,187 | 0.1 | |
121,000 | Ameriprise Financial, Inc., 3.000%, 04/02/2025 | 132,547 | 0.1 | |
300,000 | Ameriprise Financial, Inc., 4.000%, 10/15/2023 | 331,770 | 0.2 | |
255,000 | Assurant, Inc., 4.200%, 09/27/2023 | 273,233 | 0.1 | |
127,000 | (1) | Athene Global Funding, 2.550%, 06/29/2025 | 130,802 | 0.1 |
400,000 | Banco Santander SA, 3.500%, 04/11/2022 | 414,979 | 0.2 | |
207,000 | (3) | Bank of America Corp., 0.981%, 09/25/2025 | 207,111 | 0.1 |
200,000 | (3) | Bank of America Corp., 1.319%, 06/19/2026 | 201,526 | 0.1 |
183,000 | (3) | Bank of America Corp., 2.015%, 02/13/2026 | 190,107 | 0.1 |
1,682,000 | (3) | Bank of America Corp., 3.004%, 12/20/2023 | 1,767,117 | 0.9 |
103,000 | Bank of Montreal, 3.300%, 02/05/2024 | 111,640 | 0.1 | |
103,000 | Bank of New York Mellon Corp./The, 1.600%, 04/24/2025 | 107,091 | 0.1 | |
75,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 79,041 | 0.0 | |
208,000 | Bank of Nova Scotia/The, 0.550%, 09/15/2023 | 207,738 | 0.1 | |
255,000 | Bank of Nova Scotia/The, 1.950%, 02/01/2023 | 263,627 | 0.1 | |
260,000 | (1) | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | 268,505 | 0.1 |
500,000 | BBVA USA, 3.500%, 06/11/2021 | 509,121 | 0.3 | |
149,000 | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | 166,505 | 0.1 | |
800,000 | (1) | BPCE SA, 2.750%, 01/11/2023 | 838,394 | 0.4 |
215,000 | Brookfield Finance, Inc., 4.000%, 04/01/2024 | 236,895 | 0.1 | |
300,000 | Canadian Imperial Bank of Commerce, 0.950%, 06/23/2023 | 302,869 | 0.1 | |
170,000 | (3) | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | 176,269 | 0.1 |
490,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 517,592 | 0.3 | |
345,000 | Chubb INA Holdings, Inc., 2.875%, 11/03/2022 | 361,089 | 0.2 | |
300,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 309,807 | 0.2 | |
182,000 | (3) | Citigroup, Inc., 1.678%, 05/15/2024 | 186,599 | 0.1 |
878,000 | Citigroup, Inc., 2.900%, 12/08/2021 | 902,257 | 0.4 | |
39,000 | (3) | Citigroup, Inc., 3.106%, 04/08/2026 | 42,020 | 0.0 |
250,000 | Citizens Bank NA/Providence RI, 3.700%, 03/29/2023 | 267,984 | 0.1 | |
300,000 | (1),(3) | Cooperatieve Rabobank UA, 1.339%, 06/24/2026 | 304,224 | 0.1 |
769,000 | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | 817,646 | 0.4 | |
250,000 | (1),(3) | Credit Agricole SA/London, 1.907%, 06/16/2026 | 256,024 | 0.1 |
500,000 | Credit Suisse AG/New York NY, 1.000%, 05/05/2023 | 505,513 | 0.2 | |
121,000 | Credit Suisse AG/New York NY, 2.950%, 04/09/2025 | 132,217 | 0.1 | |
400,000 | (1) | Danske Bank A/S, 1.226%, 06/22/2024 | 403,713 | 0.2 |
220,000 | (1) | Danske Bank A/S, 2.000%, 09/08/2021 | 223,309 | 0.1 |
305,000 | (1),(3) | Danske Bank A/S, 3.001%, 09/20/2022 | 311,042 | 0.2 |
260,000 | (1) | DNB Bank ASA, 2.150%, 12/02/2022 | 269,232 | 0.1 |
300,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 303,443 | 0.1 |
230,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | 240,260 | 0.1 |
247,000 | Goldman Sachs Group, Inc./The, 2.350%, 11/15/2021 | 247,572 | 0.1 | |
197,000 | (1) | Great-West Lifeco US Finance 2020 L.P., 0.904%, 08/12/2025 | 196,748 | 0.1 |
247,000 | (3) | HSBC Holdings PLC, 1.645%, 04/18/2026 | 246,572 | 0.1 |
279,000 | (3) | HSBC Holdings PLC, 2.099%, 06/04/2026 | 282,717 | 0.1 |
300,000 | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 4.750%, 09/15/2024 | 304,220 | 0.1 | |
503,000 | ING Groep NV, 3.150%, 03/29/2022 | 522,080 | 0.3 | |
273,000 | Intercontinental Exchange, Inc., 0.700%, 06/15/2023 | 273,702 | 0.1 | |
510,000 | Intercontinental Exchange, Inc., 3.450%, 09/21/2023 | 552,982 | 0.3 | |
204,000 | (3) | JPMorgan Chase & Co., 1.514%, 06/01/2024 | 208,495 | 0.1 |
131,000 | (3) | JPMorgan Chase & Co., 2.083%, 04/22/2026 | 137,030 | 0.1 |
855,000 | (3) | JPMorgan Chase & Co., 2.776%, 04/25/2023 | 884,700 | 0.4 |
698,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 741,974 | 0.4 | |
201,000 | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | 206,879 | 0.1 | |
91,000 | (3) | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | 99,212 | 0.0 |
See Accompanying Notes to Financial Statements
76
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
290,000 | Marsh & McLennan Cos, Inc., 4.050%, 10/15/2023 | 318,045 | 0.2 | |
408,000 | (1) | Metropolitan Life Global Funding I, 3.375%, 01/11/2022 | 423,535 | 0.2 |
200,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 212,556 | 0.1 | |
206,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 0.848%, 09/15/2024 | 206,152 | 0.1 |
200,000 | Mitsubishi UFJ Financial Group, Inc., 1.412%, 07/17/2025 | 202,795 | 0.1 | |
319,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | 324,635 | 0.2 | |
200,000 | Mitsubishi UFJ Financial Group, Inc., 2.623%, 07/18/2022 | 207,429 | 0.1 | |
200,000 | (3) | Mizuho Financial Group, Inc., 0.849%, 09/08/2024 | 199,490 | 0.1 |
515,000 | (2) | Mizuho Financial Group, Inc., 0.880%, (US0003M + 0.630%), 05/25/2024 | 514,908 | 0.3 |
200,000 | (3) | Mizuho Financial Group, Inc., 2.555%, 09/13/2025 | 210,363 | 0.1 |
1,100,000 | Morgan Stanley, 3.750%, 02/25/2023 | 1,181,121 | 0.6 | |
183,000 | Morgan Stanley, 4.000%, 07/23/2025 | 206,717 | 0.1 | |
556,000 | Morgan Stanley, 5.500%, 07/28/2021 | 579,508 | 0.3 | |
250,000 | MUFG Union Bank NA, 2.100%, 12/09/2022 | 258,476 | 0.1 | |
614,000 | National Australia Bank Ltd./New York, 2.500%, 05/22/2022 | 636,889 | 0.3 | |
129,000 | (1) | National Securities Clearing Corp., 1.200%, 04/23/2023 | 131,352 | 0.1 |
206,000 | (1) | Nationwide Building Society, 2.000%, 01/27/2023 | 212,106 | 0.1 |
217,000 | (1) | Nationwide Financial Services, Inc., 5.375%, 03/25/2021 | 221,818 | 0.1 |
200,000 | (3) | Natwest Group PLC, 2.359%, 05/22/2024 | 205,382 | 0.1 |
200,000 | Natwest Group PLC, 3.875%, 09/12/2023 | 214,972 | 0.1 | |
250,000 | Navient Corp., 5.000%, 10/26/2020 | 250,360 | 0.1 | |
200,000 | (1) | Nordea Bank Abp, 0.750%, 08/28/2025 | 199,601 | 0.1 |
200,000 | (1) | Nordea Bank ABP, 4.875%, 05/13/2021 | 205,200 | 0.1 |
300,000 | OneMain Finance Corp., 6.125%, 05/15/2022 | 312,000 | 0.2 | |
242,000 | (1) | Pacific Life Global Funding II, 0.500%, 09/23/2023 | 241,889 | 0.1 |
250,000 | PNC Bank NA, 2.700%, 11/01/2022 | 261,257 | 0.1 | |
210,000 | Royal Bank of Canada, 0.885%, (US0003M + 0.660%), 10/05/2023 | 211,446 | 0.1 | |
202,000 | Royal Bank of Canada, 1.150%, 06/10/2025 | 204,797 | 0.1 | |
103,000 | Royal Bank of Canada, 1.600%, 04/17/2023 | 105,762 | 0.1 | |
265,000 | Royal Bank of Canada, 1.950%, 01/17/2023 | 274,070 | 0.1 | |
194,000 | Royal Bank of Canada, 3.700%, 10/05/2023 | 212,031 | 0.1 | |
205,000 | Santander UK PLC, 2.100%, 01/13/2023 | 211,613 | 0.1 | |
459,000 | (1) | Skandinaviska Enskilda Banken AB, 0.550%, 09/01/2023 | 459,636 | 0.2 |
245,000 | (3) | State Street Corp., 2.354%, 11/01/2025 | 259,541 | 0.1 |
240,000 | Sumitomo Mitsui Financial Group, Inc., 2.348%, 01/15/2025 | 253,013 | 0.1 | |
130,000 | Sumitomo Mitsui Financial Group, Inc., 2.696%, 07/16/2024 | 138,369 | 0.1 | |
308,000 | (1) | Svenska Handelsbanken AB, 0.625%, 06/30/2023 | 309,573 | 0.2 |
607,000 | Svenska Handelsbanken AB, 3.350%, 05/24/2021 | 619,257 | 0.3 | |
200,000 | (1) | Swedbank AB, 0.600%, 09/25/2023 | 199,748 | 0.1 |
336,000 | Toronto-Dominion Bank/The, 0.450%, 09/11/2023 | 335,503 | 0.2 | |
400,000 | Toronto-Dominion Bank/The, 1.150%, 06/12/2025 | 406,871 | 0.2 | |
205,000 | (1) | UBS AG/London, 1.750%, 04/21/2022 | 208,785 | 0.1 |
201,000 | (1),(3) | UBS Group AG, 1.008%, 07/30/2024 | 201,580 | 0.1 |
355,000 | (1),(3) | UBS Group AG, 2.859%, 08/15/2023 | 368,819 | 0.2 |
250,000 | US Bank NA/Cincinnati OH, 3.400%, 07/24/2023 | 270,181 | 0.1 | |
103,000 | (1) | USAA Capital Corp., 1.500%, 05/01/2023 | 105,686 | 0.1 |
227,000 | (3) | Wells Fargo & Co., 1.654%, 06/02/2024 | 231,323 | 0.1 |
445,000 | (3) | Wells Fargo & Co., 2.406%, 10/30/2025 | 466,496 | 0.2 |
91,000 | Wells Fargo & Co., 4.125%, 08/15/2023 | 99,196 | 0.0 | |
242,000 | Westpac Banking Corp., 2.100%, 05/13/2021 | 244,701 | 0.1 | |
147,000 | XLIT Ltd., 4.450%, 03/31/2025 | 166,390 | 0.1 | |
35,270,040 | 17.4 | |||
Industrial: 2.9% | ||||
341,000 | 3M Co., 2.000%, 02/14/2025 | 361,997 | 0.2 | |
300,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 310,093 | 0.1 |
300,000 | AECOM, 5.875%, 10/15/2024 | 325,500 | 0.2 | |
150,000 | (1) | Aviation Capital Group LLC, 5.500%, 12/15/2024 | 154,875 | 0.1 |
See Accompanying Notes to Financial Statements
77
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
300,000 | Ball Corp., 4.000%, 11/15/2023 | 319,200 | 0.2 | |
108,000 | (2) | Berry Global, Inc., 5.125%, 07/15/2023 | 109,766 | 0.1 |
300,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 308,812 | 0.1 |
182,000 | Boeing Co/The, 4.875%, 05/01/2025 | 198,819 | 0.1 | |
216,000 | Caterpillar Financial Services Corp., 0.650%, 07/07/2023 | 217,024 | 0.1 | |
265,000 | Caterpillar Financial Services Corp., 2.850%, 05/17/2024 | 286,259 | 0.1 | |
110,000 | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | 113,034 | 0.1 | |
140,000 | Caterpillar Financial Services Corp., 3.650%, 12/07/2023 | 153,951 | 0.1 | |
250,000 | (1) | Colfax Corp., 6.000%, 02/15/2024 | 260,420 | 0.1 |
250,000 | Crown Americas LLC / Crown Americas Capital Corp. IV, 4.500%, 01/15/2023 | 260,000 | 0.1 | |
91,000 | FedEx Corp., 3.800%, 05/15/2025 | 102,939 | 0.0 | |
43,000 | General Electric Co., 3.150%, 09/07/2022 | 44,923 | 0.0 | |
202,000 | Honeywell International, Inc., 1.350%, 06/01/2025 | 208,393 | 0.1 | |
255,000 | John Deere Capital Corp., 2.050%, 01/09/2025 | 270,476 | 0.1 | |
231,000 | John Deere Capital Corp., 2.950%, 04/01/2022 | 240,092 | 0.1 | |
93,000 | (1) | Raytheon Technologies Corp., 2.800%, 03/15/2022 | 95,927 | 0.0 |
350,000 | (1) | Raytheon Technologies Corp., 3.200%, 03/15/2024 | 375,952 | 0.2 |
200,000 | (1) | Rolls-Royce PLC, 2.375%, 10/14/2020 | 199,750 | 0.1 |
150,000 | Roper Technologies, Inc., 0.450%, 08/15/2022 | 150,015 | 0.1 | |
305,000 | Roper Technologies, Inc., 3.125%, 11/15/2022 | 319,952 | 0.2 | |
300,000 | (1) | Sealed Air Corp., 5.250%, 04/01/2023 | 317,594 | 0.2 |
300,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 299,625 | 0.1 | |
6,005,388 | 2.9 | |||
REITs - Hotels: 0.2% | ||||
182,000 | Federal Realty Investment Trust, 3.950%, 01/15/2024 | 197,314 | 0.1 | |
170,000 | (1) | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | 182,134 | 0.1 |
379,448 | 0.2 | |||
Technology: 2.0% | ||||
121,000 | Analog Devices, Inc., 2.950%, 04/01/2025 | 131,713 | 0.1 | |
400,000 | Apple, Inc., 1.125%, 05/11/2025 | 409,888 | 0.2 | |
262,000 | Broadcom, Inc., 3.150%, 11/15/2025 | 282,916 | 0.1 | |
300,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 329,063 | 0.2 | |
55,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 56,306 | 0.0 |
290,000 | Fiserv, Inc., 2.750%, 07/01/2024 | 310,288 | 0.1 | |
243,000 | HP, Inc., 2.200%, 06/17/2025 | 254,948 | 0.1 | |
124,000 | Intel Corp., 3.700%, 07/29/2025 | 141,116 | 0.1 | |
320,000 | International Business Machines Corp., 3.625%, 02/12/2024 | 352,744 | 0.2 | |
200,000 | NetApp, Inc., 1.875%, 06/22/2025 | 207,530 | 0.1 | |
174,000 | (1) | NXP BV / NXP Funding LLC / NXP USA, Inc., 2.700%, 05/01/2025 | 184,408 | 0.1 |
333,000 | Oracle Corp., 2.500%, 04/01/2025 | 357,350 | 0.2 | |
494,000 | salesforce.com, Inc., 3.250%, 04/11/2023 | 529,782 | 0.3 | |
199,000 | VMware, Inc., 2.950%, 08/21/2022 | 207,284 | 0.1 | |
220,000 | VMware, Inc., 4.500%, 05/15/2025 | 249,167 | 0.1 | |
4,004,503 | 2.0 | |||
Utilities: 3.7% | ||||
150,000 | (1) | AES Corp./The, 3.300%, 07/15/2025 | 160,085 | 0.1 |
188,000 | Ameren Illinois Co., 2.700%, 09/01/2022 | 194,863 | 0.1 | |
152,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 163,176 | 0.1 | |
157,000 | Avangrid, Inc., 3.200%, 04/15/2025 | 172,943 | 0.1 | |
215,000 | (1) | Dominion Energy, Inc., 2.450%, 01/15/2023 | 224,129 | 0.1 |
300,000 | (3) | Dominion Energy, Inc., 2.715%, 08/15/2021 | 305,621 | 0.1 |
550,000 | DTE Energy Co., 2.600%, 06/15/2022 | 568,180 | 0.3 | |
525,000 | Duke Energy Corp., 1.800%, 09/01/2021 | 531,479 | 0.3 | |
289,000 | Duke Energy Corp., 2.400%, 08/15/2022 | 298,916 | 0.1 | |
120,000 | Duke Energy Progress LLC, 3.375%, 09/01/2023 | 130,070 | 0.1 | |
227,000 | (1) | East Ohio Gas Co/The, 1.300%, 06/15/2025 | 231,586 | 0.1 |
230,000 | Entergy Arkansas LLC, 3.050%, 06/01/2023 | 243,279 | 0.1 | |
156,000 | Entergy Corp., 0.900%, 09/15/2025 | 155,972 | 0.1 | |
72,000 | Entergy Louisiana LLC, 3.300%, 12/01/2022 | 75,764 | 0.0 | |
160,000 | Entergy Louisiana LLC, 4.050%, 09/01/2023 | 175,188 | 0.1 |
See Accompanying Notes to Financial Statements
78
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
165,000 | Evergy, Inc., 4.850%, 06/01/2021 | 167,944 | 0.1 | |
200,000 | Exelon Generation Co. LLC, 3.250%, 06/01/2025 | 218,932 | 0.1 | |
245,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 260,281 | 0.1 | |
26,000 | IPALCO Enterprises, Inc., 3.700%, 09/01/2024 | 28,215 | 0.0 | |
387,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 09/15/2022 | 401,013 | 0.2 | |
152,000 | NextEra Energy Capital Holdings, Inc., 2.750%, 05/01/2025 | 164,536 | 0.1 | |
140,000 | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | 151,492 | 0.1 | |
220,000 | (1) | Niagara Mohawk Power Corp., 2.721%, 11/28/2022 | 229,815 | 0.1 |
129,000 | Oncor Electric Delivery Co. LLC, 2.750%, 06/01/2024 | 138,465 | 0.1 | |
105,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | 110,272 | 0.0 | |
204,000 | PNM Resources, Inc., 3.250%, 03/09/2021 | 206,340 | 0.1 | |
180,000 | Public Service Electric and Gas Co., 3.750%, 03/15/2024 | 197,157 | 0.1 | |
157,000 | Public Service Enterprise Group, Inc., 0.800%, 08/15/2025 | 156,188 | 0.1 | |
235,000 | San Diego Gas & Electric Co., 3.000%, 08/15/2021 | 240,612 | 0.1 | |
199,000 | Southern California Edison Co., 2.400%, 02/01/2022 | 202,971 | 0.1 | |
188,000 | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | 197,816 | 0.1 | |
142,000 | Southern Co. Gas Capital Corp., 3.250%, 06/15/2026 | 156,371 | 0.1 | |
125,000 | WEC Energy Group, Inc., 0.550%, 09/15/2023 | 125,411 | 0.1 | |
60,000 | Wisconsin Power and Light Co., 2.250%, 11/15/2022 | 61,662 | 0.0 | |
220,000 | Wisconsin Public Service Corp., 3.350%, 11/21/2021 | 227,597 | 0.1 | |
320,000 | Xcel Energy, Inc., 0.500%, 10/15/2023 | 319,894 | 0.1 | |
7,594,235 | 3.7 | |||
Total Corporate Bonds/Notes | ||||
(Cost $91,447,756) | 93,517,310 | 46.0 | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 6.6% | ||||
249,680 | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.598%, (US0001M + 4.450%), 01/25/2029 | 258,495 | 0.1 | |
337,619 | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.498%, (US0001M + 4.350%), 05/25/2029 | 350,224 | 0.2 | |
551,108 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000%), 10/25/2029 | 550,648 | 0.3 | |
425,946 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.548%, (US0001M + 2.400%), 05/28/2030 | 419,645 | 0.2 | |
437,318 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.348%, (US0001M + 2.200%), 08/25/2030 | 424,968 | 0.2 | |
664,263 | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.698%, (US0001M + 2.550%), 12/25/2030 | 655,371 | 0.3 | |
208,563 | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.248%, (US0001M + 2.100%), 03/25/2031 | 205,760 | 0.1 | |
161,690 | Fannie Mae Interest Strip Series 404 8, 3.000%, 05/25/2040 | 168,679 | 0.1 | |
115 | Fannie Mae REMIC Trust 2009-49 KB, 5.000%, 07/25/2024 | 115 | 0.0 | |
67,573 | Fannie Mae REMIC Trust 2010-137 XP, 4.500%, 10/25/2040 | 70,734 | 0.0 | |
3,875 | Fannie Mae REMIC Trust 2010-19 PB, 3.000%, 12/25/2039 | 3,875 | 0.0 | |
141,511 | Fannie Mae REMIC Trust 2010-54 LC, 3.000%, 04/25/2040 | 144,779 | 0.1 | |
946,588 | Fannie Mae REMICS 2013-114 NA, 3.000%, 08/25/2032 | 999,185 | 0.5 | |
1,730,674 | Freddie Mac 3049 XF, 0.502%, (US0001M + 0.350%), 05/15/2033 | 1,738,006 | 0.9 | |
313,096 | Freddie Mac REMIC Trust 2103 TE, 6.000%, 12/15/2028 | 360,189 | 0.2 | |
733,392 | Freddie Mac REMICS 3255 FA, 0.432%, (US0001M + 0.280%), 12/15/2036 | 735,373 | 0.4 | |
84,951 | Freddie Mac REMICS 3747 FA, 0.652%, (US0001M + 0.500%), 10/15/2040 | 85,720 | 0.0 |
See Accompanying Notes to Financial Statements
79
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
466,689 | Freddie Mac REMICS 3878 FA, 0.502%, (US0001M + 0.350%), 04/15/2041 | 467,122 | 0.2 | |
200,000 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.748%, (US0001M + 3.600%), 07/25/2050 | 202,001 | 0.1 |
100,000 | (1) | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.448%, (US0001M + 2.300%), 10/25/2048 | 98,352 | 0.1 |
288,754 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 3.948%, (US0001M + 3.800%), 03/25/2029 | 300,224 | 0.1 | |
398,904 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA4 M3, 4.048%, (US0001M + 3.900%), 04/25/2029 | 415,613 | 0.2 | |
123,950 | Ginnie Mae Series 2010-H03 FA, 0.720%, (US0001M + 0.550%), 03/20/2060 | 124,359 | 0.1 | |
57,840 | Ginnie Mae Series 2010-H10 FC, 1.170%, (US0001M + 1.000%), 05/20/2060 | 58,636 | 0.0 | |
434,319 | Ginnie Mae Series 2010-H11 FA, 1.170%, (US0001M + 1.000%), 06/20/2060 | 441,537 | 0.2 | |
82,194 | Ginnie Mae Series 2011-H03 FA, 0.655%, (US0001M + 0.500%), 01/20/2061 | 82,396 | 0.0 | |
139,021 | Ginnie Mae Series 2011-H05 FA, 0.655%, (US0001M + 0.500%), 12/20/2060 | 139,327 | 0.1 | |
148,556 | Ginnie Mae Series 2011-H05 FB, 0.655%, (US0001M + 0.500%), 12/20/2060 | 148,946 | 0.1 | |
458,701 | Ginnie Mae Series 2011-H06 FA, 0.605%, (US0001M + 0.450%), 02/20/2061 | 459,258 | 0.2 | |
187,175 | Ginnie Mae Series 2011-H07 FA, 0.655%, (US0001M + 0.500%), 02/20/2061 | 187,483 | 0.1 | |
202,101 | Ginnie Mae Series 2011-H08 FD, 0.655%, (US0001M + 0.500%), 02/20/2061 | 202,592 | 0.1 | |
403,690 | Ginnie Mae Series 2011-H09 AF, 0.655%, (US0001M + 0.500%), 03/20/2061 | 404,563 | 0.2 | |
90,834 | Ginnie Mae Series 2011-H11 FB, 0.655%, (US0001M + 0.500%), 04/20/2061 | 91,038 | 0.0 | |
79,798 | Ginnie Mae Series 2012-52 PV, 2.500%, 12/20/2039 | 80,590 | 0.0 | |
325,236 | Ginnie Mae Series 2012-H18 NA, 0.675%, (US0001M + 0.520%), 08/20/2062 | 326,101 | 0.2 | |
308,989 | Ginnie Mae Series 2012-H23 SA, 0.685%, (US0001M + 0.530%), 10/20/2062 | 308,731 | 0.2 | |
373,693 | Ginnie Mae Series 2012-H23 WA, 0.675%, (US0001M + 0.520%), 10/20/2062 | 374,650 | 0.2 | |
700,501 | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | 740,841 | 0.4 | |
421,136 | (3) | Ginnie Mae Series 2014-53 JM, 7.080%, 04/20/2039 | 499,779 | 0.2 |
Total Collateralized Mortgage Obligations | ||||
(Cost $13,249,076) | 13,325,905 | 6.6 | ||
U.S. TREASURY OBLIGATIONS: 7.1% | ||||
U.S. Treasury Notes: 7.1% | ||||
4,500,000 | 1.125%,08/31/2021 | 4,539,789 | 2.2 | |
4,908,000 | 0.125%,09/30/2022 | 4,907,616 | 2.4 | |
3,937,000 | 0.125%,09/15/2023 | 3,933,463 | 2.0 | |
993,000 | 0.250%,09/30/2025 | 991,720 | 0.5 | |
Total U.S. Treasury Obligations | ||||
(Cost $14,369,361) | 14,372,588 | 7.1 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 18.6% | ||||
270,000 | (1) | Austin Fairmont Hotel Trust 2019-FAIR C, 1.602%, (US0001M + 1.450%), 09/15/2032 | 253,894 | 0.1 |
560,000 | (1) | BFLD 2019-DPLO A, 1.242%, (US0001M + 1.090%), 10/15/2034 | 544,142 | 0.3 |
670,000 | (1) | BHP Trust 2019-BXHP A, 1.127%, (US0001M + 0.975%), 08/15/2036 | 645,323 | 0.3 |
220,000 | (1) | BHP Trust 2019-BXHP D, 1.924%, (US0001M + 1.771%), 08/15/2036 | 203,327 | 0.1 |
1,060,000 | (1) | BXMT 2020-FL2 AS Ltd., 1.301%, (US0001M + 1.150%), 02/16/2037 | 1,040,207 | 0.5 |
650,000 | (1) | BXMT 2020-FL2 Ltd., 1.051%, (US0001M + 0.900%), 02/16/2037 | 638,653 | 0.3 |
360,000 | (1) | CGDB Commercial Mortgage Trust 2019-MOB F, 2.702%, (US0001M + 2.550%), 11/15/2036 | 353,491 | 0.2 |
90,000 | (3) | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.261%, 11/10/2046 | 89,165 | 0.0 |
See Accompanying Notes to Financial Statements
80
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
233,335 | Citigroup Commercial Mortgage Trust 2015-GC27 AAB, 2.944%, 02/10/2048 | 243,415 | 0.1 | |
293,077 | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | 300,342 | 0.1 | |
530,000 | (1) | CLNY Trust 2019-IKPR A, 1.281%, (US0001M + 1.227%), 11/15/2038 | 498,947 | 0.2 |
178,111 | COMM 2012-CCRE1 A3 Mortgage Trust, 3.391%, 05/15/2045 | 182,007 | 0.1 | |
200,000 | (1) | COMM 2012-CR2 A3 Mortgage Trust, 2.841%, 08/15/2045 | 204,841 | 0.1 |
540,000 | COMM 2012-CR5 A4 Mortgage Trust, 2.771%, 12/10/2045 | 558,718 | 0.3 | |
990,000 | (1),(3) | COMM 2013-CR10 D Mortgage Trust, 4.949%, 08/10/2046 | 942,171 | 0.5 |
120,000 | (1),(3) | COMM 2013-CR10 E Mortgage Trust, 4.949%, 08/10/2046 | 102,381 | 0.1 |
680,000 | (1),(3) | COMM 2013-SFS A2 Mortgage Trust, 3.086%, 04/12/2035 | 671,739 | 0.3 |
1,100,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 B, 1.382%, (US0001M + 1.230%), 05/15/2036 | 1,102,196 | 0.5 |
320,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 C, 1.582%, (US0001M + 1.430%), 05/15/2036 | 318,411 | 0.2 |
192,000 | (1) | CSWF 2018-TOP C, 1.602%, (US0001M + 1.450%), 08/15/2035 | 183,726 | 0.1 |
1,120,000 | (1),(3) | DBRR 2011-LC2 A4B Trust, 4.537%, 07/12/2044 | 1,130,889 | 0.6 |
1,000,000 | (1),(3) | DBUBS 2011-LC2 E Mortgage Trust, 5.670%, 07/10/2044 | 768,082 | 0.4 |
793,000 | (1),(3) | DBUBS 2011-LC1A E, 5.790%, 11/10/2046 | 792,824 | 0.4 |
530,000 | (1),(3) | DBUBS 2011-LC2A D, 5.670%, 07/10/2044 | 489,518 | 0.2 |
1,000,000 | (1),(3) | DBUBS 2017-BRBK E Mortgage Trust, 3.648%, 10/10/2034 | 1,016,915 | 0.5 |
37,977 | (3) | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | 39,095 | 0.0 |
147,635 | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | 151,466 | 0.1 | |
32,164 | (3) | Ginnie Mae 2015-21 AF, 2.102%, 07/16/2048 | 32,689 | 0.0 |
158,459 | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | 162,094 | 0.1 | |
41,060 | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | 41,816 | 0.0 | |
324,596 | Ginnie Mae 2017-100 AB, 2.300%, 04/16/2052 | 333,080 | 0.2 | |
157,737 | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | 161,731 | 0.1 | |
64,902 | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | 66,587 | 0.0 | |
124,386 | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | 127,822 | 0.1 | |
471,316 | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | 484,338 | 0.2 | |
288,012 | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | 296,944 | 0.1 | |
119,309 | Ginnie Mae 2018-41 A, 2.400%, 09/16/2058 | 121,913 | 0.1 | |
250,000 | (1),(3) | GRACE 2014-GRCE F Mortgage Trust, 3.710%, 06/10/2028 | 248,483 | 0.1 |
800,000 | (1) | Great Wolf Trust 2019-WOLF A, 1.186%, (US0001M + 1.034%), 12/15/2029 | 773,952 | 0.4 |
330,000 | (1) | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | 316,368 | 0.2 |
1,039,000 | (1),(3) | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.744%, 10/10/2032 | 972,288 | 0.5 |
1,070,000 | (1) | GS Mortgage Securities Corp. Trust 2019-70P C, 1.652%, (US0001M + 1.500%), 10/15/2036 | 996,980 | 0.5 |
870,000 | (1),(3) | GS Mortgage Securities Trust 2011-GC3 D, 5.751%, 03/10/2044 | 859,825 | 0.4 |
290,000 | (1),(3) | GS Mortgage Securities Trust 2012-GC6 C, 5.839%, 01/10/2045 | 268,482 | 0.1 |
320,000 | (1) | GS Mortgage Securities Trust 2018-HART A, 1.242%, (US0001M + 1.090%), 10/15/2031 | 315,131 | 0.2 |
450,215 | GS Mortgage Securities Trust 2020-GC45 A1, 2.019%, 02/13/2053 | 462,056 | 0.2 | |
190,000 | (1) | GSCG Trust 2019-600C A, 2.936%, 09/06/2034 | 194,128 | 0.1 |
330,000 | (1) | Houston Galleria Mall Trust 2015-HGLR A1A2, 3.087%, 03/05/2037 | 334,503 | 0.2 |
700,000 | (1),(3) | Irvine Core Office Trust 2013-IRV A2, 3.279%, 05/15/2048 | 732,009 | 0.4 |
277,132 | (1) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-HSBC A, 3.093%, 07/05/2032 | 285,679 | 0.1 |
730,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 C, 5.841%, 11/15/2043 | 696,244 | 0.3 |
1,040,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.605%, 08/15/2046 | 1,050,332 | 0.5 |
384,770 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 A3, 2.829%, 10/15/2045 | 396,747 | 0.2 |
See Accompanying Notes to Financial Statements
81
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
500,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | 510,794 | 0.3 |
210,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 C, 4.248%, 12/15/2047 | 210,189 | 0.1 |
900,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | 749,609 | 0.4 |
270,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | 284,950 | 0.1 |
1,539 | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | 1,545 | 0.0 | |
1,100,000 | (1),(3) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.373%, 11/15/2045 | 1,015,014 | 0.5 |
820,000 | (3) | JPMBB Commercial Mortgage Securities Trust 2014-C19 C, 4.833%, 04/15/2047 | 798,142 | 0.4 |
430,000 | (1) | JPMBB Commercial Mortgage Securities Trust 2014-C24 A4A2, 3.373%, 11/15/2047 | 459,848 | 0.2 |
339,342 | JPMBB Commercial Mortgage Securities Trust 2015-C32 ASB, 3.358%, 11/15/2048 | 359,884 | 0.2 | |
220,000 | (1) | MF1 2020-FL3 A Ltd., 2.202%, (US0001M + 2.050%), 07/15/2035 | 221,112 | 0.1 |
610,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A4, 3.176%, 08/15/2045 | 631,049 | 0.3 | |
720,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4, 2.918%, 02/15/2046 | 748,247 | 0.4 | |
194,201 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 ASB, 2.699%, 12/15/2048 | 196,957 | 0.1 | |
359,015 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 ASB, 3.326%, 12/15/2047 | 376,274 | 0.2 | |
90,910 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | 91,218 | 0.0 | |
158,859 | Morgan Stanley Capital I 2011-C3 A4, 4.118%, 07/15/2049 | 161,515 | 0.1 | |
550,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 G, 4.193%, 09/15/2047 | 512,573 | 0.3 |
290,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 J, 4.193%, 09/15/2047 | 219,341 | 0.1 |
600,000 | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | 617,546 | 0.3 | |
910,000 | Morgan Stanley Capital I Trust 2019-H6 A2, 3.228%, 06/15/2052 | 961,846 | 0.5 | |
1,070,000 | (1) | Ready Capital Mortgage Financing 2020-FL4 A LLC, 2.298%, (US0001M + 2.150%), 02/25/2035 | 1,072,166 | 0.5 |
380,554 | (3) | TIAA Seasoned Commercial Mortgage Trust 2007-C4 C, 5.520%, 08/15/2039 | 379,976 | 0.2 |
160,000 | UBS Commercial Mortgage Trust 2018-C8 A2, 3.713%, 02/15/2051 | 167,600 | 0.1 | |
220,929 | Wells Fargo Commercial Mortgage Trust 2017-RC1 A2, 3.118%, 01/15/2060 | 225,956 | 0.1 | |
559,917 | (1) | West Town Mall Trust 2017-KNOX A, 3.823%, 07/05/2030 | 564,808 | 0.3 |
1,176,033 | WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/2044 | 1,196,822 | 0.6 | |
465,000 | (1),(3) | WFRBS Commercial Mortgage Trust 2012-C6 D, 5.765%, 04/15/2045 | 466,466 | 0.2 |
270,000 | (3) | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | 295,579 | 0.1 |
Total Commercial Mortgage-Backed Securities | ||||
(Cost $38,932,120) | 37,695,132 | 18.6 | ||
ASSET-BACKED SECURITIES: 19.5% | ||||
Automobile Asset-Backed Securities: 6.6% | ||||
200,000 | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | 206,632 | 0.1 | |
100,000 | Ally Auto Receivables Trust 2019-1 A4, 3.020%, 04/15/2024 | 104,821 | 0.0 | |
350,000 | Americredit Automobile Receivables Trust 2019-1 B, 3.130%, 02/18/2025 | 363,490 | 0.2 | |
400,000 | AmeriCredit Automobile Receivables Trust 2019-3 B, 2.130%, 07/18/2025 | 412,179 | 0.2 | |
700,000 | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | 707,654 | 0.3 | |
400,000 | AmeriCredit Automobile Receivables Trust 2020-1 C, 1.590%, 10/20/2025 | 405,938 | 0.2 | |
400,000 | AmeriCredit Automobile Receivables Trust 2020-2 B, 0.970%, 02/18/2026 | 401,615 | 0.2 | |
350,000 | BMW Vehicle Owner Trust 2020-A A3, 0.480%, 10/25/2024 | 351,029 | 0.2 |
See Accompanying Notes to Financial Statements
82
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
350,000 | Capital One Prime Auto Receivables Trust 2020-1 A4, 1.630%, 08/15/2025 | 361,063 | 0.2 | |
100,000 | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | 105,171 | 0.0 | |
500,000 | Carmax Auto Owner Trust 2019-3 A4, 2.300%, 04/15/2025 | 522,939 | 0.3 | |
550,000 | Carmax Auto Owner Trust 2019-4 A4, 2.130%, 07/15/2025 | 574,752 | 0.3 | |
400,000 | Drive Auto Receivables Trust 2020-2 A3, 0.830%, 05/15/2024 | 401,937 | 0.2 | |
250,000 | Ford Credit Auto Lease Trust 2020-A A4, 1.880%, 05/15/2023 | 255,860 | 0.1 | |
850,000 | GM Financial Automobile Leasing Trust 2019-2 A4, 2.720%, 03/20/2023 | 866,207 | 0.4 | |
300,000 | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | 309,674 | 0.2 | |
550,000 | GM Financial Automobile Leasing Trust 2020-2 A3, 0.800%, 07/20/2023 | 554,629 | 0.3 | |
300,000 | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | 306,674 | 0.1 | |
200,000 | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | 209,241 | 0.1 | |
500,000 | Honda Auto Receivables 2020-2 A3 Owner Trust, 0.820%, 07/15/2024 | 504,782 | 0.2 | |
350,000 | (1) | Hyundai Auto Lease Securitization Trust 2019-B A4, 2.030%, 06/15/2023 | 357,251 | 0.2 |
200,000 | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | 208,953 | 0.1 | |
300,000 | Mercedes-Benz Auto Lease Trust 2020-A A4, 1.880%, 09/15/2025 | 306,853 | 0.1 | |
250,000 | Nissan Auto Lease Trust 2020-A A4, 1.880%, 04/15/2025 | 255,939 | 0.1 | |
350,000 | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | 368,520 | 0.2 | |
40,860 | (1) | OSCAR US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | 40,940 | 0.0 |
365,857 | Santander Drive Auto Receivables Trust 2019-1 B, 3.210%, 09/15/2023 | 368,352 | 0.2 | |
550,000 | Santander Drive Auto Receivables Trust 2019-2 B, 2.790%, 01/16/2024 | 559,143 | 0.3 | |
750,000 | Santander Drive Auto Receivables Trust 2020-2 B, 0.960%, 11/15/2024 | 752,863 | 0.4 | |
500,000 | Santander Drive Auto Receivables Trust 2020-3 B, 0.690%, 03/17/2025 | 500,502 | 0.2 | |
300,000 | (1) | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | 308,602 | 0.2 |
900,000 | (1) | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | 923,175 | 0.5 |
130,148 | (1) | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/2021 | 131,379 | 0.1 |
350,000 | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | 361,831 | 0.2 | |
13,370,590 | 6.6 | |||
Credit Card Asset-Backed Securities: 1.3% | ||||
700,000 | BA Credit Card Trust 2019-A1 A1, 1.740%, 01/15/2025 | 720,280 | 0.4 | |
800,000 | Capital One Multi-Asset Execution Trust 2019-A2 A2, 1.720%, 08/15/2024 | 821,988 | 0.4 | |
450,000 | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | 462,441 | 0.2 | |
600,000 | (1) | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | 607,409 | 0.3 |
2,612,118 | 1.3 | |||
Home Equity Asset-Backed Securities: 0.0% | ||||
4,702 | Chase Funding Loan Acquisition Trust Series 2003-C2 1A, 4.750%, 10/25/2020 | 4,702 | 0.0 | |
Other Asset-Backed Securities: 10.9% | ||||
500,000 | (1) | Aimco CLO 11 Ltd. 2020-11A A1, 3.011%, (US0003M + 1.380%), 10/15/2031 | 500,000 | 0.2 |
600,000 | (1) | Allegany Park CLO Ltd. 2019-1A A, 1.602%, (US0003M + 1.330%), 01/20/2033 | 597,700 | 0.3 |
700,000 | (1) | Apidos CLO XXXII 2019-32A A1, 1.592%, (US0003M + 1.320%), 01/20/2033 | 699,616 | 0.3 |
400,000 | (1) | Arbor Realty Commercial Real Estate Notes 2019-FL2 A Ltd., 1.352%, (US0001M + 1.200%), 06/15/2034 | 394,781 | 0.2 |
400,000 | (1) | ARES XLVI CLO Ltd. 2017-46A A2, 1.505%, (US0003M + 1.230%), 01/15/2030 | 390,620 | 0.2 |
250,000 | (1) | Babson CLO Ltd. 2017-1A A2, 1.622%, (US0003M + 1.350%), 07/18/2029 | 245,087 | 0.1 |
See Accompanying Notes to Financial Statements
83
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
500,000 | (1) | Barings Clo Ltd. 2019-4A A1, 1.605%, (US0003M + 1.330%), 01/15/2033 | 498,911 | 0.2 |
600,000 | (1) | Beechwood Park CLO Ltd. 2019-1A A1, 1.603%, (US0003M + 1.330%), 01/17/2033 | 598,679 | 0.3 |
250,000 | (1) | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.472%, (US0003M + 1.200%), 01/20/2031 | 242,309 | 0.1 |
250,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 1.523%, (US0003M + 1.250%), 10/17/2030 | 248,470 | 0.1 |
250,000 | (1) | CIFC Funding 2013-2A A1LR, 1.482%, (US0003M + 1.210%), 10/18/2030 | 248,789 | 0.1 |
250,000 | (1) | CIFC Funding 2015-IA ARR Ltd., 1.368%, (US0003M + 1.110%), 01/22/2031 | 245,892 | 0.1 |
600,000 | (1) | CIFC Funding 2019-6A A1 Ltd., 1.601%, (US0003M + 1.330%), 01/16/2033 | 600,233 | 0.3 |
250,000 | (1) | CIFC Funding 2019-6A A2 Ltd., 2.021%, (US0003M + 1.750%), 01/16/2033 | 250,454 | 0.1 |
500,000 | (1) | CIFC Funding 2020-2A A1 Ltd., 1.933%, (US0003M + 1.650%), 08/24/2032 | 500,575 | 0.3 |
500,000 | (1) | CIFC Funding 2020-3A A2 Ltd., 3.451%, (US0003M + 1.600%), 10/20/2031 | 499,947 | 0.2 |
150,000 | CNH Equipment Trust 2017-B A4, 2.170%, 04/17/2023 | 151,922 | 0.1 | |
250,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 1.452%, (US0003M + 1.180%), 10/20/2030 | 246,884 | 0.1 |
300,000 | (1) | Dryden 68 CLO Ltd. 2019-68A A, 1.585%, (US0003M + 1.310%), 07/15/2032 | 298,193 | 0.2 |
250,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 1.625%, (US0003M + 1.350%), 04/15/2028 | 243,448 | 0.1 |
360,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.480%, (US0003M + 1.200%), 08/15/2030 | 358,235 | 0.2 |
250,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 1.522%, (US0003M + 1.250%), 01/20/2030 | 243,853 | 0.1 |
250,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 1.484%, (US0003M + 1.220%), 07/24/2030 | 248,038 | 0.1 |
260,000 | (1) | Grand Avenue CRE 2020-FL2 A Ltd., 2.602%, (US0001M + 2.450%), 03/15/2035 | 262,291 | 0.1 |
523,737 | (1) | Invitation Homes 2017-SFR2 A Trust, 1.001%, (US0001M + 0.850%), 12/17/2036 | 523,509 | 0.3 |
582,268 | (1) | Invitation Homes 2018-SFR2 A Trust, 1.052%, (US0001M + 0.900%), 06/17/2037 | 583,313 | 0.3 |
643,166 | (1) | Invitation Homes 2018-SFR3 A Trust, 1.151%, (US0001M + 1.000%), 07/17/2037 | 645,670 | 0.3 |
750,000 | (1) | Kayne CLO 6 Ltd. 2019-6A A1, 1.652%, (US0003M + 1.380%), 01/20/2033 | 745,736 | 0.4 |
500,000 | (1) | Kayne CLO 7 Ltd. 2020-7A A1, 2.607%, (US0003M + 1.200%), 04/17/2033 | 492,957 | 0.2 |
310,000 | (1) | LoanCore 2019-CRE2 A Issuer Ltd., 1.282%, (US0001M + 1.130%), 05/09/2036 | 304,503 | 0.2 |
600,000 | (1) | Madison Park Funding XXXVII Ltd. 2019-37A A1, 1.575%, (US0003M + 1.300%), 07/15/2032 | 594,653 | 0.3 |
250,000 | (1) | Magnetite XII Ltd. 2015-12A ARR, 1.375%, (US0003M + 1.100%), 10/15/2031 | 247,275 | 0.1 |
850,000 | (1) | Marlette Funding Trust 2020-1A B, 2.380%, 03/15/2030 | 859,522 | 0.4 |
340,000 | (1) | Neuberger Berman Loan Advisers CLO 35 Ltd. 2019-35A A1, 1.612%, (US0003M + 1.340%), 01/19/2033 | 338,885 | 0.2 |
700,000 | (1) | Niagara Park Clo Ltd. 2019-B A4, 1.573%, (US0003M + 1.300%), 07/17/2032 | 697,225 | 0.3 |
250,000 | (1) | OCP Clo 2019-17A C1 Ltd., 2.022%, (US0003M + 1.750%), 07/20/2032 | 247,969 | 0.1 |
250,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 1.592%, (US0003M + 1.320%), 03/17/2030 | 248,033 | 0.1 |
500,000 | (1) | Octagon Investment Partners 48 Ltd. 2020-3A A, 4.751%, (US0003M + 1.500%), 10/20/2031 | 501,034 | 0.3 |
250,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 1.650%, (US0003M + 1.375%), 07/15/2029 | 246,681 | 0.1 |
See Accompanying Notes to Financial Statements
84
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
250,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.622%, (US0003M + 1.350%), 07/19/2030 | 244,449 | 0.1 |
600,000 | (1) | Octagon Loan Funding Ltd. 2014-1A ARR, 1.450%, (US0003M + 1.180%), 11/18/2031 | 595,467 | 0.3 |
500,000 | (1) | OHA Credit Funding 3 Ltd. 2019-3A A1, 1.592%, (US0003M + 1.320%), 07/20/2032 | 501,090 | 0.3 |
400,000 | (1) | OHA Credit Funding 4 Ltd. 2019-4A A1, 1.588%, (US0003M + 1.330%), 10/22/2032 | 397,688 | 0.2 |
500,000 | (1) | OHA Loan Funding 2015-1A A1R2 Ltd., 1.620%, (US0003M + 1.340%), 11/15/2032 | 496,554 | 0.2 |
250,000 | (1) | Palmer Square CLO 2013-2A AARR Ltd., 1.473%, (US0003M + 1.200%), 10/17/2031 | 247,764 | 0.1 |
500,000 | (1) | Palmer Square CLO 2015-2A A1R2 Ltd., 1.372%, (US0003M + 1.100%), 07/20/2030 | 495,346 | 0.2 |
500,000 | (1) | Palmer Square CLO 2020-2A A1A Ltd., 1.904%, (US0003M + 1.700%), 07/15/2031 | 500,628 | 0.3 |
115,119 | (1) | SoFi Consumer Loan Program 2019-2 A Trust, 3.010%, 04/25/2028 | 116,573 | 0.1 |
134,285 | (1) | SoFi Consumer Loan Program 2019-3 A Trust, 2.900%, 05/25/2028 | 135,874 | 0.1 |
326,358 | (1) | SoFi Consumer Loan Program 2020-1 A Trust, 2.020%, 01/25/2029 | 329,933 | 0.2 |
590,000 | (1) | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.675%, (US0003M + 1.400%), 01/15/2033 | 584,859 | 0.3 |
400,000 | (1) | Symphony CLO XXI Ltd. 2019-21A A, 1.655%, (US0003M + 1.380%), 07/15/2032 | 399,601 | 0.2 |
250,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 1.502%, (US0003M + 1.230%), 07/20/2030 | 247,457 | 0.1 |
400,000 | (1) | THL Credit Wind River 2019-2A A2 Clo Ltd., 1.925%, (US0003M + 1.650%), 01/15/2033 | 400,102 | 0.2 |
300,000 | (1) | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | 303,796 | 0.2 |
200,000 | Verizon Owner Trust 2018-A A1A, 3.230%, 04/20/2023 | 203,152 | 0.1 | |
22,292,225 | 10.9 | |||
Student Loan Asset-Backed Securities: 0.7% | ||||
114,742 | (1) | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 117,845 | 0.1 |
269,847 | (1) | Laurel Road Prime Student Loan Trust 2018-B A2FX, 3.540%, 05/26/2043 | 277,975 | 0.1 |
300,000 | (1) | Navient Private Education Loan Trust 2014-AA A3, 1.752%, (US0001M + 1.600%), 10/15/2031 | 304,101 | 0.1 |
500,000 | (1) | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | 517,861 | 0.3 |
200,000 | (1) | Navient Private Education Refi Loan Trust 2020-GA A, 1.170%, 09/16/2069 | 200,421 | 0.1 |
1,418,203 | 0.7 | |||
Total Asset-Backed Securities | ||||
(Cost $39,397,633) | 39,697,838 | 19.5 | ||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.5% | ||||
Federal Home Loan Mortgage Corporation: 0.4%(4) | ||||
438,000 | 0.350%,05/13/2022 | 438,062 | 0.2 | |
34,517 | 5.500%,01/01/2037 | 38,383 | 0.0 | |
29,334 | 5.500%,08/01/2038 | 32,587 | 0.0 | |
9,047 | 5.500%,10/01/2038 | 10,047 | 0.0 | |
4,824 | 5.500%,10/01/2038 | 5,353 | 0.0 | |
207,453 | 5.500%,11/01/2038 | 240,747 | 0.1 | |
106,474 | 5.500%,02/01/2039 | 118,294 | 0.1 | |
883,473 | 0.4 | |||
Uniform Mortgage-Backed Securities: 0.1% | ||||
73,159 | 5.000%,03/01/2027 | 77,128 | 0.0 | |
115,031 | 5.000%,07/01/2034 | 132,234 | 0.1 | |
209,362 | 0.1 | |||
Total U.S. Government Agency Obligations | ||||
(Cost $1,057,738) | 1,092,835 | 0.5 | ||
Total Long-Term Investments | ||||
(Cost $198,453,684) | 199,701,608 | 98.3 | ||
SHORT-TERM INVESTMENTS: 2.5% | ||||
Repurchase Agreements: 0.2% | ||||
370,727 | (5) | Bank of Montreal, Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $370,728, collateralized by various U.S. Government Agency Obligations, 2.000%-4.000%, Market Value plus accrued interest $378,142, due 10/01/47-09/01/50) | ||
(Cost $370,727) | 370,727 | 0.2 |
See Accompanying Notes to Financial Statements
85
Voya Short Term Bond Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 2.3% | |||||
4,694,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% | |||
(Cost $4,694,000) | 4,694,000 | 2.3 | |||
Total Short-Term Investments | |||||
(Cost $5,064,727) | 5,064,727 | 2.5 | |||
Total Investments in Securities (Cost $203,518,411) | $ 204,766,335 | 100.8 | |||
Liabilities in Excess of Other Assets | (1,711,384) | (0.8) | |||
Net Assets | $ 203,054,951 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Variable rate security. Rate shown is the rate in effect as of September 30, 2020. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(5) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of September 30, 2020. |
Reference Rate Abbreviations: | |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
86
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 20.2% | ||||
Basic Materials: 1.9% | ||||
1,250,000 | (1) | Alpek SAB de CV, 4.250%, 09/18/2029 | $ 1,235,969 | 0.1 |
1,925,000 | (1) | Anglo American Capital PLC, 3.625%, 09/11/2024 | 2,071,779 | 0.1 |
525,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | 532,164 | 0.0 |
250,000 | (1) | Braskem Netherlands Finance BV, 4.500%, 01/31/2030 | 233,750 | 0.0 |
1,350,000 | Celulosa Arauco y Constitucion SA, 3.875%, 11/02/2027 | 1,436,319 | 0.1 | |
1,500,000 | (1) | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | 1,593,480 | 0.1 |
75,000 | CF Industries, Inc., 5.375%, 03/15/2044 | 90,441 | 0.0 | |
275,000 | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | 256,437 | 0.0 | |
960,000 | (1) | Cleveland-Cliffs, Inc., 6.750%, 03/15/2026 | 977,712 | 0.1 |
2,300,000 | CNAC HK Finbridge Co. Ltd., 3.875%, 06/19/2029 | 2,450,263 | 0.1 | |
1,500,000 | CNAC HK Finbridge Co. Ltd., 5.125%, 03/14/2028 | 1,713,160 | 0.1 | |
600,000 | (1) | Compass Minerals International, Inc., 6.750%, 12/01/2027 | 649,014 | 0.0 |
625,000 | (1) | Constellium SE, 5.625%, 06/15/2028 | 637,891 | 0.0 |
550,000 | (1) | Constellium SE, 6.625%, 03/01/2025 | 563,750 | 0.0 |
650,000 | (1) | Element Solutions, Inc., 3.875%, 09/01/2028 | 639,031 | 0.0 |
1,250,000 | (1) | Evraz PLC, 5.250%, 04/02/2024 | 1,364,469 | 0.1 |
600,000 | (1) | First Quantum Minerals Ltd., 6.875%, 10/15/2027 | 578,730 | 0.0 |
1,275,000 | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | 1,293,328 | 0.1 | |
125,000 | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 128,242 | 0.0 | |
315,000 | Freeport-McMoRan, Inc., 4.375%, 08/01/2028 | 326,286 | 0.0 | |
350,000 | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 374,607 | 0.0 | |
315,000 | Freeport-McMoRan, Inc., 4.625%, 08/01/2030 | 331,766 | 0.0 | |
750,000 | (1) | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | 817,564 | 0.0 |
650,000 | (1) | Hudbay Minerals, Inc., 6.125%, 04/01/2029 | 645,937 | 0.0 |
635,000 | (1) | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | 681,831 | 0.0 |
1,200,000 | International Paper Co., 4.350%, 08/15/2048 | 1,470,667 | 0.1 | |
2,000,000 | (1) | Inversiones CMPC SA, 3.850%, 01/13/2030 | 2,191,870 | 0.1 |
400,000 | (2) | Inversiones CMPC SA, 4.375%, 04/04/2027 | 446,928 | 0.0 |
190,000 | (1) | Joseph T Ryerson & Son, Inc., 8.500%, 08/01/2028 | 200,450 | 0.0 |
525,000 | Methanex Corp., 5.650%, 12/01/2044 | 475,125 | 0.0 | |
1,800,000 | (1) | MMK International Capital DAC, 4.375%, 06/13/2024 | 1,930,516 | 0.1 |
1,125,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 1,157,344 | 0.1 |
500,000 | (1) | OCI NV, 5.250%, 11/01/2024 | 517,412 | 0.0 |
575,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 595,269 | 0.0 |
475,000 | Olin Corp., 5.125%, 09/15/2027 | 471,141 | 0.0 | |
925,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 979,168 | 0.1 |
2,500,000 | (1) | Severstal OAO Via Steel Capital SA, 3.150%, 09/16/2024 | 2,571,915 | 0.1 |
825,000 | Sherwin-Williams Co/The, 3.300%, 05/15/2050 | 870,594 | 0.1 | |
2,425,000 | (1) | Sibur Securities DAC, 2.950%, 07/08/2025 | 2,466,722 | 0.1 |
350,000 | Southern Copper Corp., 5.875%, 04/23/2045 | 474,501 | 0.0 | |
620,000 | (1) | SPCM SA, 4.875%, 09/15/2025 | 643,616 | 0.0 |
1,350,000 | Suzano Austria GmbH, 5.000%, 01/15/2030 | 1,456,312 | 0.1 | |
200,000 | Suzano Austria GmbH, 6.000%, 01/15/2029 | 228,400 | 0.0 | |
750,000 | Teck Resources Ltd., 5.200%, 03/01/2042 | 781,952 | 0.0 | |
750,000 | (1) | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | 748,125 | 0.0 |
310,000 | (1) | Tronox, Inc., 6.500%, 04/15/2026 | 310,581 | 0.0 |
2,600,000 | Vale Overseas Ltd., 3.750%, 07/08/2030 | 2,678,000 | 0.1 | |
825,000 | (1) | Venator Finance Sarl / Venator Materials LLC, 5.750%, 07/15/2025 | 716,203 | 0.0 |
87
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
525,000 | (1) | WR Grace & Co-Conn, 4.875%, 06/15/2027 | 543,152 | 0.0 |
46,549,883 | 1.9 | |||
Communications: 2.5% | ||||
600,000 | (1) | Altice France Holding SA, 6.000%, 02/15/2028 | 573,387 | 0.0 |
1,200,000 | (1) | Altice France Holding SA, 10.500%, 05/15/2027 | 1,335,750 | 0.1 |
425,000 | (1) | Altice France SA/France, 5.125%, 01/15/2029 | 424,862 | 0.0 |
900,000 | (1) | Altice France SA/France, 7.375%, 05/01/2026 | 944,055 | 0.1 |
775,000 | (1) | Altice France SA/France, 8.125%, 02/01/2027 | 845,413 | 0.0 |
650,000 | (1) | ANGI Group LLC, 3.875%, 08/15/2028 | 644,719 | 0.0 |
793,000 | (1) | AT&T, Inc., 3.650%, 09/15/2059 | 769,692 | 0.0 |
914,000 | AT&T, Inc., 4.500%, 03/09/2048 | 1,046,880 | 0.1 | |
135,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | 141,075 | 0.0 |
350,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.750%, 03/01/2030 | 371,000 | 0.0 |
1,300,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 1,369,621 | 0.1 |
625,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 657,656 | 0.0 |
775,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 809,026 | 0.0 |
1,300,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 1,353,625 | 0.1 |
320,000 | CenturyLink, Inc., 5.625%, 04/01/2025 | 343,096 | 0.0 | |
335,000 | CenturyLink, Inc., 5.800%, 03/15/2022 | 347,353 | 0.0 | |
800,000 | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | 777,604 | 0.0 | |
1,250,000 | Comcast Corp., 4.000%, 08/15/2047 | 1,513,286 | 0.1 | |
80,000 | Comcast Corp., 4.250%, 01/15/2033 | 99,714 | 0.0 | |
60,000 | Comcast Corp., 5.650%, 06/15/2035 | 85,485 | 0.0 | |
1,114,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 1,130,599 | 0.1 |
100,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 96,187 | 0.0 |
515,000 | (1) | CommScope, Inc., 7.125%, 07/01/2028 | 529,842 | 0.0 |
1,025,000 | (1) | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | 1,029,817 | 0.1 |
700,000 | (2) | Consolidated Communications, Inc., 6.500%, 10/01/2022 | 700,927 | 0.0 |
650,000 | (1) | Consolidated Communications, Inc., 6.500%, 10/01/2028 | 664,625 | 0.0 |
800,000 | (1) | CSC Holdings LLC, 4.625%, 12/01/2030 | 804,892 | 0.0 |
1,550,000 | (2) | CSC Holdings LLC, 5.250%, 06/01/2024 | 1,665,281 | 0.1 |
775,000 | (1) | CSC Holdings LLC, 5.500%, 05/15/2026 | 806,969 | 0.0 |
600,000 | (1) | CSC Holdings LLC, 5.750%, 01/15/2030 | 638,379 | 0.0 |
600,000 | CSC Holdings LLC, 5.875%, 09/15/2022 | 635,625 | 0.0 | |
400,000 | (1) | CSC Holdings LLC, 7.500%, 04/01/2028 | 442,446 | 0.0 |
950,000 | (1) | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | 881,681 | 0.0 |
550,000 | (1) | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | 390,453 | 0.0 |
1,575,000 | (1),(2) | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | 820,969 | 0.0 |
673,000 | Discovery Communications LLC, 2.950%, 03/20/2023 | 709,437 | 0.0 | |
650,000 | DISH DBS Corp., 5.000%, 03/15/2023 | 663,812 | 0.0 | |
400,000 | DISH DBS Corp., 5.875%, 07/15/2022 | 416,400 | 0.0 | |
1,000,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 1,031,250 | 0.1 | |
580,000 | DISH DBS Corp., 7.375%, 07/01/2028 | 598,125 | 0.0 | |
800,000 | Embarq Corp., 7.995%, 06/01/2036 | 948,748 | 0.1 | |
1,000,000 | (1),(2) | Entercom Media Corp., 7.250%, 11/01/2024 | 838,125 | 0.0 |
325,000 | (1),(3) | Frontier Communications Corp., 8.000%, 04/01/2027 | 324,391 | 0.0 |
650,000 | (1) | GCI LLC, 4.750%, 10/15/2028 | 659,756 | 0.0 |
750,000 | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | 814,320 | 0.0 | |
325,000 | (1) | iHeartCommunications, Inc., 5.250%, 08/15/2027 | 317,424 | 0.0 |
1,125,000 | iHeartCommunications, Inc., 8.375%, 05/01/2027 | 1,110,167 | 0.1 | |
1,000,000 | (1) | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | 1,046,250 | 0.1 |
See Accompanying Notes to Financial Statements
88
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
650,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 674,180 | 0.0 | |
425,000 | (1) | Match Group Holdings II LLC, 4.125%, 08/01/2030 | 430,644 | 0.0 |
165,000 | (1) | Match Group Holdings II LLC, 4.625%, 06/01/2028 | 170,259 | 0.0 |
600,000 | (1) | MDC Partners, Inc., 6.500%, 05/01/2024 | 548,406 | 0.0 |
1,200,000 | Meredith Corp., 6.875%, 02/01/2026 | 1,004,250 | 0.1 | |
650,000 | (1) | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | 670,189 | 0.0 |
225,000 | (1) | Netflix, Inc., 4.875%, 06/15/2030 | 256,922 | 0.0 |
1,150,000 | Netflix, Inc., 5.875%, 11/15/2028 | 1,374,238 | 0.1 | |
850,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | 892,938 | 0.1 |
800,000 | (1) | Radiate Holdco LLC / Radiate Finance, Inc., 6.500%, 09/15/2028 | 822,310 | 0.0 |
800,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 836,828 | 0.0 |
1,175,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 1,267,531 | 0.1 | |
2,215,000 | Sprint Corp., 7.125%, 06/15/2024 | 2,551,392 | 0.1 | |
675,000 | Sprint Corp., 7.625%, 03/01/2026 | 816,682 | 0.0 | |
185,000 | (1) | TEGNA, Inc., 4.625%, 03/15/2028 | 181,356 | 0.0 |
275,000 | (1) | TEGNA, Inc., 4.750%, 03/15/2026 | 281,518 | 0.0 |
775,000 | (1) | TEGNA, Inc., 5.000%, 09/15/2029 | 766,041 | 0.0 |
200,000 | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 232,738 | 0.0 | |
875,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 1,039,224 | 0.1 | |
2,000,000 | Tencent Holdings Ltd., 3.975%, 04/11/2029 | 2,277,486 | 0.1 | |
1,050,000 | (1) | Terrier Media Buyer, Inc., 8.875%, 12/15/2027 | 1,059,844 | 0.1 |
1,525,000 | T-Mobile USA, Inc., 5.375%, 04/15/2027 | 1,631,598 | 0.1 | |
1,050,000 | (1) | Univision Communications, Inc., 6.625%, 06/01/2027 | 1,027,688 | 0.1 |
350,000 | (1) | Univision Communications, Inc., 9.500%, 05/01/2025 | 376,250 | 0.0 |
1,500,000 | Verizon Communications, Inc., 4.125%, 08/15/2046 | 1,856,096 | 0.1 | |
278,000 | ViacomCBS, Inc., 4.000%, 01/15/2026 | 312,369 | 0.0 | |
525,000 | (4) | ViacomCBS, Inc., 6.250%, 02/28/2057 | 577,353 | 0.0 |
725,000 | (1) | ViaSat, Inc., 5.625%, 09/15/2025 | 711,406 | 0.0 |
165,000 | (1) | ViaSat, Inc., 5.625%, 04/15/2027 | 170,053 | 0.0 |
375,000 | (1) | ViaSat, Inc., 6.500%, 07/15/2028 | 376,123 | 0.0 |
800,000 | (1) | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | 860,032 | 0.0 |
250,000 | (1) | Virgin Media Vendor Financing Notes IV DAC, 5.000%, 07/15/2028 | 249,625 | 0.0 |
200,000 | (1) | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | 207,100 | 0.0 |
650,000 | (1) | VTR Finance NV, 6.375%, 07/15/2028 | 683,313 | 0.0 |
1,150,000 | (1) | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | 1,187,180 | 0.1 |
63,551,358 | 2.5 | |||
Consumer, Cyclical: 2.6% | ||||
1,875,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 1,925,728 | 0.1 |
645,000 | (1) | Adams Homes, Inc., 7.500%, 02/15/2025 | 653,466 | 0.0 |
1,100,000 | (1),(2) | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | 1,049,812 | 0.1 |
225,000 | (1) | Adient US LLC, 9.000%, 04/15/2025 | 248,484 | 0.0 |
925,000 | (1) | Allison Transmission, Inc., 5.875%, 06/01/2029 | 1,001,650 | 0.1 |
375,000 | (1) | AMC Entertainment Holdings, Inc., 10.500%, 04/15/2025 | 281,250 | 0.0 |
256,000 | (1),(5) | AMC Entertainment Holdings, Inc., 12.000% (PIK Rate 12.000%, Cash Rate 10.000%), 06/15/2026 | 72,960 | 0.0 |
745,000 | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | 724,080 | 0.0 | |
475,000 | (1) | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | 478,859 | 0.0 |
365,000 | (1) | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 368,422 | 0.0 |
200,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | 201,500 | 0.0 |
550,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 560,255 | 0.0 |
700,000 | (1) | Avient Corp., 5.750%, 05/15/2025 | 742,875 | 0.0 |
1,025,000 | (1) | Beacon Roofing Supply, Inc., 4.875%, 11/01/2025 | 1,006,360 | 0.1 |
850,000 | Boyd Gaming Corp., 6.000%, 08/15/2026 | 879,588 | 0.0 |
See Accompanying Notes to Financial Statements
89
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
500,000 | (1) | Boyd Gaming Corp., 8.625%, 06/01/2025 | 548,765 | 0.0 |
780,000 | (1) | Caesars Entertainment, Inc., 6.250%, 07/01/2025 | 814,129 | 0.0 |
1,100,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 1,065,696 | 0.1 |
1,125,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 1,173,538 | 0.1 | |
725,000 | (1) | Cinemark USA, Inc., 8.750%, 05/01/2025 | 771,672 | 0.0 |
125,000 | (1),(5) | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625%), 09/15/2024 | 126,315 | 0.0 |
1,125,000 | (1) | Core & Main L.P., 6.125%, 08/15/2025 | 1,141,650 | 0.1 |
1,200,000 | Dana, Inc., 5.500%, 12/15/2024 | 1,227,000 | 0.1 | |
270,000 | Dana, Inc., 5.625%, 06/15/2028 | 279,216 | 0.0 | |
2,174,782 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | 2,259,561 | 0.1 |
1,075,000 | Delta Air Lines, Inc., 2.900%, 10/28/2024 | 958,005 | 0.1 | |
140,000 | Delta Air Lines, Inc., 7.375%, 01/15/2026 | 146,959 | 0.0 | |
600,000 | Falabella SA, 3.750%, 10/30/2027 | 633,900 | 0.0 | |
775,000 | Ford Motor Co., 9.000%, 04/22/2025 | 889,541 | 0.0 | |
750,000 | Ford Motor Credit Co. LLC, 4.125%, 08/17/2027 | 730,781 | 0.0 | |
675,000 | Ford Motor Credit Co. LLC, 4.250%, 09/20/2022 | 681,952 | 0.0 | |
1,075,000 | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | 1,072,183 | 0.1 | |
1,075,000 | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 1,105,906 | 0.1 | |
975,000 | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | 1,015,548 | 0.1 | |
645,000 | (1) | Golden Entertainment, Inc., 7.625%, 04/15/2026 | 638,850 | 0.0 |
415,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 347,044 | 0.0 |
1,025,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 1,069,844 | 0.1 | |
175,000 | Hilton Domestic Operating Co., Inc., 5.125%, 05/01/2026 | 180,217 | 0.0 | |
275,000 | (1) | Hilton Domestic Operating Co., Inc., 5.750%, 05/01/2028 | 291,328 | 0.0 |
800,000 | Home Depot, Inc./The, 3.125%, 12/15/2049 | 890,971 | 0.1 | |
600,000 | (1) | IAA, Inc., 5.500%, 06/15/2027 | 625,875 | 0.0 |
625,000 | (1) | Installed Building Products, Inc., 5.750%, 02/01/2028 | 660,037 | 0.0 |
425,000 | (1) | IRB Holding Corp., 6.750%, 02/15/2026 | 425,797 | 0.0 |
100,000 | (1) | IRB Holding Corp., 7.000%, 06/15/2025 | 106,802 | 0.0 |
1,275,000 | L Brands, Inc., 6.750%, 07/01/2036 | 1,251,891 | 0.1 | |
375,000 | (1) | L Brands, Inc., 6.875%, 07/01/2025 | 405,566 | 0.0 |
950,000 | Lennar Corp., 5.250%, 06/01/2026 | 1,065,007 | 0.1 | |
525,000 | Lennar Corp., 5.375%, 10/01/2022 | 555,720 | 0.0 | |
1,050,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 1,035,452 | 0.1 |
365,000 | Lowe's Cos, Inc., 3.700%, 04/15/2046 | 419,080 | 0.0 | |
809,000 | Lowe's Cos, Inc., 4.050%, 05/03/2047 | 966,963 | 0.1 | |
625,000 | M/I Homes, Inc., 4.950%, 02/01/2028 | 645,703 | 0.0 | |
325,000 | M/I Homes, Inc., 5.625%, 08/01/2025 | 337,560 | 0.0 | |
450,000 | Mattel, Inc., 5.450%, 11/01/2041 | 422,734 | 0.0 | |
425,000 | (1) | Mattel, Inc., 5.875%, 12/15/2027 | 458,203 | 0.0 |
675,000 | McDonald's Corp., 3.625%, 05/01/2043 | 756,863 | 0.0 | |
825,000 | McDonald's Corp., 3.625%, 09/01/2049 | 926,608 | 0.1 | |
600,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 666,636 | 0.0 | |
500,000 | Meritage Homes Corp., 6.000%, 06/01/2025 | 559,428 | 0.0 | |
180,000 | MGM Resorts International, 5.500%, 04/15/2027 | 188,353 | 0.0 | |
425,000 | MGM Resorts International, 6.000%, 03/15/2023 | 441,694 | 0.0 | |
850,000 | (1),(2) | Michaels Stores, Inc., 8.000%, 07/15/2027 | 889,687 | 0.0 |
825,000 | (1) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 861,094 | 0.0 |
850,000 | (1) | Motion Bondco DAC, 6.625%, 11/15/2027 | 740,070 | 0.0 |
600,000 | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | 640,389 | 0.0 | |
215,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 229,203 | 0.0 | |
675,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 693,984 | 0.0 |
730,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 758,215 | 0.0 |
470,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 482,267 | 0.0 |
1,375,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 1,388,750 | 0.1 |
See Accompanying Notes to Financial Statements
90
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
875,000 | (1) | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | 943,766 | 0.1 |
145,000 | (1) | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | 153,881 | 0.0 |
425,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 428,453 | 0.0 |
500,000 | (1) | Scientific Games International, Inc., 7.000%, 05/15/2028 | 502,069 | 0.0 |
300,000 | (1) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 314,465 | 0.0 |
325,000 | (1) | Scientific Games International, Inc., 8.625%, 07/01/2025 | 339,739 | 0.0 |
1,075,000 | (1) | SeaWorld Parks & Entertainment, Inc., 9.500%, 08/01/2025 | 1,112,604 | 0.1 |
925,000 | Sonic Automotive, Inc., 6.125%, 03/15/2027 | 958,356 | 0.1 | |
650,000 | (1) | Specialty Building Products Holdings LLC / SBP Finance Corp., 6.375%, 09/30/2026 | 662,594 | 0.0 |
680,000 | (1) | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | 654,296 | 0.0 |
250,000 | (1) | Station Casinos LLC, 4.500%, 02/15/2028 | 231,719 | 0.0 |
775,000 | (1) | Station Casinos LLC, 5.000%, 10/01/2025 | 763,704 | 0.0 |
700,000 | (1) | STL Holding Co. LLC, 7.500%, 02/15/2026 | 699,125 | 0.0 |
950,000 | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 988,252 | 0.1 | |
625,000 | Tenneco, Inc., 5.000%, 07/15/2026 | 464,472 | 0.0 | |
525,000 | TRI Pointe Group, Inc., 5.700%, 06/15/2028 | 576,188 | 0.0 | |
575,000 | United Airlines Holdings, Inc., 4.250%, 10/01/2022 | 532,594 | 0.0 | |
600,000 | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | 517,500 | 0.0 | |
575,000 | (1) | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | 591,066 | 0.0 |
700,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 545,563 | 0.0 |
330,000 | (1) | Viking Cruises Ltd., 13.000%, 05/15/2025 | 382,800 | 0.0 |
175,000 | (1) | VOC Escrow Ltd., 5.000%, 02/15/2028 | 155,345 | 0.0 |
225,000 | (1) | William Carter Co/The, 5.500%, 05/15/2025 | 236,109 | 0.0 |
675,000 | (1) | William Carter Co/The, 5.625%, 03/15/2027 | 706,219 | 0.0 |
350,000 | (1) | Williams Scotsman International, Inc., 4.625%, 08/15/2028 | 352,070 | 0.0 |
950,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 957,719 | 0.1 |
550,000 | (1) | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | 534,531 | 0.0 |
395,000 | (1) | Wyndham Hotels & Resorts, Inc., 5.375%, 04/15/2026 | 402,653 | 0.0 |
65,569,343 | 2.6 | |||
Consumer, Non-cyclical: 2.7% | ||||
1,000,000 | AbbVie, Inc., 4.875%, 11/14/2048 | 1,269,681 | 0.1 | |
950,000 | (1) | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | 978,868 | 0.1 |
875,000 | (1) | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | 882,140 | 0.0 |
625,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 607,812 | 0.0 |
325,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | 339,137 | 0.0 |
825,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 882,082 | 0.0 |
500,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | 533,125 | 0.0 |
950,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | 1,033,847 | 0.1 |
1,250,000 | Altria Group, Inc., 4.500%, 05/02/2043 | 1,362,156 | 0.1 | |
140,000 | Amgen, Inc., 3.200%, 11/02/2027 | 156,855 | 0.0 | |
850,000 | (1) | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 872,844 | 0.0 |
1,200,000 | Anheuser-Busch InBev Worldwide, Inc., 4.600%, 04/15/2048 | 1,432,640 | 0.1 | |
750,000 | Anthem, Inc., 3.700%, 09/15/2049 | 837,155 | 0.0 | |
650,000 | (1) | Avantor Funding, Inc., 4.625%, 07/15/2028 | 675,187 | 0.0 |
1,250,000 | BAT Capital Corp., 4.540%, 08/15/2047 | 1,340,115 | 0.1 | |
1,700,000 | (1) | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | 1,870,281 | 0.1 |
705,000 | (1) | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | 695,398 | 0.0 |
450,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 461,138 | 0.0 |
350,000 | (1) | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | 358,663 | 0.0 |
See Accompanying Notes to Financial Statements
91
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
525,000 | (1) | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | 556,075 | 0.0 |
1,200,000 | Bristol Myers Squibb Co., 4.550%, 02/20/2048 | 1,626,634 | 0.1 | |
650,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 652,369 | 0.0 |
665,000 | (1) | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | 692,724 | 0.0 |
125,000 | Centene Corp., 3.375%, 02/15/2030 | 129,883 | 0.0 | |
1,175,000 | Centene Corp., 4.625%, 12/15/2029 | 1,268,947 | 0.1 | |
475,000 | Centene Corp., 4.750%, 01/15/2025 | 488,799 | 0.0 | |
295,000 | Centene Corp., 4.750%, 01/15/2025 | 303,570 | 0.0 | |
300,000 | (1) | Centene Corp., 5.375%, 06/01/2026 | 317,016 | 0.0 |
925,000 | (1) | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | 959,119 | 0.1 |
1,025,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 1,003,219 | 0.1 | |
950,000 | (1) | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | 921,310 | 0.0 |
1,250,000 | Cigna Corp., 4.900%, 12/15/2048 | 1,631,647 | 0.1 | |
775,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 795,344 | 0.0 |
239,000 | CVS Health Corp., 3.875%, 07/20/2025 | 269,736 | 0.0 | |
1,250,000 | CVS Health Corp., 5.050%, 03/25/2048 | 1,594,774 | 0.1 | |
325,000 | (1) | DaVita, Inc., 3.750%, 02/15/2031 | 313,966 | 0.0 |
375,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | 385,134 | 0.0 |
1,325,000 | (1) | DP World Crescent Ltd., 3.750%, 01/30/2030 | 1,367,301 | 0.1 |
1,050,000 | DP World Crescent Ltd., 3.875%, 07/18/2029 | 1,093,313 | 0.1 | |
650,000 | (1) | Emergent BioSolutions, Inc., 3.875%, 08/15/2028 | 654,179 | 0.0 |
329,000 | (1) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | 242,144 | 0.0 |
190,000 | (1) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | 198,906 | 0.0 |
1,300,000 | (1) | Garda World Security Corp., 8.750%, 05/15/2025 | 1,317,049 | 0.1 |
100,000 | (1) | Garda World Security Corp., 9.500%, 11/01/2027 | 105,169 | 0.0 |
300,000 | (1) | Gartner, Inc., 3.750%, 10/01/2030 | 304,027 | 0.0 |
650,000 | (1) | Gartner, Inc., 4.500%, 07/01/2028 | 681,817 | 0.0 |
750,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 792,045 | 0.0 |
650,000 | HCA, Inc., 3.500%, 09/01/2030 | 663,160 | 0.0 | |
1,725,000 | HCA, Inc., 5.375%, 02/01/2025 | 1,891,437 | 0.1 | |
375,000 | HCA, Inc., 5.625%, 09/01/2028 | 429,647 | 0.0 | |
595,000 | (1) | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | 617,543 | 0.0 |
1,225,000 | (1) | Hutama Karya Persero PT, 3.750%, 05/11/2030 | 1,332,475 | 0.1 |
215,000 | (1) | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | 221,800 | 0.0 |
700,000 | (1) | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | 731,500 | 0.0 |
450,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 459,326 | 0.0 |
1,050,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 1,143,145 | 0.1 |
675,000 | (1) | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | 736,594 | 0.0 |
1,000,000 | (1) | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | 1,084,845 | 0.1 |
665,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 684,730 | 0.0 | |
1,650,000 | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | 1,902,319 | 0.1 | |
455,000 | Kraft Heinz Foods Co., 5.000%, 06/04/2042 | 498,339 | 0.0 | |
550,000 | (1) | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | 631,522 | 0.0 |
920,000 | (1) | Legacy LifePoint Health LLC, 4.375%, 02/15/2027 | 923,450 | 0.1 |
400,000 | (1) | Molina Healthcare, Inc., 4.375%, 06/15/2028 | 408,600 | 0.0 |
450,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 471,094 | 0.0 | |
1,100,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 1,131,625 | 0.1 |
525,000 | New Albertsons L.P., 7.450%, 08/01/2029 | 595,119 | 0.0 | |
100,000 | (1) | Nielsen Finance LLC / Nielsen Finance Co., 5.625%, 10/01/2028 | 103,000 | 0.0 |
650,000 | (1) | Nielsen Finance LLC / Nielsen Finance Co., 5.875%, 10/01/2030 | 674,017 | 0.0 |
605,000 | (1) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 634,639 | 0.0 |
775,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 790,500 | 0.0 |
775,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 801,156 | 0.0 |
See Accompanying Notes to Financial Statements
92
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
230,000 | (1),(2),(5) | Polaris Intermediate Corp., 8.500% (PIK Rate 9.250%, Cash Rate 8.500%), 12/01/2022 | 234,312 | 0.0 |
225,000 | (1) | Post Holdings, Inc., 4.625%, 04/15/2030 | 231,750 | 0.0 |
1,325,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 1,405,745 | 0.1 |
263,000 | Reynolds American, Inc., 4.450%, 06/12/2025 | 296,209 | 0.0 | |
1,120,000 | (1) | Select Medical Corp., 6.250%, 08/15/2026 | 1,166,525 | 0.1 |
400,000 | (1) | Spectrum Brands, Inc., 5.500%, 07/15/2030 | 422,750 | 0.0 |
925,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 955,988 | 0.1 | |
605,000 | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 606,361 | 0.0 | |
900,000 | (1) | Tenet Healthcare Corp., 6.125%, 10/01/2028 | 878,063 | 0.0 |
1,450,000 | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 1,523,950 | 0.1 | |
350,000 | Tenet Healthcare Corp., 8.125%, 04/01/2022 | 389,340 | 0.0 | |
400,000 | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 408,930 | 0.0 | |
575,000 | TreeHouse Foods, Inc., 4.000%, 09/01/2028 | 582,622 | 0.0 | |
160,000 | United Rentals North America, Inc., 3.875%, 02/15/2031 | 162,700 | 0.0 | |
625,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 657,031 | 0.0 | |
250,000 | United Rentals North America, Inc., 5.250%, 01/15/2030 | 273,281 | 0.0 | |
700,000 | (1) | Vizient, Inc., 6.250%, 05/15/2027 | 735,742 | 0.0 |
820,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 838,278 | 0.0 |
68,586,499 | 2.7 | |||
Energy: 4.0% | ||||
650,000 | Antero Resources Corp., 5.000%, 03/01/2025 | 407,469 | 0.0 | |
975,000 | Apache Corp., 4.375%, 10/15/2028 | 893,953 | 0.0 | |
975,000 | Apache Corp., 5.100%, 09/01/2040 | 878,256 | 0.0 | |
425,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | 401,625 | 0.0 |
275,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 264,745 | 0.0 |
325,000 | (1) | Blue Racer Midstream LLC / Blue Racer Finance Corp., 6.625%, 07/15/2026 | 287,157 | 0.0 |
1,000,000 | Cenovus Energy, Inc., 5.250%, 06/15/2037 | 868,267 | 0.0 | |
2,550,000 | CNOOC Finance 2013 Ltd., 2.875%, 09/30/2029 | 2,728,049 | 0.1 | |
925,000 | (1) | CNX Resources Corp., 7.250%, 03/14/2027 | 944,675 | 0.1 |
805,000 | Comstock Resources, Inc., 9.750%, 08/15/2026 | 830,116 | 0.0 | |
245,000 | Comstock Resources, Inc., 9.750%, 08/15/2026 | 251,633 | 0.0 | |
325,000 | Continental Resources, Inc./OK, 5.000%, 09/15/2022 | 323,092 | 0.0 | |
400,000 | Continental Resources, Inc., 4.900%, 06/01/2044 | 303,142 | 0.0 | |
700,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 638,750 | 0.0 | |
375,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/2023 | 367,581 | 0.0 | |
190,000 | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | 187,471 | 0.0 | |
190,000 | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | 196,380 | 0.0 | |
50,000 | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | 45,888 | 0.0 | |
650,000 | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | 665,600 | 0.0 | |
800,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 728,916 | 0.0 | |
1,800,000 | Ecopetrol SA, 5.375%, 06/26/2026 | 1,991,250 | 0.1 | |
2,500,000 | Ecopetrol SA, 6.875%, 04/29/2030 | 2,996,875 | 0.1 | |
500,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 531,727 | 0.0 | |
1,200,000 | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | 1,396,884 | 0.1 | |
340,000 | (1) | Empresa Nacional del Petroleo, 5.250%, 11/06/2029 | 395,784 | 0.0 |
1,075,000 | Energy Transfer Operating L.P., 4.900%, 02/01/2024 | 1,147,153 | 0.1 | |
1,750,000 | Energy Transfer Operating L.P., 6.000%, 06/15/2048 | 1,761,836 | 0.1 |
See Accompanying Notes to Financial Statements
93
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
5,725,000 | (4) | Energy Transfer Operating L.P., 7.125%, 12/31/2199 | 4,529,906 | 0.2 |
1,200,000 | EnLink Midstream LLC, 5.375%, 06/01/2029 | 975,000 | 0.1 | |
1,325,000 | (1) | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | 1,398,703 | 0.1 |
335,000 | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | 338,075 | 0.0 | |
530,000 | (1) | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 547,225 | 0.0 |
185,000 | EQM Midstream Partners L.P., 6.500%, 07/15/2048 | 174,535 | 0.0 | |
2,031,000 | Exxon Mobil Corp., 3.095%, 08/16/2049 | 2,079,752 | 0.1 | |
3,600,000 | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | 4,013,010 | 0.2 | |
750,000 | Gazprom PJSC Via Gaz Capital SA, 4.950%, 02/06/2028 | 838,650 | 0.0 | |
2,700,000 | Gazprom PJSC Via Gaz Finance PLC, 3.250%, 02/25/2030 | 2,702,457 | 0.1 | |
325,000 | (1) | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | 324,561 | 0.0 |
575,000 | (1) | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | 586,848 | 0.0 |
650,000 | (1) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.750%, 10/01/2025 | 590,619 | 0.0 |
365,000 | (1) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/2024 | 332,568 | 0.0 |
700,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 683,046 | 0.0 |
2,625,000 | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 2,930,550 | 0.1 | |
2,550,000 | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 2,988,605 | 0.1 | |
300,000 | (1) | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 351,601 | 0.0 |
750,000 | Kinder Morgan, Inc., 5.200%, 03/01/2048 | 879,823 | 0.0 | |
1,050,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 633,738 | 0.0 |
1,047,000 | MPLX L.P., 3.375%, 03/15/2023 | 1,103,911 | 0.1 | |
490,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 428,740 | 0.0 | |
350,000 | Murphy Oil Corp., 5.875%, 12/01/2027 | 299,243 | 0.0 | |
595,000 | (1) | Nabors Industries Ltd., 7.250%, 01/15/2026 | 295,269 | 0.0 |
950,000 | Newfield Exploration Co., 5.375%, 01/01/2026 | 894,250 | 0.1 | |
1,006,000 | Occidental Petroleum Corp., 2.700%, 08/15/2022 | 941,812 | 0.1 | |
525,000 | Occidental Petroleum Corp., 3.125%, 02/15/2022 | 498,151 | 0.0 | |
2,375,000 | Occidental Petroleum Corp., 4.200%, 03/15/2048 | 1,635,781 | 0.1 | |
400,000 | Occidental Petroleum Corp., 4.400%, 04/15/2046 | 286,068 | 0.0 | |
790,000 | Occidental Petroleum Corp., 6.625%, 09/01/2030 | 730,256 | 0.0 | |
650,000 | Occidental Petroleum Corp., 8.500%, 07/15/2027 | 656,230 | 0.0 | |
1,000,000 | (1) | Oleoducto Central SA, 4.000%, 07/14/2027 | 1,039,250 | 0.1 |
1,050,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | 1,046,719 | 0.1 |
1,325,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 1,249,621 | 0.1 | |
2,100,000 | Pertamina Persero PT, 3.100%, 01/21/2030 | 2,180,652 | 0.1 | |
1,375,000 | (1) | Pertamina Persero PT, 3.100%, 01/21/2030 | 1,427,808 | 0.1 |
750,000 | (1) | Pertamina Persero PT, 3.100%, 08/25/2030 | 778,235 | 0.0 |
7,350,000 | Petrobras Global Finance BV, 5.750%, 02/01/2029 | 8,119,912 | 0.3 | |
775,000 | Petrobras Global Finance BV, 7.375%, 01/17/2027 | 918,840 | 0.1 | |
1,400,000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | 1,514,114 | 0.1 | |
7,450,000 | (1) | Petroleos Mexicanos, 5.950%, 01/28/2031 | 6,204,881 | 0.3 |
575,000 | Petroleos Mexicanos, 6.500%, 01/23/2029 | 515,344 | 0.0 | |
2,000,000 | Petronas Capital Ltd., 3.500%, 04/21/2030 | 2,240,845 | 0.1 | |
2,000,000 | (1) | PTTEP Treasury Center Co. Ltd., 2.587%, 06/10/2027 | 2,072,177 | 0.1 |
850,000 | QEP Resources, Inc., 5.250%, 05/01/2023 | 619,969 | 0.0 | |
775,000 | (1) | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.500%, 06/15/2025 | 701,003 | 0.0 |
180,000 | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 181,556 | 0.0 | |
10,000 | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 10,023 | 0.0 | |
10,000 | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 10,261 | 0.0 |
See Accompanying Notes to Financial Statements
94
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
525,000 | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | 540,422 | 0.0 | |
400,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 361,162 | 0.0 |
440,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 7.500%, 10/01/2025 | 442,607 | 0.0 |
725,000 | (1) | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | 703,467 | 0.0 |
950,000 | (1) | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | 960,986 | 0.1 |
3,951,000 | (4) | Transcanada Trust, 5.500%, 09/15/2079 | 4,135,979 | 0.2 |
475,000 | (1) | Viper Energy Partners L.P., 5.375%, 11/01/2027 | 468,678 | 0.0 |
350,000 | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 283,500 | 0.0 | |
1,250,000 | Western Midstream Operating L.P., 5.450%, 04/01/2044 | 1,071,094 | 0.1 | |
275,000 | WPX Energy, Inc., 4.500%, 01/15/2030 | 272,070 | 0.0 | |
675,000 | WPX Energy, Inc., 5.250%, 10/15/2027 | 686,266 | 0.0 | |
98,860,698 | 4.0 | |||
Financial: 2.2% | ||||
1,950,000 | (1) | Akbank T.A.S., 6.800%, 02/06/2026 | 1,893,770 | 0.1 |
650,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 730,808 | 0.0 | |
1,730,000 | American International Group, Inc., 3.900%, 04/01/2026 | 1,974,636 | 0.1 | |
1,090,000 | American International Group, Inc., 4.375%, 01/15/2055 | 1,251,009 | 0.1 | |
1,600,000 | (1) | Banco Bradesco SA/Cayman Islands, 3.200%, 01/27/2025 | 1,633,016 | 0.1 |
1,550,000 | Banco de Bogota SA, 6.250%, 05/12/2026 | 1,683,703 | 0.1 | |
2,275,000 | (1),(4) | Banco de Credito del Peru, 3.125%, 07/01/2030 | 2,286,102 | 0.1 |
1,550,000 | (1) | Banco Internacional del Peru SAA Interbank, 3.250%, 10/04/2026 | 1,618,603 | 0.1 |
1,200,000 | (1) | Banco Votorantim SA, 4.500%, 09/24/2024 | 1,237,512 | 0.1 |
1,500,000 | Bancolombia SA, 3.000%, 01/29/2025 | 1,503,840 | 0.1 | |
3,325,000 | (1),(4) | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | 3,334,841 | 0.1 |
327,000 | Bank of America Corp., 2.625%, 10/19/2020 | 327,359 | 0.0 | |
750,000 | (1) | BBVA Bancomer SA/Texas, 1.875%, 09/18/2025 | 733,687 | 0.0 |
409,000 | (1) | BPCE SA, 4.500%, 03/15/2025 | 452,769 | 0.0 |
1,220,000 | Brookfield Finance LLC, 3.450%, 04/15/2050 | 1,201,789 | 0.1 | |
281,000 | Chubb INA Holdings, Inc., 3.350%, 05/03/2026 | 318,592 | 0.0 | |
1,000,000 | Citigroup, Inc., 4.750%, 05/18/2046 | 1,261,037 | 0.1 | |
533,000 | (2) | Corp Financiera de Desarrollo SA, 4.750%, 07/15/2025 | 600,235 | 0.0 |
675,000 | (1) | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | 702,861 | 0.0 |
1,150,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 1,163,196 | 0.1 |
975,000 | (1) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 997,230 | 0.0 |
403,000 | GE Capital International Funding Co. Unlimited Co., 3.373%, 11/15/2025 | 430,483 | 0.0 | |
665,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 704,361 | 0.0 | |
279,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 317,334 | 0.0 | |
281,000 | Healthpeak Properties, Inc., 4.000%, 06/01/2025 | 316,286 | 0.0 | |
250,000 | (1) | Iron Mountain, Inc., 5.000%, 07/15/2028 | 256,560 | 0.0 |
410,000 | (1) | Iron Mountain, Inc., 5.250%, 07/15/2030 | 428,194 | 0.0 |
330,000 | (1) | Iron Mountain, Inc., 5.625%, 07/15/2032 | 348,930 | 0.0 |
1,500,000 | (1) | Itau Unibanco Holding SA/Cayman Island, 3.250%, 01/24/2025 | 1,527,375 | 0.1 |
277,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 322,783 | 0.0 | |
6,800,000 | (4) | JPMorgan Chase & Co., 4.600%, 12/31/2199 | 6,672,500 | 0.3 |
1,050,000 | (1),(4) | Kookmin Bank, 4.350%, 12/31/2199 | 1,097,235 | 0.1 |
400,000 | Lloyds Banking Group PLC, 4.582%, 12/10/2025 | 440,651 | 0.0 | |
590,000 | (1) | LPL Holdings, Inc., 4.625%, 11/15/2027 | 597,744 | 0.0 |
290,000 | (1) | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | 296,090 | 0.0 |
See Accompanying Notes to Financial Statements
95
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
875,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 929,932 | 0.0 | |
268,000 | Morgan Stanley, 4.000%, 07/23/2025 | 302,733 | 0.0 | |
300,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 4.625%, 08/01/2029 | 312,657 | 0.0 | |
775,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 809,468 | 0.0 | |
250,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 253,516 | 0.0 | |
225,000 | Navient Corp., 5.000%, 03/15/2027 | 211,592 | 0.0 | |
325,000 | Navient Corp., 7.250%, 09/25/2023 | 336,984 | 0.0 | |
1,100,000 | (1),(4) | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | 1,089,600 | 0.1 |
1,250,000 | OneMain Finance Corp., 5.375%, 11/15/2029 | 1,303,125 | 0.1 | |
275,000 | OneMain Finance Corp., 6.625%, 01/15/2028 | 305,660 | 0.0 | |
950,000 | (1) | QNB Finansbank AS, 6.875%, 09/07/2024 | 965,059 | 0.0 |
900,000 | (1) | Quicken Loans LLC, 5.250%, 01/15/2028 | 949,982 | 0.0 |
1,075,000 | (1) | SBA Communications Corp., 3.875%, 02/15/2027 | 1,092,469 | 0.1 |
900,000 | Service Properties Trust, 4.375%, 02/15/2030 | 749,250 | 0.0 | |
970,000 | Simon Property Group L.P., 3.375%, 12/01/2027 | 1,038,191 | 0.0 | |
1,000,000 | (1) | Turkiye Vakiflar Bankasi TAO, 5.250%, 02/05/2025 | 903,606 | 0.0 |
550,000 | (1) | Turkiye Vakiflar Bankasi TAO, 8.125%, 03/28/2024 | 555,198 | 0.0 |
500,000 | Vnesheconombank Via VEB Finance PLC, 6.025%, 07/05/2022 | 533,561 | 0.0 | |
269,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 307,957 | 0.0 | |
1,750,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 2,189,975 | 0.1 | |
55,803,636 | 2.2 | |||
Industrial: 1.6% | ||||
520,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 537,495 | 0.0 |
1,125,000 | AECOM, 5.875%, 10/15/2024 | 1,220,625 | 0.1 | |
1,225,000 | (1),(5) | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | 1,220,161 | 0.1 |
410,000 | (1) | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | 415,594 | 0.0 |
1,140,000 | (1) | Berry Global, Inc., 5.625%, 07/15/2027 | 1,197,712 | 0.1 |
975,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 1,003,641 | 0.1 |
2,796,000 | (4) | BNSF Funding Trust I, 6.613%, 12/15/2055 | 3,194,631 | 0.1 |
250,000 | (1) | Bombardier, Inc., 6.000%, 10/15/2022 | 232,187 | 0.0 |
625,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 634,116 | 0.0 |
450,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 466,594 | 0.0 |
450,000 | (1) | Builders FirstSource, Inc., 6.750%, 06/01/2027 | 482,625 | 0.0 |
410,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 521,942 | 0.0 | |
650,000 | (1) | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | 658,027 | 0.0 |
1,225,000 | (1) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 1,290,078 | 0.1 |
1,275,000 | (1) | Cemex SAB de CV, 5.200%, 09/17/2030 | 1,282,841 | 0.1 |
500,000 | Cemex SAB de CV, 6.125%, 05/05/2025 | 516,875 | 0.0 | |
675,000 | (1) | Clark Equipment Co., 5.875%, 06/01/2025 | 700,312 | 0.0 |
375,000 | (1) | Clean Harbors, Inc., 4.875%, 07/15/2027 | 389,696 | 0.0 |
275,000 | (1) | Clean Harbors, Inc., 5.125%, 07/15/2029 | 299,146 | 0.0 |
1,000,000 | CSX Corp., 4.500%, 08/01/2054 | 1,296,425 | 0.1 | |
603,000 | FedEx Corp., 4.000%, 01/15/2024 | 668,362 | 0.0 | |
500,000 | FedEx Corp., 4.950%, 10/17/2048 | 640,414 | 0.0 | |
200,000 | (1) | GFL Environmental, Inc., 4.250%, 06/01/2025 | 202,375 | 0.0 |
416,000 | (1) | GFL Environmental, Inc., 7.000%, 06/01/2026 | 439,327 | 0.0 |
395,000 | (1) | GFL Environmental, Inc., 8.500%, 05/01/2027 | 429,316 | 0.0 |
550,000 | (1) | Graham Packaging Co., Inc., 7.125%, 08/15/2028 | 573,719 | 0.0 |
525,000 | (1) | Granite US Holdings Corp., 11.000%, 10/01/2027 | 540,750 | 0.0 |
2,775,000 | (1) | Indian Railway Finance Corp. Ltd., 3.249%, 02/13/2030 | 2,791,348 | 0.1 |
See Accompanying Notes to Financial Statements
96
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
380,000 | (1) | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC, 6.000%, 09/15/2028 | 386,051 | 0.0 |
1,550,000 | (1),(2) | Klabin Austria GmbH, 5.750%, 04/03/2029 | 1,738,713 | 0.1 |
900,000 | (1) | Koppers, Inc., 6.000%, 02/15/2025 | 914,625 | 0.1 |
200,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 227,830 | 0.0 | |
900,000 | (1) | New Enterprise Stone & Lime Co., Inc., 9.750%, 07/15/2028 | 976,500 | 0.1 |
825,000 | (1) | Norbord, Inc., 5.750%, 07/15/2027 | 874,385 | 0.1 |
700,000 | Park-Ohio Industries, Inc., 6.625%, 04/15/2027 | 645,750 | 0.0 | |
935,000 | (1) | PGT Innovations, Inc., 6.750%, 08/01/2026 | 999,104 | 0.1 |
1,180,000 | (1) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 1,182,213 | 0.1 |
725,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 734,425 | 0.0 |
162,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 164,916 | 0.0 |
665,000 | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 679,963 | 0.0 | |
825,000 | (1) | SSL Robotics LLC, 9.750%, 12/31/2023 | 910,268 | 0.1 |
460,000 | (1) | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | 454,880 | 0.0 |
800,000 | (1) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 858,848 | 0.0 |
225,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 228,914 | 0.0 |
575,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 599,797 | 0.0 |
615,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 657,164 | 0.0 |
600,000 | TransDigm, Inc., 5.500%, 11/15/2027 | 577,770 | 0.0 | |
725,000 | TransDigm, Inc., 6.375%, 06/15/2026 | 729,531 | 0.0 | |
450,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 449,438 | 0.0 | |
750,000 | (1) | Vertical Holdco GmbH, 7.625%, 07/15/2028 | 794,063 | 0.0 |
240,000 | (1) | Vertical US Newco, Inc., 5.250%, 07/15/2027 | 249,874 | 0.0 |
650,000 | (1) | Weekley Homes LLC / Weekley Finance Corp., 4.875%, 09/15/2028 | 658,125 | 0.0 |
40,539,481 | 1.6 | |||
Technology: 0.8% | ||||
950,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 980,585 | 0.1 |
650,000 | (1) | Booz Allen Hamilton, Inc., 3.875%, 09/01/2028 | 668,476 | 0.0 |
250,000 | (1) | Boxer Parent Co., Inc., 7.125%, 10/02/2025 | 267,375 | 0.0 |
250,000 | (1) | Boxer Parent Co., Inc., 9.125%, 03/01/2026 | 265,937 | 0.0 |
160,000 | (1) | BY Crown Parent LLC / BY Bond Finance, Inc., 4.250%, 01/31/2026 | 163,100 | 0.0 |
700,000 | (1) | BY Crown Parent LLC, 7.375%, 10/15/2024 | 713,052 | 0.0 |
650,000 | (1) | Castle US Holding Corp., 9.500%, 02/15/2028 | 621,462 | 0.0 |
500,000 | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | 499,063 | 0.0 | |
600,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 658,125 | 0.0 | |
1,600,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 1,622,000 | 0.1 |
345,000 | (1) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 359,249 | 0.0 |
1,000,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 1,328,883 | 0.1 |
750,000 | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 790,234 | 0.1 | |
95,000 | (1) | Entegris, Inc., 4.375%, 04/15/2028 | 97,909 | 0.0 |
605,000 | (1) | Entegris, Inc., 4.625%, 02/10/2026 | 620,010 | 0.0 |
650,000 | (1) | Logan Merger Sub, Inc., 5.500%, 09/01/2027 | 660,969 | 0.0 |
1,040,000 | (1) | Microchip Technology, Inc., 4.250%, 09/01/2025 | 1,080,236 | 0.1 |
700,000 | (1) | MTS Systems Corp., 5.750%, 08/15/2027 | 691,478 | 0.0 |
635,000 | (1) | ON Semiconductor Corp., 3.875%, 09/01/2028 | 645,128 | 0.0 |
225,000 | (1) | Open Text Corp., 3.875%, 02/15/2028 | 227,988 | 0.0 |
350,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 364,656 | 0.0 |
750,000 | (1) | Open Text Holdings, Inc., 4.125%, 02/15/2030 | 772,710 | 0.0 |
350,000 | Oracle Corp., 3.250%, 11/15/2027 | 395,985 | 0.0 |
See Accompanying Notes to Financial Statements
97
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
680,000 | (1) | Science Applications International Corp., 4.875%, 04/01/2028 | 691,567 | 0.0 |
1,705,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 1,743,337 | 0.1 |
655,000 | Texas Instruments, Inc., 3.875%, 03/15/2039 | 812,388 | 0.1 | |
1,000,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | 944,045 | 0.1 |
550,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 09/01/2025 | 567,875 | 0.0 |
19,253,822 | 0.8 | |||
Utilities: 1.9% | ||||
1,325,000 | (1) | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | 1,364,419 | 0.1 |
1,114,000 | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 1,167,023 | 0.1 | |
1,275,000 | (1) | Centrais Eletricas Brasileiras SA, 3.625%, 02/04/2025 | 1,273,789 | 0.1 |
800,000 | (1) | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | 830,752 | 0.0 |
1,850,000 | (1) | Colbun SA, 3.150%, 03/06/2030 | 2,000,312 | 0.1 |
5,670,000 | (4) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 5,750,224 | 0.2 |
1,050,000 | (1) | Drax Finco PLC, 6.625%, 11/01/2025 | 1,094,625 | 0.1 |
3,935,000 | (4) | Duke Energy Corp., 4.875%, 12/31/2199 | 4,167,706 | 0.2 |
1,355,000 | Duke Energy Indiana LLC, 3.750%, 05/15/2046 | 1,588,001 | 0.1 | |
3,175,000 | Inkia Energy Ltd., 5.875%, 11/09/2027 | 3,316,288 | 0.1 | |
500,000 | (1) | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | 570,250 | 0.0 |
2,500,000 | Kallpa Generacion SA, 4.125%, 08/16/2027 | 2,617,188 | 0.1 | |
575,000 | (1) | Kallpa Generacion SA, 4.125%, 08/16/2027 | 601,953 | 0.0 |
1,000,000 | (1) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 996,145 | 0.1 |
2,260,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 2,677,594 | 0.1 | |
2,875,000 | (4) | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | 3,268,580 | 0.1 |
400,000 | NRG Energy, Inc., 5.750%, 01/15/2028 | 432,250 | 0.0 | |
650,000 | NRG Energy, Inc., 6.625%, 01/15/2027 | 688,324 | 0.0 | |
2,325,000 | (1) | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | 2,484,402 | 0.1 |
2,950,000 | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 3,458,418 | 0.1 | |
900,000 | PG&E Corp., 5.250%, 07/01/2030 | 871,875 | 0.0 | |
550,000 | Southern California Edison Co., 3.650%, 02/01/2050 | 574,497 | 0.0 | |
3,625,000 | (4) | Southern Co/The, 4.000%, 01/15/2051 | 3,639,165 | 0.2 |
500,000 | (1) | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 522,500 | 0.0 |
575,000 | (1) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 607,580 | 0.0 |
46,563,860 | 1.9 | |||
Total Corporate Bonds/Notes | ||||
(Cost $493,155,008) | 505,278,580 | 20.2 | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 30.0% | ||||
133,773 | Adjustable Rate Mortgage Trust 2005-7 7A21, 0.648%, (US0001M + 0.500%), 10/25/2035 | 133,889 | 0.0 | |
341,470 | (4) | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.922%, 05/25/2036 | 328,165 | 0.0 |
1,117,632 | (1),(4) | Agate Bay Mortgage Trust 2014-1 B4, 3.859%, 07/25/2044 | 1,123,495 | 0.0 |
4,016,450 | (1),(4) | Agate Bay Mortgage Trust 2014-2 B2, 3.870%, 09/25/2044 | 4,079,119 | 0.2 |
1,647,621 | (1),(4) | Agate Bay Mortgage Trust 2014-2 B4, 3.870%, 09/25/2044 | 1,647,015 | 0.1 |
2,366,190 | (1),(4) | Agate Bay Mortgage Trust 2015-2 B3, 3.708%, 03/25/2045 | 2,409,824 | 0.1 |
1,117,538 | (1),(4) | Agate Bay Mortgage Trust 2015-4 B3, 3.575%, 06/25/2045 | 1,128,054 | 0.1 |
2,557,378 | (1),(4) | Agate Bay Mortgage Trust 2016-1 B3, 3.755%, 12/25/2045 | 2,627,694 | 0.1 |
1,000,000 | (1),(4) | Agate Bay Mortgage Trust 2016-1 B4, 3.755%, 12/25/2045 | 907,815 | 0.0 |
1,137,085 | (1),(4) | Agate Bay Mortgage Trust 2016-2 B4, 3.782%, 03/25/2046 | 1,102,563 | 0.0 |
724,807 | Alternative Loan Trust 2004-J7 MI, 1.168%, (US0001M + 1.020%), 10/25/2034 | 698,323 | 0.0 | |
125,046 | Alternative Loan Trust 2005-10CB 1A1, 0.648%, (US0001M + 0.500%), 05/25/2035 | 99,045 | 0.0 | |
498,853 | Alternative Loan Trust 2005-10CB 1A2, 0.598%, (US0001M + 0.450%), 05/25/2035 | 394,211 | 0.0 |
See Accompanying Notes to Financial Statements
98
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
510,357 | Alternative Loan Trust 2005-23CB A15, 5.500%, 07/25/2035 | 498,418 | 0.0 | |
183,623 | Alternative Loan Trust 2005-51 3A2A, 2.309%, (12MTA + 1.290%), 11/20/2035 | 168,790 | 0.0 | |
56,412 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 55,447 | 0.0 | |
260,835 | Alternative Loan Trust 2005-J2 1A12, 0.548%, (US0001M + 0.400%), 04/25/2035 | 212,685 | 0.0 | |
36,294 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 25,507 | 0.0 | |
654,926 | Alternative Loan Trust 2006-18CB A10, 0.548%, (US0001M + 0.400%), 07/25/2036 | 298,534 | 0.0 | |
157,251 | Alternative Loan Trust 2006-19CB A12, 0.548%, (US0001M + 0.400%), 08/25/2036 | 83,983 | 0.0 | |
665,921 | Alternative Loan Trust 2006-19CB A28, 0.748%, (US0001M + 0.600%), 08/25/2036 | 365,403 | 0.0 | |
1,123,466 | Alternative Loan Trust 2006-27CB A5, 6.000%, 11/25/2036 | 945,303 | 0.0 | |
408,978 | Alternative Loan Trust 2006-HY11 A1, 0.268%, (US0001M + 0.120%), 06/25/2036 | 389,878 | 0.0 | |
1,159,560 | Alternative Loan Trust 2007-15CB A5, 5.750%, 07/25/2037 | 972,717 | 0.0 | |
170,658 | Alternative Loan Trust 2007-2CB 2A1, 0.748%, (US0001M + 0.600%), 03/25/2037 | 82,927 | 0.0 | |
298,033 | Alternative Loan Trust 2007-HY8C A1, 0.308%, (US0001M + 0.160%), 09/25/2047 | 275,346 | 0.0 | |
846,685 | Alternative Loan Trust 2007-OA4 A1, 0.318%, (US0001M + 0.170%), 05/25/2047 | 778,450 | 0.0 | |
1,439,966 | (1),(4) | Arroyo Mortgage Trust 2019-3 A3, 3.416%, 10/25/2048 | 1,469,188 | 0.1 |
3,700,387 | (1) | Arroyo Mortgage Trust 2020-1 A1B, 2.100%, 03/25/2055 | 3,729,019 | 0.2 |
473,335 | Banc of America Funding 2007-2 1A16 Trust, 0.748%, (US0001M + 0.600%), 03/25/2037 | 359,516 | 0.0 | |
2,411,215 | Banc of America Funding 2007-C 7A1 Trust, 0.366%, (US0001M + 0.210%), 05/20/2047 | 2,283,274 | 0.1 | |
319,574 | (4) | Bear Stearns ALT-A Trust 2005-3 4A3, 3.005%, 04/25/2035 | 315,053 | 0.0 |
579,179 | (4) | Bear Stearns ALT-A Trust 2006-6 31A1, 3.413%, 11/25/2036 | 444,335 | 0.0 |
726,165 | (4) | Bear Stearns ALT-A Trust 2006-6 32A1, 3.191%, 11/25/2036 | 478,446 | 0.0 |
156,485 | (4) | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.072%, 01/26/2036 | 128,034 | 0.0 |
5,000,000 | (1),(4) | Chase Home Lending Mortgage Trust 2019-ATR1 A5, 4.000%, 04/25/2049 | 5,258,832 | 0.2 |
516,071 | (1),(4) | Chase Home Lending Mortgage Trust 2019-ATR2 A3, 3.500%, 07/25/2049 | 531,956 | 0.0 |
982,611 | (1),(4) | Chase Mortgage Finance Corp. 2019-1 B2, 3.951%, 03/25/2050 | 1,012,042 | 0.0 |
1,277,394 | (1),(4) | Chase Mortgage Finance Corp. 2019-1 B3, 3.951%, 03/25/2050 | 1,320,786 | 0.1 |
511,301 | (4) | Chase Mortgage Finance Trust Series 2006-A1 2A3, 3.246%, 09/25/2036 | 464,206 | 0.0 |
69,574 | (4) | CHL Mortgage Pass-Through Trust 2004-22 A3, 3.735%, 11/25/2034 | 69,147 | 0.0 |
493,603 | CHL Mortgage Pass-Through Trust 2005-HYB9 2A1, 2.207%, (US0012M + 1.750%), 02/20/2036 | 482,054 | 0.0 | |
1,344,454 | (1),(4) | CIM Trust 2019-INV1 A1, 4.000%, 02/25/2049 | 1,391,594 | 0.1 |
997,690 | (1),(4) | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | 1,035,384 | 0.0 |
678,149 | (1),(4) | CIM Trust 2019-INV3 A15, 3.500%, 08/25/2049 | 691,365 | 0.0 |
1,017,223 | (1),(4) | CIM Trust 2019-INV3 A3, 3.500%, 08/25/2049 | 1,054,055 | 0.0 |
1,615,995 | (1),(4) | CIM Trust 2019-J1 1A2, 3.500%, 08/25/2049 | 1,640,527 | 0.1 |
1,769,179 | (1),(4) | CIM Trust 2019-J1 B3, 4.023%, 08/25/2049 | 1,781,154 | 0.1 |
3,187,586 | (1),(4) | CIM Trust 2019-J2 B2, 3.837%, 10/25/2049 | 3,087,777 | 0.1 |
2,001,553 | (1),(4) | CIM Trust 2019-J2 B3, 3.837%, 10/25/2049 | 1,900,860 | 0.1 |
1,200,000 | (1),(4) | CIM Trust 2020-INV1 A13, 3.000%, 04/25/2050 | 1,238,281 | 0.1 |
See Accompanying Notes to Financial Statements
99
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
624,155 | Citicorp Mortgage Securities Trust Series 2006-3 1A4, 6.000%, 06/25/2036 | 636,885 | 0.0 | |
109,279 | (4) | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.851%, 03/25/2036 | 96,818 | 0.0 |
59,540 | (4) | Citigroup Mortgage Loan Trust 2006-AR9 2A, 3.570%, 11/25/2036 | 51,998 | 0.0 |
329,341 | (1),(4) | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 332,516 | 0.0 |
194,026 | (4) | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 3.023%, 08/25/2035 | 196,831 | 0.0 |
571,183 | Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2, 6.000%, 11/25/2035 | 585,798 | 0.0 | |
1,000,000 | (1),(4) | COLT 2019-1 M1 Mortgage Loan Trust, 4.518%, 03/25/2049 | 1,011,231 | 0.0 |
3,157,225 | (1),(4) | COLT 2019-4 A3 Mortgage Loan Trust, 2.988%, 11/25/2049 | 3,184,596 | 0.1 |
5,002,638 | (1) | Connecticut Avenue Securities Trust 2019-R07 1M2, 2.248%, (US0001M + 2.100%), 10/25/2039 | 4,990,995 | 0.2 |
5,740,000 | (1) | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.148%, (US0001M + 2.000%), 01/25/2040 | 5,623,344 | 0.2 |
24,955 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.648%, (US0001M + 0.500%), 11/25/2035 | 11,599 | 0.0 | |
779,387 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.868%, (US0001M + 0.720%), 11/25/2035 | 765,269 | 0.0 | |
800,000 | (1),(4) | CSMC 2017-HL1 A12 Trust, 3.500%, 06/25/2047 | 832,013 | 0.0 |
3,634,641 | (1),(6) | CSMC 2019-AFC1 A3 Trust, 2.877% (Step Rate @ 3.877% on 08/25/2023), 07/25/2049 | 3,679,691 | 0.2 |
440,964 | CSMC Series 2007-2 3A6, 5.400%, 03/25/2037 | 356,678 | 0.0 | |
1,311,104 | (1),(4) | CSMC Trust 2013-7 A11, 3.500%, 08/25/2043 | 1,366,394 | 0.1 |
1,500,000 | (1),(4) | Deephave Residential Mortgage Trust 2019-2A M1, 3.921%, 04/25/2059 | 1,508,546 | 0.1 |
1,400,000 | (1),(4) | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | 1,427,670 | 0.1 |
2,126,000 | (1),(4) | Deephaven Residential Mortgage Trust 2018-3 M1, 4.357%, 08/25/2058 | 2,154,488 | 0.1 |
2,000,000 | (1),(4) | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | 2,014,670 | 0.1 |
2,000,000 | (1),(4) | Deephaven Residential Mortgage Trust 2019-4 M1, 3.484%, 10/25/2059 | 2,052,551 | 0.1 |
2,000,000 | (1),(4) | Deephaven Residential Mortgage Trust 2020-1 M1, 3.010%, 01/25/2060 | 1,950,955 | 0.1 |
3,800,000 | (1) | Deephaven Residential Mortgage Trust 2020-2 A2, 2.594%, 05/25/2065 | 3,823,057 | 0.2 |
597,503 | Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1, 0.448%, (US0001M + 0.300%), 04/25/2037 | 404,084 | 0.0 | |
132,050 | (1),(4) | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1, 3.264%, 06/27/2037 | 130,092 | 0.0 |
1,987,387 | (1),(4) | Ellington Financial Mortgage Trust 2019-2 A3, 3.046%, 11/25/2059 | 2,026,999 | 0.1 |
1,700,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.798%, (US0001M + 3.650%), 02/25/2040 | 1,593,045 | 0.1 |
688,970 | (7) | Fannie Mae 2007-18 BS, 6.452%, (-1.000*US0001M + 6.600%), 06/25/2035 | 142,963 | 0.0 |
2,132,050 | (7) | Fannie Mae 2008-94 SI, 5.352%, (-1.000*US0001M + 5.500%), 04/25/2036 | 551,883 | 0.0 |
414,455 | (7) | Fannie Mae 2009-95 HI, 6.000%, 12/25/2038 | 4,415 | 0.0 |
270,868 | Fannie Mae 2010-15 FD, 0.888%, (US0001M + 0.740%), 03/25/2040 | 276,007 | 0.0 | |
726,986 | Fannie Mae 2011-47 GF, 0.718%, (US0001M + 0.570%), 06/25/2041 | 735,803 | 0.0 | |
138,342 | Fannie Mae 2012-10 UF, 0.698%, (US0001M + 0.550%), 02/25/2042 | 139,794 | 0.0 | |
271,823 | (7) | Fannie Mae 2012-84 KI, 6.000%, (US0001M + 6.000%), 08/25/2042 | 54,126 | 0.0 |
906,009 | (7) | Fannie Mae 2012-93 IL, 3.000%, 09/25/2027 | 55,953 | 0.0 |
5,685,377 | (7) | Fannie Mae 2013-67 AI, 3.000%, 07/25/2028 | 361,844 | 0.0 |
1,255,732 | (7) | Fannie Mae 2015-56 DI, 3.000%, 12/25/2032 | 29,863 | 0.0 |
See Accompanying Notes to Financial Statements
100
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
32,806,252 | (7) | Fannie Mae 2018-86 US, 6.052%, (-1.000*US0001M + 6.200%), 12/25/2048 | 6,791,157 | 0.3 |
2,292,733 | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 4.398%, (US0001M + 4.250%), 04/25/2029 | 2,354,057 | 0.1 | |
101,157 | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.048%, (US0001M + 4.900%), 11/25/2024 | 105,323 | 0.0 | |
1,592,225 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.148%, (US0001M + 4.000%), 05/25/2025 | 1,617,673 | 0.1 | |
978,701 | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 5.148%, (US0001M + 5.000%), 07/25/2025 | 1,005,131 | 0.0 | |
1,508,624 | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.698%, (US0001M + 5.550%), 04/25/2028 | 1,553,990 | 0.1 | |
3,689,181 | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 4.448%, (US0001M + 4.300%), 02/25/2025 | 3,764,269 | 0.2 | |
3,454,311 | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.398%, (US0001M + 4.250%), 01/25/2029 | 3,592,355 | 0.1 | |
3,969,909 | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.598%, (US0001M + 4.450%), 01/25/2029 | 4,110,073 | 0.2 | |
5,964,608 | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.498%, (US0001M + 4.350%), 05/25/2029 | 6,187,295 | 0.3 | |
1,768,569 | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.698%, (US0001M + 3.550%), 07/25/2029 | 1,826,128 | 0.1 | |
3,712,402 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.798%, (US0001M + 3.650%), 09/25/2029 | 3,767,067 | 0.2 | |
7,807,366 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000%), 10/25/2029 | 7,800,842 | 0.3 | |
1,218,617 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.998%, (US0001M + 2.850%), 11/25/2029 | 1,214,969 | 0.1 | |
4,842,025 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 2.348%, (US0001M + 2.200%), 01/25/2030 | 4,794,809 | 0.2 | |
3,869,604 | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.798%, (US0001M + 2.650%), 02/25/2030 | 3,836,940 | 0.2 | |
3,159,102 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.548%, (US0001M + 2.400%), 05/28/2030 | 3,112,368 | 0.1 | |
3,955,616 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.648%, (US0001M + 2.500%), 05/25/2030 | 3,932,736 | 0.2 | |
3,753,651 | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.948%, (US0001M + 2.800%), 02/25/2030 | 3,760,723 | 0.2 | |
2,926,415 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.348%, (US0001M + 2.200%), 08/25/2030 | 2,843,770 | 0.1 | |
2,386,138 | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.298%, (US0001M + 2.150%), 10/25/2030 | 2,349,978 | 0.1 | |
5,756,943 | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.698%, (US0001M + 2.550%), 12/25/2030 | 5,679,879 | 0.2 | |
9,678,320 | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.498%, (US0001M + 2.350%), 01/25/2031 | 9,534,793 | 0.4 | |
4,320,075 | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.148%, (US0001M + 2.000%), 03/25/2031 | 4,259,776 | 0.2 | |
3,058,925 | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.248%, (US0001M + 2.100%), 03/25/2031 | 3,017,806 | 0.1 | |
6,278,500 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.398%, (US0001M + 2.250%), 07/25/2030 | 6,221,415 | 0.3 | |
4,326,295 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.448%, (US0001M + 2.300%), 08/25/2031 | 4,318,385 | 0.2 |
See Accompanying Notes to Financial Statements
101
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
2,150,768 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.248%, (US0001M + 2.100%), 06/25/2039 | 2,145,754 | 0.1 |
2,109,390 | (1) | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.298%, (US0001M + 2.150%), 09/25/2031 | 2,109,087 | 0.1 |
1,574,928 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.548%, (US0001M + 2.400%), 04/25/2031 | 1,572,706 | 0.1 |
3,761,739 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.598%, (US0001M + 2.450%), 07/25/2031 | 3,753,947 | 0.2 |
1,000,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R05 1B1, 4.248%, (US0001M + 4.100%), 07/25/2039 | 881,563 | 0.0 |
4,350,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.198%, (US0001M + 2.050%), 01/25/2040 | 4,286,934 | 0.2 |
1,800,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.798%, (US0001M + 3.650%), 02/25/2040 | 1,724,131 | 0.1 |
42 | Fannie Mae Connecticut Avenue Securities, 5.848%, (US0001M + 5.700%), 04/25/2028 | 44 | 0.0 | |
2,907,708 | Fannie Mae Connecticut Avenue Securities, 6.048%, (US0001M + 5.900%), 10/25/2028 | 3,082,279 | 0.1 | |
802,112 | (7) | Fannie Mae Interest Strip Series 346 6, 5.000%, 10/25/2033 | 137,024 | 0.0 |
127,128 | (7) | Fannie Mae REMIC Trust 2000-26 SP, 8.352%, (-1.000*US0001M + 8.500%), 08/25/2030 | 21,199 | 0.0 |
192,532 | (7) | Fannie Mae REMIC Trust 2002-13 SR, 6.452%, (-1.000*US0001M + 6.600%), 03/25/2032 | 34,952 | 0.0 |
109,036 | (7) | Fannie Mae REMIC Trust 2004-64 SW, 6.902%, (-1.000*US0001M + 7.050%), 08/25/2034 | 24,318 | 0.0 |
78,363 | (7) | Fannie Mae REMIC Trust 2004-66 SE, 6.352%, (-1.000*US0001M + 6.500%), 09/25/2034 | 15,609 | 0.0 |
419,884 | (7) | Fannie Mae REMIC Trust 2009-25 SN, 6.402%, (-1.000*US0001M + 6.550%), 04/25/2039 | 105,989 | 0.0 |
123,367 | (7) | Fannie Mae REMIC Trust 2012-146 LI, 4.500%, 10/25/2041 | 3,610 | 0.0 |
17,464,526 | (7) | Fannie Mae REMIC Trust 2012-66 IB, 0.050%, (-1.000*US0001M + 6.050%), 06/25/2042 | 29,995 | 0.0 |
762,297 | (7) | Fannie Mae REMIC Trust 2013-116 SC, 6.052%, (-1.000*US0001M + 6.200%), 04/25/2033 | 72,107 | 0.0 |
1,799,952 | (7) | Fannie Mae REMICS 2004-53 UC, 7.402%, (-1.000*US0001M + 7.550%), 07/25/2034 | 455,131 | 0.0 |
1,848,997 | (7) | Fannie Mae REMICS 2005-59 NS, 6.602%, (-1.000*US0001M + 6.750%), 05/25/2035 | 230,563 | 0.0 |
183,586 | Fannie Mae REMICS 2006-46 SP, 23.657%, (-3.667*US0001M + 24.200%), 06/25/2036 | 354,161 | 0.0 | |
6,246,212 | (7) | Fannie Mae REMICS 2007-22 SD, 6.252%, (-1.000*US0001M + 6.400%), 03/25/2037 | 1,498,818 | 0.1 |
4,856,743 | (7) | Fannie Mae REMICS 2007-30 IE, 6.592%, (-1.000*US0001M + 6.740%), 04/25/2037 | 1,325,678 | 0.1 |
3,356,475 | (7) | Fannie Mae REMICS 2007-55 S, 6.612%, (-1.000*US0001M + 6.760%), 06/25/2037 | 760,987 | 0.0 |
404,918 | (7) | Fannie Mae REMICS 2010-102 DI, 4.000%, 06/25/2029 | 5,958 | 0.0 |
5,680,536 | (7) | Fannie Mae REMICS 2011-123 SD, 6.452%, (-1.000*US0001M + 6.600%), 08/25/2039 | 418,828 | 0.0 |
425,457 | (7) | Fannie Mae REMICS 2011-48 HI, 4.000%, 10/25/2038 | 6,330 | 0.0 |
21,792,182 | (7) | Fannie Mae REMICS 2012-111 UI, 3.000%, 10/25/2027 | 1,420,364 | 0.1 |
1,827,934 | (7) | Fannie Mae REMICS 2012-121 DI, 2.500%, 11/25/2027 | 105,482 | 0.0 |
17,499,183 | (7) | Fannie Mae REMICS 2012-128 KI, 3.000%, 11/25/2027 | 1,132,111 | 0.1 |
4,084,322 | (7) | Fannie Mae REMICS 2012-148 IB, 3.500%, 01/25/2028 | 307,959 | 0.0 |
See Accompanying Notes to Financial Statements
102
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
6,127,064 | (7) | Fannie Mae REMICS 2012-150 PS, 6.002%, (-1.000*US0001M + 6.150%), 01/25/2043 | 1,239,136 | 0.1 |
17,616,107 | (7) | Fannie Mae REMICS 2013-1 LI, 2.500%, 02/25/2028 | 968,904 | 0.0 |
2,399,920 | (7) | Fannie Mae REMICS 2013-137 PI, 5.000%, 10/25/2041 | 334,746 | 0.0 |
17,763,928 | (7) | Fannie Mae REMICS 2013-19 JS, 6.052%, (-1.000*US0001M + 6.200%), 10/25/2041 | 2,144,843 | 0.1 |
2,077,838 | (7) | Fannie Mae REMICS 2013-2 NI, 4.000%, 02/25/2043 | 299,410 | 0.0 |
6,772,676 | (7) | Fannie Mae REMICS 2013-21 KI, 3.000%, 03/25/2028 | 437,071 | 0.0 |
7,884,542 | (7) | Fannie Mae REMICS 2013-32 EI, 2.500%, 04/25/2033 | 644,272 | 0.0 |
2,515,021 | (7) | Fannie Mae REMICS 2013-41 BI, 3.000%, 05/25/2028 | 169,812 | 0.0 |
2,317,684 | (7) | Fannie Mae REMICS 2013-69 PI, 3.000%, 04/25/2033 | 189,211 | 0.0 |
5,056,764 | (7) | Fannie Mae REMICS 2013-97 JS, 6.002%, (-1.000*US0001M + 6.150%), 04/25/2038 | 1,041,276 | 0.0 |
11,361,002 | (7) | Fannie Mae REMICS 2016-19 SB, 5.952%, (-1.000*US0001M + 6.100%), 04/25/2046 | 2,313,971 | 0.1 |
3,354,222 | (7) | Fannie Mae REMICS 2016-4 BI, 4.000%, 02/25/2046 | 578,317 | 0.0 |
2,294,796 | (7) | Fannie Mae REMICS 2016-61 PI, 4.500%, 01/25/2046 | 392,720 | 0.0 |
13,022,657 | (7) | Fannie Mae REMICS 2019-15 AI, 4.000%, 04/25/2059 | 2,622,884 | 0.1 |
26,709,183 | (7) | Fannie Mae REMICS 2019-17 SA, 5.952%, (-1.000*US0001M + 6.100%), 04/25/2049 | 5,634,815 | 0.2 |
25,685,805 | (7) | Fannie Mae REMICS 2019-8 SB, 5.952%, (-1.000*US0001M + 6.100%), 03/25/2049 | 5,295,850 | 0.2 |
553,052 | Fannie Mae Series 2006-11 FA, 0.448%, (US0001M + 0.300%), 03/25/2036 | 555,937 | 0.0 | |
81,072 | First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7, 6.000%, 02/25/2037 | 55,228 | 0.0 | |
800,000 | (1),(4) | Flagstar Mortgage Trust 2017-2 A7, 3.500%, 10/25/2047 | 831,457 | 0.0 |
660,142 | (1),(4) | Flagstar Mortgage Trust 2018-1 B3, 4.013%, 03/25/2048 | 674,843 | 0.0 |
4,753,715 | (1),(4) | Flagstar Mortgage Trust 2018-2 B2, 4.044%, 04/25/2048 | 4,942,895 | 0.2 |
2,967,367 | (1),(4) | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | 3,066,125 | 0.1 |
3,817,738 | (1),(4) | Flagstar Mortgage Trust 2018-4 B3, 4.279%, 07/25/2048 | 3,880,633 | 0.2 |
960,837 | (1),(4) | Flagstar Mortgage Trust 2018-5 B3, 4.530%, 09/25/2048 | 975,535 | 0.0 |
675,000 | (1),(4) | Flagstar Mortgage Trust 2018-6RR 1A7, 4.000%, 10/25/2048 | 695,773 | 0.0 |
3,636,368 | (1),(4) | Flagstar Mortgage Trust 2018-6RR B1, 4.995%, 10/25/2048 | 3,739,234 | 0.2 |
1,475,995 | (1),(4) | Flagstar Mortgage Trust 2019-2 B1, 4.135%, 12/25/2049 | 1,571,145 | 0.1 |
2,066,393 | (1),(4) | Flagstar Mortgage Trust 2019-2 B2, 4.135%, 12/25/2049 | 2,116,066 | 0.1 |
3,466,044 | (1),(4) | Flagstar Mortgage Trust 2020-1NV B2A, 4.332%, 03/25/2050 | 3,373,747 | 0.1 |
2,970,895 | (1),(4) | Flagstar Mortgage Trust 2020-1NV B3, 4.332%, 03/25/2050 | 2,864,035 | 0.1 |
1,477,953 | (7) | Freddie Mac 2009-70 PS, 6.602%, (-1.000*US0001M + 6.750%), 01/25/2037 | 382,590 | 0.0 |
211,928 | (7) | Freddie Mac 2524 SH, 7.348%, (-1.000*US0001M + 7.500%), 11/15/2032 | 23,447 | 0.0 |
400,608 | (7) | Freddie Mac 2525 SM, 7.848%, (-1.000*US0001M + 8.000%), 02/15/2032 | 101,409 | 0.0 |
387,275 | (7) | Freddie Mac 2981 CS, 6.568%, (-1.000*US0001M + 6.720%), 05/15/2035 | 77,932 | 0.0 |
236,955 | (7) | Freddie Mac 2989 HS, 6.998%, (-1.000*US0001M + 7.150%), 08/15/2034 | 113,738 | 0.0 |
205,241 | (7) | Freddie Mac 3018 SM, 7.048%, (-1.000*US0001M + 7.200%), 08/15/2035 | 50,924 | 0.0 |
2,120,364 | (7) | Freddie Mac 3222 SN, 6.448%, (-1.000*US0001M + 6.600%), 09/15/2036 | 465,371 | 0.0 |
373,538 | (4),(7) | Freddie Mac 324 144, 6.000%, 06/15/2039 | 83,955 | 0.0 |
764,879 | (7) | Freddie Mac 3523 SA, 5.848%, (-1.000*US0001M + 6.000%), 09/15/2036 | 156,241 | 0.0 |
641,020 | (7) | Freddie Mac 3582 MS, 5.998%, (-1.000*US0001M + 6.150%), 10/15/2039 | 144,342 | 0.0 |
986,547 | (7) | Freddie Mac 3688 BI, 5.000%, 07/15/2040 | 171,975 | 0.0 |
See Accompanying Notes to Financial Statements
103
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
4,097,765 | (7) | Freddie Mac 4186 IA, 3.000%, 03/15/2033 | 385,867 | 0.0 |
152,553 | (7) | Freddie Mac 4333 AI, 5.500%, 02/15/2044 | 25,085 | 0.0 |
8,008,600 | (7) | Freddie Mac 4813 IO, 5.500%, 08/15/2048 | 1,634,442 | 0.1 |
120,630 | (7) | Freddie Mac REMIC Trust 2266 S, 8.398%, (-1.000*US0001M + 8.550%), 11/15/2030 | 24,528 | 0.0 |
187,563 | (7) | Freddie Mac REMIC Trust 2374 S, 7.948%, (-1.000*US0001M + 8.100%), 06/15/2031 | 47,826 | 0.0 |
104,953 | (7) | Freddie Mac REMIC Trust 2417 SY, 8.248%, (-1.000*US0001M + 8.400%), 12/15/2031 | 29,276 | 0.0 |
204,851 | (7) | Freddie Mac REMIC Trust 2577 SA, 7.298%, (-1.000*US0001M + 7.450%), 02/15/2033 | 51,956 | 0.0 |
99,730 | (7) | Freddie Mac REMIC Trust 2981 SU, 7.648%, (-1.000*US0001M + 7.800%), 05/15/2030 | 22,901 | 0.0 |
167,386 | Freddie Mac REMIC Trust 3031 BP, 8.000%, (-6.723*US0001M + 44.975%), 08/15/2035 | 189,893 | 0.0 | |
679,954 | (7) | Freddie Mac REMIC Trust 3049 PI, 6.498%, (-1.000*US0001M + 6.650%), 10/15/2035 | 162,727 | 0.0 |
60,091 | Freddie Mac REMIC Trust 3085 SK, 64.171%, (-12.000*US0001M + 66.000%), 12/15/2035 | 196,354 | 0.0 | |
77,511 | (8) | Freddie Mac REMIC Trust 3151 PO, 0.000%, 05/15/2036 | 73,229 | 0.0 |
78,676 | (7) | Freddie Mac REMIC Trust 3590 PI, 6.000%, 07/15/2039 | 1,514 | 0.0 |
207,295 | (7) | Freddie Mac REMIC Trust 3624 TS, 4.648%, (-1.000*US0001M + 4.800%), 01/15/2040 | 33,731 | 0.0 |
289,511 | (7) | Freddie Mac REMIC Trust 4261 ID, 6.500%, 06/15/2032 | 39,820 | 0.0 |
974,894 | (7) | Freddie Mac REMIC Trust 4287 CI, 4.500%, 07/15/2041 | 111,055 | 0.0 |
1,908,869 | (7) | Freddie Mac REMICS 2781 SB, 6.998%, (-1.000*US0001M + 7.150%), 04/15/2034 | 448,709 | 0.0 |
542,573 | Freddie Mac REMICS 2921 PF, 0.502%, (US0001M + 0.350%), 01/15/2035 | 543,063 | 0.0 | |
4,534,338 | (7) | Freddie Mac REMICS 3128 JI, 6.478%, (-1.000*US0001M + 6.630%), 03/15/2036 | 1,147,382 | 0.1 |
2,028,261 | (7) | Freddie Mac REMICS 3298 S, 5.958%, (-1.000*US0001M + 6.110%), 04/15/2037 | 453,733 | 0.0 |
42,958 | (7) | Freddie Mac REMICS 3759 DI, 4.000%, 10/15/2029 | 148 | 0.0 |
184,816 | (7) | Freddie Mac REMICS 3763 AI, 3.500%, 06/15/2025 | 3,491 | 0.0 |
1,271,741 | (7) | Freddie Mac REMICS 3851 PI, 4.000%, 08/15/2038 | 10,411 | 0.0 |
5,369,549 | (7) | Freddie Mac REMICS 4097 IC, 2.500%, 08/15/2027 | 292,701 | 0.0 |
1,397,599 | (7) | Freddie Mac REMICS 4116 IL, 4.500%, 05/15/2042 | 220,176 | 0.0 |
17,484,966 | (7) | Freddie Mac REMICS 4120 TI, 2.500%, 10/15/2027 | 919,288 | 0.0 |
2,492,743 | (7) | Freddie Mac REMICS 4136 QI, 3.000%, 11/15/2032 | 162,721 | 0.0 |
1,870,043 | (7) | Freddie Mac REMICS 4143 IK, 4.000%, 10/15/2041 | 139,246 | 0.0 |
1,598,415 | (7) | Freddie Mac REMICS 4153 YI, 3.000%, 09/15/2042 | 85,687 | 0.0 |
3,406,405 | (7) | Freddie Mac REMICS 4157 IH, 3.500%, 01/15/2043 | 410,129 | 0.0 |
2,190,708 | (7) | Freddie Mac REMICS 4162 DI, 2.000%, 02/15/2028 | 97,882 | 0.0 |
8,604,692 | (7) | Freddie Mac REMICS 4182 IL, 3.000%, 03/15/2028 | 575,509 | 0.0 |
1,634,022 | (7) | Freddie Mac REMICS 4266 LI, 3.500%, 06/15/2028 | 80,806 | 0.0 |
42,047,390 | (7) | Freddie Mac REMICS 4273 PS, 5.948%, (-1.000*US0001M + 6.100%), 11/15/2043 | 8,777,048 | 0.4 |
3,452,804 | (7) | Freddie Mac REMICS 4290 EI, 5.000%, 12/15/2043 | 502,970 | 0.0 |
1,046,048 | Freddie Mac REMICS 4385 LS, 8.971%, (-2.333*US0001M + 9.333%), 07/15/2037 | 1,450,229 | 0.1 | |
3,696,028 | (7) | Freddie Mac REMICS 4494 LI, 5.000%, 12/15/2043 | 449,835 | 0.0 |
10,559,689 | (7) | Freddie Mac REMICS 4618 SA, 5.848%, (-1.000*US0001M + 6.000%), 09/15/2046 | 2,538,389 | 0.1 |
4,231,434 | Freddie Mac REMICS 4625 BI, 3.500%, 06/15/2046 | 383,946 | 0.0 |
See Accompanying Notes to Financial Statements
104
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
3,741,999 | (7) | Freddie Mac REMICS 4708 KI, 4.500%, 11/15/2046 | 510,760 | 0.0 |
47,044,644 | (7) | Freddie Mac REMICS 4903 NS, 5.948%, (-1.000*US0001M + 6.100%), 08/25/2049 | 9,123,819 | 0.4 |
23,092,715 | (7) | Freddie Mac REMICS 4909 SJ, 5.898%, (-1.000*US0001M + 6.050%), 09/25/2049 | 4,240,070 | 0.2 |
8,513,141 | (7) | Freddie Mac REMICS 4910 SD, 5.898%, (-1.000*US0001M + 6.050%), 06/15/2049 | 1,484,890 | 0.1 |
25,001,864 | (7) | Freddie Mac REMICS 4910 SH, 5.898%, (-1.000*US0001M + 6.050%), 09/25/2049 | 5,167,773 | 0.2 |
32,270,851 | (7) | Freddie Mac REMICS 4924 SY, 5.898%, (-1.000*US0001M + 6.050%), 10/25/2049 | 6,315,825 | 0.3 |
1,047,793 | Freddie Mac REMICS Trust 3740 FB, 0.652%, (US0001M + 0.500%), 10/15/2040 | 1,056,088 | 0.0 | |
2,000,000 | (1) | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.998%, (US0001M + 1.850%), 02/25/2050 | 1,957,667 | 0.1 |
2,500,000 | (1) | Freddie Mac STACR REMIC Trust 2020-DNA3 M2, 3.148%, (US0001M + 3.000%), 06/25/2050 | 2,519,929 | 0.1 |
6,600,000 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.048%, (US0001M + 1.900%), 01/25/2050 | 6,486,313 | 0.3 |
3,300,000 | (1) | Freddie Mac STACR Trust 2018-DNA2 M2, 2.298%, (US0001M + 2.150%), 12/25/2030 | 3,225,482 | 0.1 |
4,000,000 | (1) | Freddie Mac STACR Trust 2018-DNA3 M2, 2.248%, (US0001M + 2.100%), 09/25/2048 | 3,918,944 | 0.2 |
2,000,000 | (1) | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.448%, (US0001M + 2.300%), 10/25/2048 | 1,967,046 | 0.1 |
2,591,067 | (7) | Freddie Mac Strips 287 IO, 3.000%, 10/15/2027 | 163,754 | 0.0 |
1,325,937 | (7) | Freddie Mac Strips Series 224 IO, 6.000%, 03/01/2033 | 286,811 | 0.0 |
682,344 | (7) | Freddie Mac Strips Series 237 S23, 6.948%, (-1.000*US0001M + 7.100%), 05/15/2036 | 166,092 | 0.0 |
970,181 | (7) | Freddie Mac Strips Series 260 33, 4.000%, 05/15/2039 | 136,066 | 0.0 |
837,804 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.148%, (US0001M + 4.000%), 08/25/2024 | 857,281 | 0.0 | |
1,131,210 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.848%, (US0001M + 4.700%), 04/25/2028 | 1,181,357 | 0.1 | |
369,733 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3, 4.848%, (US0001M + 4.700%), 03/25/2028 | 383,606 | 0.0 | |
500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.998%, (US0001M + 3.850%), 03/25/2029 | 521,273 | 0.0 | |
2,756,967 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA1 M2, 3.398%, (US0001M + 3.250%), 07/25/2029 | 2,835,432 | 0.1 | |
7,910,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 3.598%, (US0001M + 3.450%), 10/25/2029 | 8,177,415 | 0.3 | |
2,750,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 2.648%, (US0001M + 2.500%), 03/25/2030 | 2,787,197 | 0.1 | |
7,561,049 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 3.698%, (US0001M + 3.550%), 08/25/2029 | 7,816,556 | 0.3 | |
5,194,826 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.798%, (US0001M + 2.650%), 12/25/2029 | 5,153,540 | 0.2 | |
3,015,645 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.498%, (US0001M + 2.350%), 04/25/2030 | 3,046,420 | 0.1 | |
871,995 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.948%, (US0001M + 1.800%), 07/25/2030 | 859,869 | 0.0 | |
2,624,892 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.448%, (US0001M + 2.300%), 09/25/2030 | 2,594,064 | 0.1 | |
4,965,487 | (1) | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.798%, (US0001M + 2.650%), 01/25/2049 | 4,939,552 | 0.2 |
See Accompanying Notes to Financial Statements
105
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
7,693,750 | (1) | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.198%, (US0001M + 2.050%), 04/25/2049 | 7,600,930 | 0.3 |
506,278 | (1),(4) | Galton Funding Mortgage Trust 2017-2 A21, 4.000%, 06/25/2059 | 520,055 | 0.0 |
1,633,939 | (1),(4) | Galton Funding Mortgage Trust 2018-2 B2, 4.750%, 10/25/2058 | 1,696,204 | 0.1 |
2,448,290 | (1),(4) | Galton Funding Mortgage Trust 2019-1 B1, 4.250%, 02/25/2059 | 2,505,367 | 0.1 |
1,963,112 | (1),(4) | Galton Funding Mortgage Trust 2019-1 B2, 4.500%, 02/25/2059 | 1,968,868 | 0.1 |
5,356,970 | (7) | Ginnie Mae 2007-59 SC, 6.344%, (-1.000*US0001M + 6.500%), 07/20/2037 | 1,220,887 | 0.1 |
200,345 | (7) | Ginnie Mae 2011-101 EI, 6.000%, (-19.355*US0001M + 109.161%), 10/16/2039 | 49,510 | 0.0 |
32,661,885 | (7) | Ginnie Mae 2013-130 SB, 4.893%, (-1.000*US0001M + 5.050%), 09/16/2043 | 5,522,521 | 0.2 |
473,046 | (7) | Ginnie Mae Series 2008-40 SA, 6.248%, (-1.000*US0001M + 6.400%), 05/16/2038 | 104,039 | 0.0 |
845,482 | (7) | Ginnie Mae Series 2009-116 SJ, 6.328%, (-1.000*US0001M + 6.480%), 12/16/2039 | 207,446 | 0.0 |
1,341,562 | (7) | Ginnie Mae Series 2010-143 JI, 4.000%, 08/16/2039 | 101,587 | 0.0 |
1,079,895 | (7) | Ginnie Mae Series 2010-143 PI, 4.000%, 11/16/2037 | 11,781 | 0.0 |
2,132,422 | (7) | Ginnie Mae Series 2010-4 IP, 5.000%, 01/16/2039 | 229,914 | 0.0 |
830,411 | (7) | Ginnie Mae Series 2010-4 SL, 6.248%, (-1.000*US0001M + 6.400%), 01/16/2040 | 188,649 | 0.0 |
182,643 | (7) | Ginnie Mae Series 2010-98 QS, 6.444%, (-1.000*US0001M + 6.600%), 01/20/2040 | 16,373 | 0.0 |
2,257,785 | (7) | Ginnie Mae Series 2011-101 BI, 0.650%, (-1.000*US0001M + 6.650%), 11/20/2037 | 51,655 | 0.0 |
2,750,000 | (7) | Ginnie Mae Series 2011-124 KI, 4.000%, 08/20/2039 | 256,392 | 0.0 |
675,035 | Ginnie Mae Series 2011-159 CI, 5.000%, 06/16/2040 | 12,159 | 0.0 | |
6,676,663 | (7) | Ginnie Mae Series 2011-25 AS, 5.904%, (-1.000*US0001M + 6.060%), 02/20/2041 | 1,400,141 | 0.1 |
3,629,049 | (7) | Ginnie Mae Series 2012-148 IP, 3.500%, 04/20/2041 | 253,369 | 0.0 |
38,401 | (7) | Ginnie Mae Series 2012-149 BI, 3.500%, 10/20/2041 | 2,626 | 0.0 |
3,348,276 | (7) | Ginnie Mae Series 2012-39 PI, 4.000%, 03/16/2042 | 424,378 | 0.0 |
3,098,655 | (7) | Ginnie Mae Series 2013-103 DS, 5.994%, (-1.000*US0001M + 6.150%), 07/20/2043 | 618,815 | 0.0 |
128,183 | (7) | Ginnie Mae Series 2013-134 DS, 5.944%, (-1.000*US0001M + 6.100%), 09/20/2043 | 25,223 | 0.0 |
298,444 | (7) | Ginnie Mae Series 2013-44 LI, 4.500%, 01/16/2043 | 45,160 | 0.0 |
1,586,501 | (7) | Ginnie Mae Series 2013-81 IO, 4.500%, 01/16/2040 | 143,368 | 0.0 |
4,405,714 | (7) | Ginnie Mae Series 2014-84 PI, 4.500%, 04/20/2043 | 507,624 | 0.0 |
4,433,841 | (7) | Ginnie Mae Series 2015-132 BI, 4.000%, 11/20/2044 | 460,368 | 0.0 |
27,847,743 | (7) | Ginnie Mae Series 2015-144 SA, 6.044%, (-1.000*US0001M + 6.200%), 10/20/2045 | 6,369,015 | 0.3 |
4,896,169 | (7) | Ginnie Mae Series 2015-69 IL, 0.200%, (-1.000*US0001M + 6.700%), 07/20/2034 | 35,596 | 0.0 |
286,929 | (7) | Ginnie Mae Series 2015-98 IU, 4.000%, 08/20/2044 | 40,814 | 0.0 |
843,187 | (7) | Ginnie Mae Series 2016-8 PI, 4.000%, 10/20/2044 | 88,213 | 0.0 |
9,984,217 | (7) | Ginnie Mae Series 2018-153 SQ, 6.044%, (-1.000*US0001M + 6.200%), 11/20/2048 | 2,125,527 | 0.1 |
29,672,016 | (7) | Ginnie Mae Series 2018-93 SJ, 6.044%, (-1.000*US0001M + 6.200%), 07/20/2048 | 4,581,994 | 0.2 |
803,997 | (7) | Ginnie Mae Series 2019-111 TI, 5.000%, 09/20/2049 | 108,733 | 0.0 |
182,724 | (7) | Ginnie Mae Series 2019-86 GI, 6.500%, 07/20/2049 | 33,142 | 0.0 |
1,223,413 | (7) | Ginnie Mae Series 2019-86 HI, 5.500%, 07/20/2049 | 187,821 | 0.0 |
21,166,184 | (7) | Ginnie Mae Series 2019-89 SC, 5.944%, (-1.000*US0001M + 6.100%), 07/20/2049 | 4,579,911 | 0.2 |
See Accompanying Notes to Financial Statements
106
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
1,296,586 | (1),(4) | GS Mortage-Backed Securities Trust 2020-PJ1 A1, 3.500%, 05/01/2050 | 1,322,807 | 0.1 |
2,059,284 | (1),(4) | GS Mortage-Backed Securities Trust 2020-PJ1 A4, 3.500%, 05/01/2050 | 2,149,260 | 0.1 |
1,700,000 | (1),(4) | GS Mortage-Backed Securities Trust 2020-PJ1 A8, 3.500%, 05/01/2050 | 1,785,777 | 0.1 |
3,731,978 | (1),(4) | GS Mortage-Backed Securities Trust 2020-PJ1 B3, 3.667%, 05/01/2050 | 3,644,698 | 0.2 |
482,708 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 A1, 4.000%, 08/25/2049 | 497,992 | 0.0 |
1,783,631 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ1 B3, 4.315%, 08/25/2049 | 1,905,182 | 0.1 |
750,892 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 775,409 | 0.0 |
3,926,347 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B2, 4.486%, 11/25/2049 | 4,291,250 | 0.2 |
3,914,985 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 B3, 4.486%, 11/25/2049 | 4,133,859 | 0.2 |
490,655 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B1, 4.096%, 03/25/2050 | 541,349 | 0.0 |
490,655 | (1),(4) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 B2, 4.096%, 03/25/2050 | 522,383 | 0.0 |
1,062,947 | (1),(4) | GS Mortgage-Backed Securities Trust 2020-NQM1 A3, 2.352%, 09/27/2060 | 1,067,921 | 0.0 |
475,327 | HarborView Mortgage Loan Trust 2006-14 2A1A, 0.306%, (US0001M + 0.150%), 01/25/2047 | 428,546 | 0.0 | |
554,226 | HarborView Mortgage Loan Trust 2007-5 A1A, 0.346%, (US0001M + 0.190%), 09/19/2037 | 517,270 | 0.0 | |
2,363 | HomeBanc Mortgage Trust 2004-1 2A, 1.008%, (US0001M + 0.860%), 08/25/2029 | 2,277 | 0.0 | |
11,483 | HomeBanc Mortgage Trust 2005-3 A2, 0.458%, (US0001M + 0.310%), 07/25/2035 | 11,532 | 0.0 | |
1,684,807 | (1),(4) | Homeward Opportunities Fund I Trust 2019-2 A3, 3.007%, 09/25/2059 | 1,704,349 | 0.1 |
79,841 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.358%, (US0001M + 0.210%), 04/25/2046 | 72,912 | 0.0 | |
803,693 | (1),(4) | J.P. Morgan Mortgage Trust 2019-2 A3, 4.000%, 08/25/2049 | 829,965 | 0.0 |
1,103,018 | (1),(4) | J.P. Morgan Mortgage Trust 2019-2 B1, 4.625%, 08/25/2049 | 1,221,791 | 0.1 |
2,672,510 | (1),(4) | J.P. Morgan Mortgage Trust 2019-2 B2, 4.625%, 08/25/2049 | 2,777,142 | 0.1 |
1,986,657 | (1),(4) | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | 2,045,511 | 0.1 |
2,335,677 | (1),(4) | J.P. Morgan Mortgage Trust 2019-LTV1 B1, 4.897%, 06/25/2049 | 2,558,042 | 0.1 |
1,849,077 | (1),(4) | J.P. Morgan Mortgage Trust 2019-LTV1 B2, 4.897%, 06/25/2049 | 1,954,536 | 0.1 |
2,053,030 | (4) | JP Morgan Mortgage Trust 2005-A4 B1, 3.254%, 07/25/2035 | 1,994,923 | 0.1 |
87,712 | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/2036 | 65,685 | 0.0 | |
201,816 | JP Morgan Mortgage Trust 2006-S2 1A18, 6.000%, 07/25/2036 | 157,231 | 0.0 | |
483,117 | JP Morgan Mortgage Trust 2006-S3 1A30, 6.500%, 08/25/2036 | 299,530 | 0.0 | |
784,352 | (1),(4) | JP Morgan Mortgage Trust 2014-5 B3, 2.946%, 10/25/2029 | 791,496 | 0.0 |
621,179 | (1),(4) | JP Morgan Mortgage Trust 2016-1 B3, 3.861%, 05/25/2046 | 636,931 | 0.0 |
2,095,000 | (1),(4) | JP Morgan Mortgage Trust 2016-1 B4, 3.861%, 05/25/2046 | 2,034,612 | 0.1 |
1,507,156 | (1),(4) | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | 1,555,499 | 0.1 |
919,009 | (1),(4) | JP Morgan Mortgage Trust 2017-1 B4, 3.509%, 01/25/2047 | 914,267 | 0.0 |
2,298,486 | (1),(4) | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | 2,368,306 | 0.1 |
1,492,592 | (1),(4) | JP Morgan Mortgage Trust 2017-3 B1, 3.803%, 08/25/2047 | 1,556,510 | 0.1 |
1,105,624 | (1),(4) | JP Morgan Mortgage Trust 2017-3 B2, 3.803%, 08/25/2047 | 1,135,127 | 0.1 |
500,000 | (1),(4) | JP Morgan Mortgage Trust 2017-4 A7, 3.500%, 11/25/2048 | 516,438 | 0.0 |
1,932,820 | (1),(4) | JP Morgan Mortgage Trust 2017-5 B1, 3.128%, 10/26/2048 | 1,882,151 | 0.1 |
566,204 | (1),(4) | JP Morgan Mortgage Trust 2017-6 B3, 3.813%, 12/25/2048 | 575,138 | 0.0 |
See Accompanying Notes to Financial Statements
107
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
1,591,977 | (1),(4) | JP Morgan Mortgage Trust 2017-6 B4, 3.813%, 12/25/2048 | 1,613,103 | 0.1 |
2,326,226 | (1),(4) | JP Morgan Mortgage Trust 2018-1 B2, 3.719%, 06/25/2048 | 2,379,136 | 0.1 |
3,787,476 | (1),(4) | JP Morgan Mortgage Trust 2018-3 B1, 3.751%, 09/25/2048 | 3,874,114 | 0.2 |
2,367,173 | (1),(4) | JP Morgan Mortgage Trust 2018-3 B3, 3.751%, 09/25/2048 | 2,385,627 | 0.1 |
475,126 | (1),(4) | JP Morgan Mortgage Trust 2018-4 B1, 3.752%, 10/25/2048 | 491,318 | 0.0 |
475,126 | (1),(4) | JP Morgan Mortgage Trust 2018-4 B2, 3.752%, 10/25/2048 | 489,361 | 0.0 |
1,913,184 | (1),(4) | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | 2,010,508 | 0.1 |
578,245 | (1),(4) | JP Morgan Mortgage Trust 2018-6 1A10, 3.500%, 12/25/2048 | 602,852 | 0.0 |
1,895,310 | (1),(4) | JP Morgan Mortgage Trust 2018-6C B2, 3.923%, 12/25/2048 | 2,022,014 | 0.1 |
1,489,314 | (1),(4) | JP Morgan Mortgage Trust 2018-8 A3, 4.000%, 01/25/2049 | 1,538,562 | 0.1 |
8,244,721 | (1),(4) | JP Morgan Mortgage Trust 2018-8 B1, 4.184%, 01/25/2049 | 8,547,483 | 0.3 |
3,842,350 | (1),(4) | JP Morgan Mortgage Trust 2018-8 B2, 4.184%, 01/25/2049 | 3,965,590 | 0.2 |
974,325 | (1),(4) | JP Morgan Mortgage Trust 2018-9 B2, 4.442%, 02/25/2049 | 1,052,075 | 0.0 |
1,921,745 | (1),(4) | JP Morgan Mortgage Trust 2018-9 B3, 4.442%, 02/25/2049 | 2,015,575 | 0.1 |
1,513,126 | (1),(4) | JP Morgan Mortgage Trust 2018-LTV1 B1, 4.776%, 04/25/2049 | 1,656,432 | 0.1 |
1,566,913 | (1),(4) | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | 1,619,784 | 0.1 |
1,037,480 | (1),(4) | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | 1,068,439 | 0.0 |
4,008,502 | (1),(4) | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | 4,179,768 | 0.2 |
2,929,276 | (1),(4) | JP Morgan Mortgage Trust 2019-5 B1, 4.492%, 11/25/2049 | 3,243,325 | 0.1 |
4,882,126 | (1),(4) | JP Morgan Mortgage Trust 2019-5 B2, 4.492%, 11/25/2049 | 5,320,116 | 0.2 |
950,170 | (1),(4) | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | 976,824 | 0.0 |
2,939,296 | (1),(4) | JP Morgan Mortgage Trust 2019-6 B1, 4.261%, 12/25/2049 | 3,167,997 | 0.1 |
6,368,474 | (1),(4) | JP Morgan Mortgage Trust 2019-6 B2, 4.261%, 12/25/2049 | 6,851,771 | 0.3 |
1,761,591 | (1),(4) | JP Morgan Mortgage Trust 2019-7 B2A, 3.182%, 02/25/2050 | 1,707,915 | 0.1 |
978,662 | (1),(4) | JP Morgan Mortgage Trust 2019-7 B3A, 3.432%, 12/31/2049 | 947,002 | 0.0 |
2,999,199 | (1),(4) | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | 3,129,622 | 0.1 |
3,143,081 | (1),(4) | JP Morgan Mortgage Trust 2019-8 B2A, 3.190%, 03/25/2050 | 3,268,856 | 0.1 |
982,213 | (1),(4) | JP Morgan Mortgage Trust 2019-8 B3A, 3.440%, 03/25/2050 | 1,001,026 | 0.0 |
3,912,218 | (1),(4) | JP Morgan Mortgage Trust 2019-INV1 B2, 5.094%, 10/25/2049 | 4,104,416 | 0.2 |
1,304,228 | (1),(4) | JP Morgan Mortgage Trust 2019-INV2 A15, 3.500%, 02/25/2050 | 1,340,645 | 0.1 |
4,148,753 | (1),(4) | JP Morgan Mortgage Trust 2019-INV3 B3, 4.513%, 05/25/2050 | 4,167,789 | 0.2 |
3,433,519 | (1),(4) | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 3,537,020 | 0.1 |
1,932,410 | (1),(4) | JP Morgan Mortgage Trust 2019-LTV2 B2, 4.797%, 12/25/2049 | 2,077,478 | 0.1 |
1,958,855 | (1),(4) | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.797%, 12/25/2049 | 2,040,629 | 0.1 |
2,750,764 | (1),(4) | JP Morgan Mortgage Trust 2019-LTV3 B2, 4.552%, 12/31/2049 | 2,918,104 | 0.1 |
6,402,853 | (1),(4) | JP Morgan Mortgage Trust 2019-LTV3 B3, 4.552%, 12/31/2049 | 6,566,825 | 0.3 |
1,673,706 | (1),(4) | JP Morgan Mortgage Trust 2020-2 A15, 3.500%, 07/25/2050 | 1,721,867 | 0.1 |
3,095,143 | (1),(4) | JP Morgan Mortgage Trust 2020-3 B2, 3.892%, 08/25/2050 | 3,307,969 | 0.1 |
4,975,201 | (1),(4) | JP Morgan Mortgage Trust 2020-4 B1, 3.745%, 11/25/2050 | 5,415,565 | 0.2 |
3,019,817 | (1),(4) | JP Morgan Mortgage Trust 2020-LTV1 A15, 3.500%, 06/25/2050 | 3,140,231 | 0.1 |
4,900,000 | (1),(4) | JP Morgan Mortgage Trust 2020-LTV1 A5, 3.500%, 06/25/2050 | 5,040,415 | 0.2 |
3,000,000 | (1),(4) | JP Morgan Mortgage Trust 2020-LTV2 A15, 3.000%, 11/25/2050 | 3,069,844 | 0.1 |
2,000,000 | (1),(4) | JP Morgan Mortgage Trust 2020-LTV2 B1, 4.233%, 11/25/2050 | 2,188,953 | 0.1 |
1,091,835 | (1),(4) | JP Morgan Trust 2015-3 B3, 3.670%, 05/25/2045 | 1,113,850 | 0.0 |
1,918,224 | (1),(4) | JP Morgan Trust 2015-3 B4, 3.670%, 05/25/2045 | 1,869,071 | 0.1 |
5,503,234,817 | (1),(7) | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | 3,629,383 | 0.1 |
See Accompanying Notes to Financial Statements
108
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
74,310 | Lehman XS Trust Series 2005-5N 1A2, 0.508%, (US0001M + 0.360%), 11/25/2035 | 63,701 | 0.0 | |
469,652 | (1),(4) | Mello Mortgage Capital Acceptance 2018-MTG2 A1, 4.461%, 10/25/2048 | 489,752 | 0.0 |
1,080,933 | (1),(4) | Mello Mortgage Capital Acceptance 2018-MTG2 B1, 4.461%, 10/25/2048 | 1,164,791 | 0.1 |
655,000 | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.948%, (US0001M + 1.800%), 09/25/2035 | 640,424 | 0.0 | |
1,216,684 | Morgan Stanley Mortgage Loan Trust 2006-9AR A2, 0.298%, (US0001M + 0.150%), 08/25/2036 | 511,526 | 0.0 | |
410,954 | (1),(4) | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | 439,945 | 0.0 |
1,400,000 | (1),(4) | New Residential Mortgage Loan Trust 2019-NQM2 M1, 4.267%, 04/25/2049 | 1,455,165 | 0.1 |
823,872 | (1),(4) | New Residential Mortgage Loan Trust 2019-NQM3 A3, 3.086%, 07/25/2049 | 834,816 | 0.0 |
1,446,267 | (1),(4) | OBX 2019-EXP1 1A3 Trust, 4.000%, 01/25/2059 | 1,503,945 | 0.1 |
644,677 | (1),(4) | OBX 2019-EXP2 1A3 Trust, 4.000%, 07/25/2059 | 674,893 | 0.0 |
1,012,960 | (1),(4) | OBX 2019-EXP3 1A9 Trust, 3.500%, 10/25/2059 | 1,037,300 | 0.0 |
2,012,637 | (1),(4) | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 2,077,677 | 0.1 |
1,168,916 | (1),(4) | OBX 2020-INV1 A21 Trust, 3.500%, 05/25/2049 | 1,207,609 | 0.1 |
28,736 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 26,483 | 0.0 | |
1,000,000 | (1),(4) | PSMC 2019-3 A12 Trust, 3.500%, 11/25/2049 | 1,050,925 | 0.0 |
3,777,735 | (1),(4) | RCKT Mortgage Trust 2019-1 B1A, 3.925%, 09/25/2049 | 3,840,355 | 0.2 |
2,452,782 | (1),(4) | RCKT Mortgage Trust 2019-1 B2A, 3.925%, 09/25/2049 | 2,350,703 | 0.1 |
3,118,778 | (1),(4) | RCKT Mortgage Trust 2020-1 A13, 3.000%, 02/25/2050 | 3,172,707 | 0.1 |
1,633,923 | (1),(4) | RCKT Mortgage Trust 2020-1 B2A, 3.533%, 02/25/2050 | 1,705,065 | 0.1 |
2,098,770 | (4) | Sequoia Mortgage Trust 2013-3 B3, 3.514%, 03/25/2043 | 2,108,044 | 0.1 |
398,274 | (1) | Sequoia Mortgage Trust 2013-9 B1, 3.500%, 07/25/2043 | 408,539 | 0.0 |
2,299,792 | (1) | Sequoia Mortgage Trust 2013-9 B2, 3.500%, 07/25/2043 | 2,328,338 | 0.1 |
1,311,063 | (1),(4) | Sequoia Mortgage Trust 2015-1 B1, 3.870%, 01/25/2045 | 1,354,925 | 0.1 |
1,575,022 | (1),(4) | Sequoia Mortgage Trust 2017-1 B2, 3.609%, 02/25/2047 | 1,650,706 | 0.1 |
1,188,872 | (1),(4) | Sequoia Mortgage Trust 2018-6 B1, 4.179%, 07/25/2048 | 1,236,951 | 0.1 |
759,653 | (1),(4) | Sequoia Mortgage Trust 2018-CH1 B1B, 4.478%, 02/25/2048 | 816,450 | 0.0 |
569,740 | (1),(4) | Sequoia Mortgage Trust 2018-CH1 B2B, 4.478%, 02/25/2048 | 600,919 | 0.0 |
3,400,000 | (1),(4) | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | 3,491,096 | 0.1 |
829,284 | (1),(4) | Sequoia Mortgage Trust 2019-1 A1, 4.000%, 02/25/2049 | 860,051 | 0.0 |
1,749,898 | (1),(4) | Sequoia Mortgage Trust 2019-2 B2, 4.237%, 06/25/2049 | 1,765,161 | 0.1 |
1,652,252 | (1),(4) | Sequoia Mortgage Trust 2019-2 B3, 4.237%, 06/25/2049 | 1,623,923 | 0.1 |
3,252,262 | (1),(4) | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | 3,336,211 | 0.1 |
4,433,148 | (1),(4) | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | 4,613,560 | 0.2 |
1,588,870 | (1),(4) | Sequoia Mortgage Trust 2019-5 A19, 3.500%, 12/25/2049 | 1,616,508 | 0.1 |
2,135,477 | (1),(4) | Sequoia Mortgage Trust 2019-5 B2, 3.770%, 12/25/2049 | 2,276,921 | 0.1 |
2,136,458 | (1),(4) | Sequoia Mortgage Trust 2019-5 B3, 3.770%, 12/25/2049 | 2,138,586 | 0.1 |
2,631,150 | (1),(4) | Sequoia Mortgage Trust 2019-CH1 B1B, 5.034%, 03/25/2049 | 2,814,779 | 0.1 |
973,419 | (1),(4) | Sequoia Mortgage Trust 2019-CH1 B2B, 5.034%, 03/25/2049 | 1,043,949 | 0.0 |
2,197,972 | (1),(4) | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | 2,269,538 | 0.1 |
600,000 | (1),(4) | Sequoia Mortgage Trust 2019-CH3 A13, 4.000%, 09/25/2049 | 624,733 | 0.0 |
1,964,695 | (1),(4) | Sequoia Mortgage Trust 2019-CH3 B1B, 4.534%, 09/25/2049 | 2,071,408 | 0.1 |
707,778 | (1),(4) | Sequoia Mortgage Trust 2020-1 A1, 3.500%, 02/25/2050 | 728,802 | 0.0 |
See Accompanying Notes to Financial Statements
109
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
3,184,999 | (1),(4) | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | 3,259,906 | 0.1 |
1,729,448 | (1),(4) | Sequoia Mortgage Trust 2020-2 A19, 3.500%, 03/25/2050 | 1,772,155 | 0.1 |
1,487,499 | (1),(4) | Sequoia Mortgage Trust 2020-2 B3, 3.663%, 03/25/2050 | 1,462,837 | 0.1 |
2,361,773 | (1),(4) | Shellpoint Co-Originator Trust 2017-2 B2, 3.708%, 10/25/2047 | 2,338,812 | 0.1 |
3,130,961 | (1),(4) | Shellpoint Co-Originator Trust 2017-2 B3, 3.708%, 10/25/2047 | 3,126,238 | 0.1 |
2,716,165 | (1),(4) | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | 2,755,944 | 0.1 |
62,382 | (4) | Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1, 3.204%, 03/25/2035 | 62,374 | 0.0 |
2,100,000 | (1),(4) | Verus Securitization Trust 2018-2 B1, 4.426%, 06/01/2058 | 2,189,814 | 0.1 |
3,000,000 | (1),(4) | Verus Securitization Trust 2018-3 M1, 4.595%, 10/25/2058 | 3,029,177 | 0.1 |
2,365,165 | (1),(4) | Verus Securitization Trust 2019-1 A2, 3.938%, 02/25/2059 | 2,396,039 | 0.1 |
2,951,756 | (1),(6) | Verus Securitization Trust 2019-3 A2, 2.938% (Step Rate @ 3.938% on 07/25/2023), 07/25/2059 | 3,006,140 | 0.1 |
3,179,568 | (1),(4) | Verus Securitization Trust 2019-INV2 A2, 3.117%, 07/25/2059 | 3,256,459 | 0.1 |
112,405 | (4) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.925%, 10/25/2036 | 106,811 | 0.0 |
229,849 | (4) | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.958%, 06/25/2034 | 229,824 | 0.0 |
1,422,225 | (4) | WaMu Mortgage Pass-Through Certificates Series 2004-AR7 A6, 2.869%, 07/25/2034 | 1,427,888 | 0.1 |
114,728,739 | (4),(7) | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 X Trust, 2.225%, 01/25/2045 | 3,614,644 | 0.1 |
256,551 | (4) | WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3, 3.017%, 09/25/2035 | 272,057 | 0.0 |
39,106,852 | (4),(7) | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 X Trust, 2.317%, 01/25/2045 | 2,330,381 | 0.1 |
18,270 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.555%, 10/25/2036 | 17,747 | 0.0 |
116,107 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3, 3.231%, 11/25/2036 | 113,873 | 0.0 |
446,210 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A4, 3.231%, 11/25/2036 | 437,624 | 0.0 |
64,261 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 3A1, 3.546%, 12/25/2036 | 60,201 | 0.0 |
61,468 | (4) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.140%, 08/25/2046 | 58,402 | 0.0 |
112,093 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.353%, 12/25/2036 | 111,062 | 0.0 |
538,442 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 1A1, 3.233%, 03/25/2037 | 492,612 | 0.0 |
11,485 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.181%, 04/25/2037 | 10,422 | 0.0 |
66,930 | (4) | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.073%, 07/25/2037 | 63,886 | 0.0 |
657,586 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A3, 1.048%, (US0001M + 0.900%), 11/25/2035 | 552,388 | 0.0 | |
697,333 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9, 6.000%, 11/25/2035 | 679,130 | 0.0 | |
670,216 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 640,640 | 0.0 | |
827,138 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 CB3, 5.500%, 07/25/2035 | 818,915 | 0.0 | |
160,590 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 162,556 | 0.0 |
See Accompanying Notes to Financial Statements
110
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
815,469 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 2CB2, 0.748%, (US0001M + 0.600%), 07/25/2036 | 423,719 | 0.0 | |
2,101,528 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 3A Trust, 1.959%, (12MTA + 0.940%), 07/25/2046 | 1,456,376 | 0.1 | |
899,098 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.979%, (12MTA + 0.960%), 08/25/2046 | 599,336 | 0.0 | |
38,292 | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.578%, (US0001M + 0.430%), 06/25/2037 | 30,714 | 0.0 | |
1,000,651 | (4) | Wells Fargo Mortgage Backed Securities 2006-AR12 1A1, 2.936%, 09/25/2036 | 933,996 | 0.0 |
175,237 | (4) | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 3.930%, 12/28/2037 | 163,531 | 0.0 |
3,209,222 | (1),(4) | Wells Fargo Mortgage Backed Securities 2018-1 B1, 3.688%, 07/25/2047 | 3,418,747 | 0.1 |
1,427,065 | (1),(4) | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.688%, 07/25/2047 | 1,425,529 | 0.1 |
1,576,656 | (1),(4) | Wells Fargo Mortgage Backed Securities 2019-4 B3 Trust, 3.569%, 09/25/2049 | 1,549,144 | 0.1 |
1,982,454 | (1),(4) | Wells Fargo Mortgage Backed Securities 2020-1 B3 Trust, 3.441%, 12/25/2049 | 1,969,350 | 0.1 |
3,567,994 | (1),(4) | Wells Fargo Mortgage Backed Securities 2020-2 B1 Trust, 3.302%, 12/25/2049 | 3,673,818 | 0.2 |
2,993,954 | (1),(4) | Wells Fargo Mortgage Backed Securities 2020-4 B2 Trust, 3.288%, 07/25/2050 | 3,129,503 | 0.1 |
709,555 | (1),(4) | WinWater Mortgage Loan Trust 2015-5 B4, 3.773%, 08/20/2045 | 734,778 | 0.0 |
Total Collateralized Mortgage Obligations | ||||
(Cost $730,528,492) | 750,876,090 | 30.0 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 19.6% | ||||
3,799,000 | (1),(4) | BAMLL Commercial Mortgage Securities Trust 2016-FR14 C, 1.269%, 02/27/2048 | 3,740,990 | 0.2 |
1,000,000 | (1),(4) | BAMLL RE-Remic Trust 2014-FRR8 A, 2.127%, 11/26/2047 | 908,422 | 0.0 |
3,670,000 | (1),(4) | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.990%, 05/27/2021 | 3,586,439 | 0.1 |
6,700,000 | (1) | BANK 2017-BNK4 E, 3.357%, 05/15/2050 | 3,937,292 | 0.2 |
5,320,000 | (1),(4),(7) | BANK 2017-BNK4 XE, 1.627%, 05/15/2050 | 427,026 | 0.0 |
4,380,000 | (1) | BANK 2017-BNK6 D, 3.100%, 07/15/2060 | 3,493,420 | 0.1 |
1,600,000 | (1),(4) | BANK 2017-BNK6 E, 2.786%, 07/15/2060 | 885,120 | 0.0 |
16,600,000 | (1),(4),(7) | BANK 2017-BNK6 XE, 1.500%, 07/15/2060 | 1,298,415 | 0.1 |
51,052,644 | (4),(7) | BANK 2019-BN17 XA, 1.187%, 04/15/2052 | 3,793,278 | 0.2 |
10,251,702 | (4),(7) | BANK 2019-BNK16 XA, 1.124%, 02/15/2052 | 662,497 | 0.0 |
29,329,650 | (4),(7) | Bank 2019-BNK19 XA, 1.095%, 08/15/2061 | 2,082,039 | 0.1 |
58,600,935 | (4),(7) | BANK 2019-BNK22 XA, 0.718%, 11/15/2062 | 2,800,152 | 0.1 |
4,590,000 | (1) | BANK 2020-BNK25 D, 2.500%, 01/15/2063 | 3,702,225 | 0.1 |
104,225,534 | (4),(7) | Benchmark 2018-B7 XA Mortgage Trust, 0.600%, 05/15/2053 | 2,880,450 | 0.1 |
53,188,601 | (4),(7) | BENCHMARK 2019-B10 XA Mortgage Trust, 1.392%, 03/15/2062 | 4,367,928 | 0.2 |
42,285,000 | (1),(4),(7) | BENCHMARK 2019-B10 XB Mortgage Trust, 1.062%, 03/15/2062 | 2,984,074 | 0.1 |
43,837,427 | (4),(7) | Benchmark 2019-B12 XA Mortgage Trust, 1.204%, 08/15/2052 | 2,990,331 | 0.1 |
3,090,000 | (1) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 2,694,837 | 0.1 |
7,330,000 | (1),(4),(7) | Benchmark 2019-B9 XD Mortgage Trust, 2.169%, 03/15/2052 | 1,054,039 | 0.0 |
2,440,000 | (1) | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 08/15/2053 | 2,460,209 | 0.1 |
1,330,000 | (1) | BHP Trust 2019-BXHP D, 1.924%, (US0001M + 1.771%), 08/15/2036 | 1,229,202 | 0.1 |
75,911,489 | (4),(7) | BMARK 2018-B4 XA, 0.687%, 07/15/2051 | 2,229,695 | 0.1 |
692,987 | (1) | BX Commercial Mortgage Trust 2019-XL E, 1.952%, (US0001M + 1.800%), 10/15/2036 | 690,843 | 0.0 |
See Accompanying Notes to Financial Statements
111
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
8,182,947 | (1) | BX Commercial Mortgage Trust 2019-XL G, 2.452%, (US0001M + 2.300%), 10/15/2036 | 8,081,497 | 0.3 |
9,535,697 | (1) | BX Commercial Mortgage Trust 2019-XL J, 2.802%, (US0001M + 2.650%), 10/15/2036 | 9,341,723 | 0.4 |
8,227,470 | (1) | BX Commercial Mortgage Trust 2020-BXLP G, 2.652%, (US0001M + 2.500%), 12/15/2029 | 8,148,055 | 0.3 |
1,650,000 | (1) | BX Trust 2019-MMP E, 2.052%, (US0001M + 1.900%), 08/15/2036 | 1,558,001 | 0.1 |
3,710,000 | (1),(4) | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | 3,455,700 | 0.1 |
2,300,000 | (1) | BXMT 2017-FL1 B Ltd., 1.651%, (US0001M + 1.500%), 06/15/2035 | 2,288,566 | 0.1 |
2,210,000 | (1) | BXMT 2020-FL2 B Ltd., 1.551%, (US0001M + 1.400%), 02/16/2037 | 2,161,830 | 0.1 |
4,990,000 | (1),(4) | CALI Mortgage Trust 2019-101C E, 4.469%, 03/10/2039 | 5,147,846 | 0.2 |
92,226,917 | (4),(7) | Cantor Commercial Real Estate Lending 2019-CF1 XA, 1.302%, 05/15/2052 | 6,873,211 | 0.3 |
40,535,744 | (4),(7) | Cantor Commercial Real Estate Lending 2019-CF2 XA, 1.376%, 11/15/2052 | 3,382,477 | 0.1 |
8,061,465 | (4),(7) | CD 2016-CD1 Mortgage Trust XA, 1.527%, 08/10/2049 | 496,117 | 0.0 |
14,660,000 | (1),(4),(7) | CD 2016-CD1 Mortgage Trust XB, 0.810%, 08/10/2049 | 556,161 | 0.0 |
2,140,256 | (1),(4) | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.292%, 04/15/2044 | 2,008,919 | 0.1 |
5,060,000 | (1) | CGDB Commercial Mortgage Trust 2019-MOB E, 2.152%, (US0001M + 2.000%), 11/15/2036 | 4,993,183 | 0.2 |
4,640,000 | (1) | CGDB Commercial Mortgage Trust 2019-MOB F, 2.702%, (US0001M + 2.550%), 11/15/2036 | 4,556,108 | 0.2 |
1,000,000 | (1),(4) | Citigroup Commercial Mortgage Trust 2013-GC17 D, 5.261%, 11/10/2046 | 837,723 | 0.0 |
4,126,000 | (1),(4) | Citigroup Commercial Mortgage Trust 2014-GC19 E, 4.762%, 03/10/2047 | 2,984,274 | 0.1 |
6,030,000 | (1),(4) | Citigroup Commercial Mortgage Trust 2014-GC19 F, 3.665%, 03/10/2047 | 3,340,220 | 0.1 |
2,130,000 | (1) | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.594%, 08/10/2049 | 1,282,192 | 0.1 |
12,040,000 | (1),(4) | Citigroup Commercial Mortgage Trust 2016-P4 E, 4.879%, 07/10/2049 | 7,458,774 | 0.3 |
5,790,000 | (1),(4) | Citigroup Commercial Mortgage Trust 2016-P4 F, 4.879%, 07/10/2049 | 3,044,777 | 0.1 |
3,080,000 | (1) | Citigroup Commercial Mortgage Trust 2016-P5 D, 3.000%, 10/10/2049 | 2,209,359 | 0.1 |
27,475,542 | (4),(7) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.248%, 10/12/2050 | 1,396,098 | 0.1 |
33,991,688 | (4),(7) | Citigroup Commercial Mortgage Trust 2019-C7 XA, 1.006%, 12/15/2072 | 2,244,988 | 0.1 |
40,906,626 | (4),(7) | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.188%, 08/10/2056 | 2,960,106 | 0.1 |
3,000,000 | (4) | COMM 2012-CCRE2 C Mortgage Trust, 4.992%, 08/15/2045 | 2,923,872 | 0.1 |
10,851,295 | (4),(7) | COMM 2012-CR3 XA, 2.008%, 10/15/2045 | 290,120 | 0.0 |
853,638 | (4),(7) | COMM 2012-CR4 XA, 1.843%, 10/15/2045 | 21,347 | 0.0 |
6,807,054 | (1),(4),(7) | COMM 2012-LTRT XA, 1.038%, 10/05/2030 | 86,780 | 0.0 |
1,670,000 | (1),(4) | COMM 2013-CR10 E Mortgage Trust, 4.949%, 08/10/2046 | 1,424,802 | 0.1 |
3,460,000 | (1),(4) | COMM 2013-CR10 F Mortgage Trust, 4.949%, 08/10/2046 | 2,833,241 | 0.1 |
8,380,000 | (1),(4) | COMM 2013-GAM F, 3.531%, 02/10/2028 | 5,916,484 | 0.2 |
2,200,000 | (1),(4) | COMM 2013-LC6 D Mortgage Trust, 4.462%, 01/10/2046 | 1,683,469 | 0.1 |
11,060,000 | (1),(4) | COMM 2014-LC15 D Mortgage Trust, 5.150%, 04/10/2047 | 9,119,696 | 0.4 |
10,995,494 | (4),(7) | COMM 2016-COR1 XA, 1.567%, 10/10/2049 | 626,633 | 0.0 |
2,660,601 | (4),(7) | COMM 2016-CR28 XA, 0.770%, 02/10/2049 | 71,327 | 0.0 |
21,363,753 | (4),(7) | COMM 2017-COR2 XA, 1.318%, 09/10/2050 | 1,349,140 | 0.1 |
3,500,000 | (1),(4) | COMM 2020-CBM F Mortgage Trust, 3.754%, 11/13/2039 | 2,856,318 | 0.1 |
3,840,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 2.802%, (US0001M + 2.650%), 05/15/2036 | 3,782,953 | 0.2 |
See Accompanying Notes to Financial Statements
112
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
1,430,000 | (4) | Csail 2015-C2 C Commercial Mortgage Trust, 4.330%, 06/15/2057 | 1,145,054 | 0.0 |
2,760,000 | (1) | CSWF 2018-TOP F, 2.902%, (US0001M + 2.750%), 08/15/2035 | 2,510,564 | 0.1 |
4,800,000 | (1),(4) | DBJPM 16-C3 F Mortgage Trust, 4.382%, 08/10/2049 | 2,554,318 | 0.1 |
2,314,968 | (1),(4) | DBUBS 2011-LC1A F Mortgage Trust, 5.790%, 11/10/2046 | 2,242,723 | 0.1 |
6,080,000 | (1),(4) | DBUBS 2011-LC2 E Mortgage Trust, 5.670%, 07/10/2044 | 4,669,938 | 0.2 |
4,500,000 | (1) | DBUBS 2011-LC2A F Mortgage Trust, 3.805%, (US0001M + 3.650%), 07/10/2044 | 3,222,799 | 0.1 |
8,095,000 | (1),(4) | DBUBS 2011-LC2A D, 5.670%, 07/10/2044 | 7,476,696 | 0.3 |
2,300,000 | (1),(4) | DBUBS 2017-BRBK E Mortgage Trust, 3.648%, 10/10/2034 | 2,338,904 | 0.1 |
5,000,000 | (1) | DBWF 2018-GLKS D Mortgage Trust, 2.556%, (US0001M + 2.400%), 11/19/2035 | 4,608,925 | 0.2 |
4,160,000 | (1) | Exantas Capital Corp. 2019-RSO7 D Ltd., 2.851%, (US0001M + 2.700%), 04/15/2036 | 3,866,232 | 0.2 |
1,570,000 | (1),(4) | Fontainebleau Miami Beach Trust 2019-FBLU F, 4.095%, 12/10/2036 | 1,438,599 | 0.1 |
20,181,898 | (4),(7) | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.700%, 04/25/2030 | 2,588,419 | 0.1 |
8,937,711 | (4),(7) | Freddie Mac Multifamily Structured Pass Through Certificates K715 X3, 2.097%, 02/25/2041 | 80,312 | 0.0 |
620,717 | (1),(7) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 505 | 0.0 |
203,197,429 | (1),(7) | FREMF Mortgage Trust 2014-K714 X2B, 0.100%, 01/25/2047 | 3,556 | 0.0 |
2,000,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR F, 2.252%, (US0001M + 2.100%), 07/15/2035 | 1,711,855 | 0.1 |
4,230,000 | (1) | GS Mortgage Securities Corp. Trust 2019-70P E, 2.352%, (US0001M + 2.200%), 10/15/2036 | 3,892,489 | 0.2 |
3,080,000 | (4) | GS Mortgage Securities Trust 2012-GCJ7 C, 5.894%, 05/10/2045 | 3,008,770 | 0.1 |
15,518,000 | (1),(4) | GS Mortgage Securities Trust 2012-GCJ7 E, 5.000%, 05/10/2045 | 10,627,834 | 0.4 |
1,330,000 | (1) | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | 638,709 | 0.0 |
15,400,040 | (4),(7) | GS Mortgage Securities Trust 2019-GC38 XA, 1.123%, 02/10/2052 | 1,033,170 | 0.0 |
4,830,000 | (1),(4) | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | 4,563,904 | 0.2 |
3,710,000 | (1),(4) | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | 3,361,435 | 0.1 |
41,064,936 | (4),(7) | GS Mortgage Securities Trust 2019-GC40 XA, 1.230%, 07/10/2052 | 2,969,783 | 0.1 |
84,749,476 | (4),(7) | GS Mortgage Securities Trust 2019-GSA1 XA, 0.959%, 11/10/2052 | 5,368,464 | 0.2 |
4,460,000 | (1),(4) | GS Mortgage Securities Trust 2020-GC45 SWC, 3.219%, 12/13/2039 | 4,028,104 | 0.2 |
2,670,000 | (1),(4) | Hudson Yards 2019-55HY F Mortgage Trust, 3.041%, 12/10/2041 | 2,374,369 | 0.1 |
180,000 | (1),(4) | IMT Trust 2017-APTS EFX, 3.613%, 06/15/2034 | 169,284 | 0.0 |
5,910,000 | (1) | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT FFX, 5.542%, 07/05/2033 | 5,650,059 | 0.2 |
5,440,000 | (1) | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP E, 2.312%, (US0001M + 2.160%), 07/15/2036 | 5,131,189 | 0.2 |
1,800,000 | (1) | JP Morgan Chase Commercial Mortgage Securities Corp. 2019-BKWD E, 2.752%, (US0001M + 2.600%), 09/15/2029 | 1,609,079 | 0.1 |
6,150,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F, 3.873%, 07/15/2046 | 5,762,820 | 0.2 |
5,000,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 4,592,263 | 0.2 |
See Accompanying Notes to Financial Statements
113
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
2,845,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 D, 5.605%, 08/15/2046 | 2,383,266 | 0.1 |
5,147,013 | (4),(7) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.643%, 06/15/2045 | 59,947 | 0.0 |
2,000,000 | (4) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D, 4.248%, 12/15/2047 | 1,854,518 | 0.1 |
5,500,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E, 3.500%, 12/15/2047 | 4,344,503 | 0.2 |
3,630,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | 3,023,422 | 0.1 |
7,470,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F, 3.986%, 01/15/2046 | 5,184,745 | 0.2 |
23,710,094 | (4),(7) | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA, 1.091%, 07/15/2047 | 433,022 | 0.0 |
3,810,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | 3,455,590 | 0.1 |
3,640,000 | (1),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP F, 3.862%, 12/05/2038 | 2,864,915 | 0.1 |
1,000,000 | (1),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.373%, 11/15/2045 | 922,740 | 0.0 |
2,549,000 | (1),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.055%, 01/15/2047 | 2,259,264 | 0.1 |
9,560,000 | (1),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C17 E, 3.867%, 01/15/2047 | 7,106,439 | 0.3 |
2,200,000 | (1),(4) | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | 1,534,296 | 0.1 |
1,405,000 | (4) | JPMBB Commercial Mortgage Securities Trust 2014-C21 C, 4.813%, 08/15/2047 | 1,362,497 | 0.1 |
49,630,652 | (4),(7) | JPMBB Commercial Mortgage Securities Trust 2015-C27 XA, 1.305%, 02/15/2048 | 2,070,735 | 0.1 |
50,227,443 | (4),(7) | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.110%, 10/15/2048 | 1,670,093 | 0.1 |
3,760,000 | (1),(4) | JPMCC Re-REMIC Trust 2015-FRR2 AK36, 2.178%, 12/27/2046 | 3,734,355 | 0.2 |
21,354,652 | (4),(7) | JPMDB Commercial Mortgage Securities Trust 2017-C7 XA, 1.037%, 10/15/2050 | 996,190 | 0.0 |
49,445 | (4) | LB-UBS Commercial Mortgage Trust 2005-C3 F, 5.013%, 07/15/2040 | 49,344 | 0.0 |
12,715,462 | (1),(4),(7) | LSTAR Commercial Mortgage Trust 2017-5 X, 1.146%, 03/10/2050 | 410,770 | 0.0 |
6,737,000 | (1) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/2046 | 4,055,557 | 0.2 |
11,232,518 | (4),(7) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 XA, 1.125%, 11/15/2046 | 264,182 | 0.0 |
13,797,906 | (4),(7) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.150%, 12/15/2047 | 434,629 | 0.0 |
5,649,000 | (1) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 D, 3.389%, 10/15/2047 | 3,890,962 | 0.2 |
1,000,000 | (4) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.610%, 02/15/2048 | 1,016,047 | 0.0 |
5,390,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 D, 3.068%, 10/15/2048 | 4,743,050 | 0.2 | |
2,860,000 | (1) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 D, 3.060%, 10/15/2048 | 2,337,156 | 0.1 |
15,635,547 | (4),(7) | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 XA, 0.947%, 11/15/2052 | 674,350 | 0.0 |
5,970,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 K, 4.193%, 09/15/2047 | 3,636,197 | 0.1 |
4,268,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 L, 4.193%, 09/15/2047 | 1,493,501 | 0.1 |
4,220,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | 843,831 | 0.0 |
4,841,000 | (1),(4) | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | 3,754,681 | 0.2 |
25,660,000 | (1),(4),(7) | Morgan Stanley Capital I Trust 2018-L1 XD, 1.955%, 10/15/2051 | 3,153,835 | 0.1 |
See Accompanying Notes to Financial Statements
114
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
910,000 | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | 746,840 | 0.0 | |
38,343,062 | (4),(7) | Morgan Stanley Capital I, Inc. 2017-HR2 XA, 0.930%, 12/15/2050 | 1,757,316 | 0.1 |
2,370,000 | (1) | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | 2,348,518 | 0.1 |
4,450,000 | (1) | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | 4,255,037 | 0.2 |
13,000,000 | (1) | Prima Capital CRE Securitization 2019-7A D Ltd., 4.250%, 12/25/2050 | 11,988,668 | 0.5 |
790,000 | (1) | Prima Capital CRE Securitization 2019-RK1 CD Ltd., 3.500%, 04/15/2038 | 724,437 | 0.0 |
10,151,000 | (1) | Prima Capital CRE Securitization 2019-RK1 DD Ltd., 3.500%, 04/15/2038 | 8,832,384 | 0.4 |
4,470,000 | (1),(4) | Ready Capital Mortgage Trust 2019-5 D, 5.458%, 02/25/2052 | 4,114,212 | 0.2 |
5,310,000 | (1),(4) | ReadyCap Commercial Mortgage Trust 2018-4 D, 5.126%, 02/27/2051 | 3,768,836 | 0.2 |
3,411,000 | (1) | Shelter Growth CRE 2018-FL1 F Issuer Ltd., 6.652%, (US0001M + 6.500%), 01/15/2035 | 3,307,764 | 0.1 |
1,000,000 | (1),(4) | UBS Commercial Mortgage Trust 2017-C5, 4.459%, 11/15/2050 | 888,943 | 0.0 |
26,287,234 | (4),(7) | UBS Commercial Mortgage Trust 2019-C16 XA, 1.726%, 04/15/2052 | 2,649,304 | 0.1 |
1,900,000 | (1),(4) | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.620%, 12/10/2045 | 1,012,350 | 0.0 |
3,240,000 | (1),(4) | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.620%, 12/10/2045 | 1,451,393 | 0.1 |
1,616,500 | (1) | Wells Fargo Commercial Mortgage Trust 2010-C1 E, 4.000%, 11/15/2043 | 1,603,948 | 0.1 |
3,448,000 | (1) | Wells Fargo Commercial Mortgage Trust 2010-C1 F, 4.000%, 11/15/2043 | 3,411,271 | 0.1 |
6,535,000 | (1),(4) | Wells Fargo Commercial Mortgage Trust 2015-C30 D, 4.648%, 09/15/2058 | 6,585,234 | 0.3 |
8,329,649 | (1) | Wells Fargo Commercial Mortgage Trust 2015-C30 E, 3.250%, 09/15/2058 | 5,078,007 | 0.2 |
10,940,000 | (1) | Wells Fargo Commercial Mortgage Trust 2015-NXS3 D, 3.153%, 09/15/2057 | 9,745,787 | 0.4 |
78,780,000 | (4),(7) | Wells Fargo Commercial Mortgage Trust 2016-NXS6 XB, 0.628%, 11/15/2049 | 2,305,575 | 0.1 |
20,643,332 | (4),(7) | Wells Fargo Commercial Mortgage Trust 2017-C40 XA, 1.102%, 10/15/2050 | 978,467 | 0.0 |
2,152,078 | (1) | Wells Fargo Commercial Mortgage Trust 2018-BXI E, 2.309%, (US0001M + 2.157%), 12/15/2036 | 2,118,743 | 0.1 |
8,430,000 | (1) | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | 6,067,337 | 0.2 |
39,777,362 | (4),(7) | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.765%, 08/15/2052 | 4,361,536 | 0.2 |
364,419 | (1),(4),(7) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.956%, 08/15/2045 | 8,482 | 0.0 |
2,840,567 | (1),(4),(7) | WFRBS Commercial Mortgage Trust 2012-C9 XA, 2.043%, 11/15/2045 | 85,422 | 0.0 |
9,230,000 | (1),(4) | WFRBS Commercial Mortgage Trust 2013-C11 E, 4.398%, 03/15/2045 | 6,867,393 | 0.3 |
960,000 | (1),(4) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.398%, 03/15/2045 | 634,331 | 0.0 |
10,350,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | 8,016,285 | 0.3 |
5,950,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C12 F, 3.500%, 03/15/2048 | 4,430,122 | 0.2 |
4,548,998 | (1),(4),(7) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.335%, 03/15/2048 | 102,356 | 0.0 |
9,000,000 | (1),(4) | WFRBS Commercial Mortgage Trust 2013-C17 D, 5.207%, 12/15/2046 | 8,474,854 | 0.3 |
760,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C17 E, 3.500%, 12/15/2046 | 569,550 | 0.0 |
3,000,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C17 F, 3.500%, 12/15/2046 | 2,075,355 | 0.1 |
41,534,763 | (4),(7) | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 1.000%, 03/15/2046 | 667,613 | 0.0 |
See Accompanying Notes to Financial Statements
115
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
7,735,000 | (1),(4) | West Town Mall Trust 2017-KNOX E, 4.491%, 07/05/2030 | 7,117,387 | 0.3 |
1,500,000 | (1),(4) | WFLD 2014-MONT D Mortgage Trust, 3.880%, 08/10/2031 | 1,089,432 | 0.0 |
Total Commercial Mortgage-Backed Securities | ||||
(Cost $548,951,436) | 490,193,252 | 19.6 | ||
ASSET-BACKED SECURITIES: 13.4% | ||||
Automobile Asset-Backed Securities: 1.5% | ||||
1,075,000 | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | 1,142,997 | 0.0 | |
2,000,000 | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | 2,088,105 | 0.1 | |
2,800,000 | AmeriCredit Automobile Receivables Trust 2019-3 C, 2.320%, 07/18/2025 | 2,890,841 | 0.1 | |
2,450,000 | AmeriCredit Automobile Receivables Trust 2019-3 D, 2.580%, 09/18/2025 | 2,497,383 | 0.1 | |
4,400,000 | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | 4,438,493 | 0.2 | |
3,000,000 | Carmax Auto Owner Trust 2019-2 D, 3.410%, 10/15/2025 | 3,071,939 | 0.1 | |
2,500,000 | (1) | Santander Drive Auto Receivables Trust 2018-1 E, 4.370%, 05/15/2025 | 2,572,885 | 0.1 |
1,000,000 | Santander Drive Auto Receivables Trust 2018-2 D, 3.880%, 02/15/2024 | 1,035,807 | 0.0 | |
4,450,000 | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | 4,600,542 | 0.2 | |
2,250,000 | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | 2,298,913 | 0.1 | |
6,000,000 | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | 6,178,402 | 0.3 | |
850,000 | (1) | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | 872,148 | 0.0 |
3,800,000 | (1) | Tesla Auto Lease Trust 2019-A C, 2.680%, 01/20/2023 | 3,906,937 | 0.2 |
37,595,392 | 1.5 | |||
Home Equity Asset-Backed Securities: 0.4% | ||||
2,586,195 | (1),(4) | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | 2,559,331 | 0.1 |
431,277 | GSAA Home Equity Trust 2006-3 A3, 0.448%, (US0001M + 0.300%), 03/25/2036 | 297,508 | 0.0 | |
2,778,400 | (4) | GSAA Home Equity Trust 2006-4 4A3, 3.624%, 03/25/2036 | 2,194,051 | 0.1 |
1,020,685 | GSAA Home Equity Trust 2007-1 1A1, 0.228%, (US0001M + 0.080%), 02/25/2037 | 435,264 | 0.0 | |
1,085,581 | (4) | GSAA Trust 2006-7 AF2, 5.995%, 03/25/2046 | 672,574 | 0.0 |
1,093,787 | (4) | Morgan Stanley Mortgage Loan Trust 2007-10XS A2, 6.250%, 02/25/2037 | 741,986 | 0.0 |
597,322 | Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-1 2A4A, 0.608%, (US0001M + 0.230%), 02/25/2037 | 543,198 | 0.0 | |
3,792,554 | (4) | Renaissance Home Equity Loan Trust 2004-4 MF2, 5.318%, 02/25/2035 | 3,728,795 | 0.2 |
11,172,707 | 0.4 | |||
Other Asset-Backed Securities: 10.3% | ||||
2,598,174 | (1) | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | 2,392,027 | 0.1 |
3,187,722 | (1),(4) | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | 3,246,621 | 0.1 |
3,089,000 | (1) | Ajax Mortgage Loan Trust 2019-D A2, 3.500%, 09/25/2065 | 3,136,223 | 0.1 |
4,234,000 | (1) | Ajax Mortgage Loan Trust 2019-F A2, 3.500%, 09/25/2059 | 4,364,099 | 0.2 |
2,500,000 | (1) | AMMC CLO 16 Ltd. 2015-16A CR, 2.618%, (US0003M + 2.350%), 04/14/2029 | 2,466,220 | 0.1 |
2,000,000 | (1) | AMMC CLO XI Ltd. 2012-11A CR2, 2.168%, (US0003M + 1.900%), 04/30/2031 | 1,905,716 | 0.1 |
4,750,000 | (1) | Apidos CLO XI 2012-11A CRR, 2.773%, (US0003M + 2.500%), 10/17/2030 | 4,637,886 | 0.2 |
9,000,000 | (1) | Apidos CLO XXII 2015-22A BR, 2.222%, (US0003M + 1.950%), 04/20/2031 | 8,837,118 | 0.4 |
5,000,000 | (1) | Apidos CLO XXXIII 2020-33A B, 2.473%, (US0003M + 2.200%), 07/24/2031 | 5,016,250 | 0.2 |
1,650,000 | (1) | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | 1,538,003 | 0.1 |
See Accompanying Notes to Financial Statements
116
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
750,000 | (1) | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | 654,378 | 0.0 |
1,868,704 | (1) | Aqua Finance Trust 2019-A A, 3.140%, 07/16/2040 | 1,913,779 | 0.1 |
1,100,000 | (1) | Ares XLII Clo Ltd. 2017-42A C, 2.458%, (US0003M + 2.200%), 01/22/2028 | 1,081,098 | 0.0 |
750,000 | (1) | Atrium CDO Corp. 12A CR, 1.908%, (US0003M + 1.650%), 04/22/2027 | 728,452 | 0.0 |
2,500,000 | (1) | Atrium XIV LLC 14A A2BR, 2.304%, 08/23/2030 | 2,500,205 | 0.1 |
2,000,000 | (1) | Babson CLO Ltd. 2018-3A C, 2.172%, (US0003M + 1.900%), 07/20/2029 | 1,954,742 | 0.1 |
6,000,000 | (1) | Barings Clo Ltd. 2019-4A C, 3.075%, (US0003M + 2.800%), 01/15/2033 | 6,008,460 | 0.2 |
2,000,000 | (1) | Benefit Street Partners CLO V-B Ltd. 2018-5BA B, 2.422%, (US0003M + 2.150%), 04/20/2031 | 1,902,838 | 0.1 |
500,000 | (1) | Benefit Street Partners CLO VII Ltd. 2015-VIIA CR, 2.672%, (US0003M + 2.400%), 07/18/2027 | 473,483 | 0.0 |
1,000,000 | (1) | BlueMountain CLO 2013-2A CR, 2.208%, (US0003M + 1.950%), 10/22/2030 | 947,187 | 0.0 |
1,000,000 | (1) | BlueMountain CLO 2015-4 CR Ltd., 2.172%, (US0003M + 1.900%), 04/20/2030 | 945,718 | 0.0 |
3,750,000 | (1) | BlueMountain CLO XXV Ltd. 2019-25A C, 2.725%, (US0003M + 2.450%), 07/15/2032 | 3,657,847 | 0.2 |
250,000 | (1) | Bowman Park CLO Ltd. 2014-1A E, 5.656%, (US0003M + 5.400%), 11/23/2025 | 232,207 | 0.0 |
4,000,000 | (1) | Bristol Park CLO Ltd. 2016-1A CR, 2.225%, (US0003M + 1.950%), 04/15/2029 | 3,953,492 | 0.2 |
750,000 | (1) | Buttermilk Park CLO Ltd. 2018-1A C, 2.375%, (US0003M + 2.100%), 10/15/2031 | 732,850 | 0.0 |
1,500,000 | (1) | Carlyle Global Market Strategies CLO 2015-3A CR Ltd., 3.097%, (US0003M + 2.850%), 07/28/2028 | 1,401,246 | 0.1 |
1,500,000 | (1) | Carlyle US CLO 2016-4A BR Ltd., 2.372%, (US0003M + 2.100%), 10/20/2027 | 1,458,246 | 0.1 |
1,000,000 | (1) | Cent CLO C17A BR Ltd., 2.118%, (US0003M + 1.850%), 04/30/2031 | 968,024 | 0.0 |
1,500,000 | (1) | CIFC Funding 2013-IA BR Ltd., 2.671%, (US0003M + 2.400%), 07/16/2030 | 1,473,862 | 0.1 |
2,000,000 | (1) | Cifc Funding 2014-4RA B Ltd., 2.473%, (US0003M + 2.200%), 10/17/2030 | 1,957,636 | 0.1 |
6,250,000 | (1) | CIFC Funding 2017-2A C, 2.622%, (US0003M + 2.350%), 04/20/2030 | 6,146,969 | 0.2 |
1,100,000 | Countrywide Asset-Backed Certificates 2005-AB2 M1, 0.853%, (US0001M + 0.705%), 09/25/2035 | 1,067,502 | 0.0 | |
1,750,000 | (1) | Cumberland Park CLO Ltd. 2015-2A CR, 2.072%, (US0003M + 1.800%), 07/20/2028 | 1,736,595 | 0.1 |
841,500 | (1) | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | 919,905 | 0.0 |
445,500 | (1) | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | 475,067 | 0.0 |
576,000 | (1) | Domino's Pizza Master Issuer LLC 2015-1A A1II, 4.474%, 10/25/2045 | 611,994 | 0.0 |
1,069,750 | (1) | Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 1,158,002 | 0.1 |
3,063,375 | (1) | Domino's Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | 3,085,170 | 0.1 |
2,312,800 | (1) | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 2,456,836 | 0.1 |
3,523,375 | (1) | Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | 3,757,990 | 0.2 |
2,167,000 | (1) | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | 2,294,810 | 0.1 |
1,221,875 | (1) | Driven Brands Funding, LLC 2018-1A A2, 4.739%, 04/20/2048 | 1,290,513 | 0.1 |
2,750,000 | (1) | Dryden 30 Senior Loan Fund 2013-30A DR, 2.880%, (US0003M + 2.600%), 11/15/2028 | 2,471,142 | 0.1 |
1,750,000 | (1) | Dryden 55 CLO Ltd. 2018-55A C, 2.175%, (US0003M + 1.900%), 04/15/2031 | 1,704,059 | 0.1 |
1,150,000 | (1) | Dryden XXV Senior Loan Fund 2012-25A DRR, 3.275%, (US0003M + 3.000%), 10/15/2027 | 1,098,465 | 0.0 |
See Accompanying Notes to Financial Statements
117
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
3,061,863 | (1) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 3,089,720 | 0.1 |
750,000 | (1) | Galaxy XXII CLO Ltd. 2016-22A DR, 3.371%, (US0003M + 3.100%), 07/16/2028 | 716,167 | 0.0 |
930,394 | (1) | Helios Issuer, LLC 2018-1A A, 4.870%, 07/20/2048 | 1,005,519 | 0.0 |
3,383,260 | (1) | Helios Issuer, LLC 2018-1A B, 7.710%, 07/20/2048 | 3,263,188 | 0.1 |
1,000,000 | (1) | Invitation Homes 2018-SFR1 D Trust, 1.601%, (US0001M + 1.450%), 03/17/2037 | 1,001,817 | 0.0 |
4,500,000 | (1) | Jay Park CLO Ltd. 2016-1A BR, 2.272%, (US0003M + 2.000%), 10/20/2027 | 4,465,701 | 0.2 |
3,750,000 | (1) | Jersey Mike's Funding 2019-1A A2, 4.433%, 02/15/2050 | 4,013,022 | 0.2 |
1,000,000 | (1) | JG Wentworth XLII LLC 2018-2A B, 4.700%, 10/15/2077 | 1,109,656 | 0.0 |
1,350,000 | (1) | LCM XVIII L.P. 18A CR, 2.122%, (US0003M + 1.850%), 04/20/2031 | 1,278,931 | 0.1 |
1,000,000 | (1) | LCM XX L.P. 20A-CR, 2.222%, (US0003M + 1.950%), 10/20/2027 | 968,409 | 0.0 |
915,223 | (1) | LCSS Financing 2018-A A LLC, 4.700%, 12/15/2062 | 1,017,461 | 0.0 |
1,000,000 | (1) | Madison Park Funding XIII Ltd. 2014-13A CR2, 2.172%, (US0003M + 1.900%), 04/19/2030 | 971,623 | 0.0 |
2,500,000 | (1) | Madison Park Funding XIX Ltd. 2015-19A B1R2, 2.108%, (US0003M + 1.850%), 01/22/2028 | 2,476,557 | 0.1 |
6,000,000 | (1) | Madison Park Funding XXI Ltd. 2016-21A BR, 3.125%, (US0003M + 2.850%), 10/15/2032 | 5,933,010 | 0.2 |
1,000,000 | (1) | Magnetite VIII Ltd. 2014-8A CR2, 2.125%, (US0003M + 1.850%), 04/15/2031 | 974,447 | 0.0 |
802,135 | (1) | Marlette Funding Trust 2018-1A C, 3.690%, 03/15/2028 | 804,554 | 0.0 |
1,700,000 | (1) | Marlette Funding Trust 2018-4A C, 4.910%, 12/15/2028 | 1,715,095 | 0.1 |
1,700,000 | (1) | Marlette Funding Trust 2019-1A B, 3.940%, 04/16/2029 | 1,707,300 | 0.1 |
2,000,000 | (1) | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | 2,010,267 | 0.1 |
4,050,000 | (1) | Marlette Funding Trust 2019-3A C, 3.790%, 09/17/2029 | 4,010,842 | 0.2 |
1,950,000 | (1) | Marlette Funding Trust 2019-4A B, 2.950%, 12/17/2029 | 1,965,499 | 0.1 |
1,600,000 | (1) | Marlette Funding Trust 2020-1A C, 2.800%, 03/15/2030 | 1,609,963 | 0.1 |
2,475,259 | (1) | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | 2,605,774 | 0.1 |
903,843 | (1) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 957,328 | 0.0 |
2,207,553 | (1) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 2,261,759 | 0.1 |
2,041,623 | (1) | Mosaic Solar Loan Trust 2019-1A A, 4.370%, 12/21/2043 | 2,193,173 | 0.1 |
825,595 | (1) | Mosaic Solar Loan Trust 2019-2A A, 2.880%, 09/20/2040 | 875,971 | 0.0 |
1,629,143 | (1) | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | 1,721,417 | 0.1 |
3,500,000 | (1) | Neuberger Berman Loan Advisers CLO 24 Ltd. 2017-24A CR, 2.222%, (US0003M + 1.950%), 04/19/2030 | 3,433,790 | 0.1 |
2,300,000 | (1) | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.721%, (US0003M + 2.450%), 10/16/2032 | 2,299,984 | 0.1 |
700,000 | (1) | Ocean Trails CLO IV 2013-4A DR, 3.254%, (US0003M + 3.000%), 08/13/2025 | 657,135 | 0.0 |
2,450,000 | (1) | OCP CLO 2015-8 Ltd. 2015-8A BR, 2.123%, (US0003M + 1.850%), 04/17/2027 | 2,432,723 | 0.1 |
2,000,000 | (1) | Octagon Investment Partners 31 Ltd. 2017-1A C, 2.672%, (US0003M + 2.400%), 07/20/2030 | 1,954,588 | 0.1 |
2,250,000 | (1) | Octagon Investment Partners 32 Ltd. 2017-1A C, 2.525%, (US0003M + 2.250%), 07/15/2029 | 2,176,504 | 0.1 |
600,000 | (1) | Octagon Investment Partners 33 Ltd. 2017-1A B, 2.122%, (US0003M + 1.850%), 01/20/2031 | 574,846 | 0.0 |
3,250,000 | (1) | Octagon Investment Partners 48 Ltd. 2020-3A B, 3.951%, (US0003M + 1.850%), 10/20/2031 | 3,251,606 | 0.1 |
1,000,000 | (1) | Octagon Investment Partners XXIII Ltd. 2015-1A CR, 2.125%, (US0003M + 1.850%), 07/15/2027 | 975,309 | 0.0 |
See Accompanying Notes to Financial Statements
118
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
1,500,000 | (1) | OHA Credit Funding 3 Ltd. 2019-3A C, 2.722%, (US0003M + 2.450%), 07/20/2032 | 1,486,987 | 0.1 |
1,500,000 | (1) | Palmer Square Loan Funding 2018-1A D Ltd., 4.225%, (US0003M + 3.950%), 04/15/2026 | 1,383,966 | 0.1 |
1,000,000 | (1) | Palmer Square Loan Funding 2018-1A E Ltd., 6.175%, (US0003M + 5.900%), 04/15/2026 | 893,839 | 0.0 |
1,500,000 | (1),(9) | Palmer Square Loan Funding 2018-2A C Ltd., 2.225%, (US0003M + 1.950%), 07/15/2026 | 1,428,459 | 0.1 |
3,000,000 | (1) | Palmer Square Loan Funding 2018-4 D Ltd., 4.530%, (US0003M + 4.250%), 11/15/2026 | 2,686,740 | 0.1 |
505,562 | (4) | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.680%, 01/25/2036 | 513,048 | 0.0 |
2,431,625 | (1) | Primose Funding LLC 2019-1A A2, 4.475%, 07/30/2049 | 2,531,180 | 0.1 |
3,000,000 | (1) | Shackleton CLO Ltd. 2019-15A C, 3.075%, (US0003M + 2.800%), 01/15/2030 | 2,984,646 | 0.1 |
770,000 | (1),(4) | SoFi Consumer Loan Program 2017-1 B, 4.730%, 01/26/2026 | 778,308 | 0.0 |
1,985,000 | (1) | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | 2,013,543 | 0.1 |
2,050,000 | (1) | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | 2,087,435 | 0.1 |
3,000,000 | (1) | SoFi Consumer Loan Program 2018-4 D Trust, 4.760%, 11/26/2027 | 3,095,333 | 0.1 |
2,750,000 | (1) | SoFi Consumer Loan Program 2019-1 D Trust, 4.420%, 02/25/2028 | 2,798,498 | 0.1 |
3,000,000 | (1) | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | 3,079,344 | 0.1 |
4,000,000 | (1) | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | 4,109,044 | 0.2 |
2,000,000 | (1) | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | 1,976,790 | 0.1 |
600,000 | (1) | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | 591,940 | 0.0 |
2,100,000 | (1) | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | 2,100,694 | 0.1 |
1,200,000 | (1) | SoFi Consumer Loan Program 2020-1 D Trust, 2.940%, 01/25/2029 | 1,189,554 | 0.1 |
1,938,625 | (1) | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | 2,061,150 | 0.1 |
5,124,240 | (1) | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | 5,189,146 | 0.2 |
1,913,434 | (1) | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | 2,100,372 | 0.1 |
3,784,092 | (1) | Sunrun Atlas Issuer 2019-2 A LLC, 3.610%, 01/30/2055 | 3,979,854 | 0.2 |
1,200,000 | (1) | Symphony Credit Opportunities Fund Ltd. 2015-2A CR, 2.535%, (US0003M + 2.260%), 07/15/2028 | 1,200,068 | 0.1 |
1,080,750 | (1) | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 1,171,692 | 0.1 |
1,000,000 | (1) | TCI-Flatiron Clo 2017-1A C Ltd., 2.130%, (US0003M + 1.850%), 11/18/2030 | 978,819 | 0.0 |
4,000,000 | (1) | TES 2017-2A B LLC, 6.990%, 02/20/2048 | 3,261,854 | 0.1 |
3,450,000 | (1) | TES LLC 2017-1A B, 7.740%, 10/20/2047 | 3,167,874 | 0.1 |
2,000,000 | (1) | THL Credit Wind River 2014-1 CRR CLO Ltd., 2.222%, (US0003M + 1.950%), 07/18/2031 | 1,896,662 | 0.1 |
1,000,000 | (1) | THL Credit Wind River 2016-1A CR CLO Ltd., 2.375%, (US0003M + 2.100%), 07/15/2028 | 972,973 | 0.0 |
2,000,000 | (1),(4) | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | 2,178,688 | 0.1 |
2,500,000 | (1),(4) | Towd Point Mortgage Trust 2017-6 A2, 3.000%, 10/25/2057 | 2,669,708 | 0.1 |
1,500,000 | (1) | Upland CLO Ltd. 2016-1A BR, 2.122%, (US0003M + 1.850%), 04/20/2031 | 1,458,092 | 0.1 |
1,795,000 | (1) | Venture XX CLO Ltd. 2015-20A CR, 2.175%, (US0003M + 1.900%), 04/15/2027 | 1,728,603 | 0.1 |
2,771,625 | (1) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 2,868,216 | 0.1 |
972,500 | (1) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 1,024,908 | 0.0 |
3,323,500 | (1) | Wendy's Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | 3,542,498 | 0.1 |
See Accompanying Notes to Financial Statements
119
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
2,000,000 | (1) | West CLO 2014-2A BR Ltd., 2.021%, (US0003M + 1.750%), 01/16/2027 | 1,987,260 | 0.1 |
258,409,372 | 10.3 | |||
Student Loan Asset-Backed Securities: 1.2% | ||||
185,530 | (1) | Commonbond Student Loan Trust 2018-CGS C, 4.350%, 02/25/2046 | 188,798 | 0.0 |
3,907,168 | (1) | Commonbond Student Loan Trust 2019-A-GS A1, 2.540%, 01/25/2047 | 4,051,399 | 0.2 |
189,270 | (1) | Earnest Student Loan Program, LLC 2017-A C, 4.130%, 01/25/2041 | 190,998 | 0.0 |
843,681 | (1) | ELFI Graduate Loan Program 2018-A B LLC, 4.000%, 08/25/2042 | 875,593 | 0.0 |
2,150,000 | (1),(4) | ELFI Graduate Loan Program 2019-A B LLC, 2.940%, 03/25/2044 | 2,187,438 | 0.1 |
1,092,294 | (1) | Laurel Road Prime Student Loan Trust 2018-B BFX, 3.720%, 05/26/2043 | 1,099,206 | 0.1 |
4,000,000 | (1) | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 3,599,279 | 0.2 |
1,000,000 | (1) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 1,003,979 | 0.0 |
2,250,000 | (1),(4) | SoFi Professional Loan Program 2017-A B LLC, 3.440%, 03/26/2040 | 2,341,602 | 0.1 |
1,000,000 | (1),(4) | SoFi Professional Loan Program 2017-A C, 4.430%, 03/26/2040 | 1,051,186 | 0.0 |
1,000,000 | (1),(4) | SoFi Professional Loan Program 2017-C C, 4.210%, 07/25/2040 | 1,013,574 | 0.0 |
1,000,000 | (1) | SoFi Professional Loan Program 2017-E C LLC, 4.160%, 11/26/2040 | 1,050,902 | 0.0 |
1,000,000 | (1) | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | 1,071,315 | 0.1 |
2,000,000 | (1) | Sofi Professional Loan Program 2019-B BFX LLC, 3.730%, 08/17/2048 | 2,095,128 | 0.1 |
3,000,000 | (1) | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | 3,129,341 | 0.1 |
4,400,000 | (1) | SoFi Professional Loan Program 2020-B BFX Trust, 2.730%, 05/15/2046 | 4,391,312 | 0.2 |
29,341,050 | 1.2 | |||
Total Asset-Backed Securities | ||||
(Cost $335,214,697) | 336,518,521 | 13.4 | ||
SOVEREIGN BONDS: 3.9% | ||||
368,193 | (6) | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | 154,457 | 0.0 |
674,557 | (6) | Argentine Republic Government International Bond, 0.125% (Step Rate @ 1.125% on 07/09/2021), 07/09/2035 | 254,989 | 0.0 |
44,282 | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | 20,282 | 0.0 | |
BRL 26,000,000 | Brazil Notas do Tesouro Nacional Serie F, 10.000%, 01/01/2027 | 5,391,095 | 0.2 | |
1,700,000 | Brazilian Government International Bond, 3.875%, 06/12/2030 | 1,701,275 | 0.1 | |
475,000 | Brazilian Government International Bond, 6.000%, 04/07/2026 | 555,216 | 0.0 | |
2,700,000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 2,921,589 | 0.1 | |
COP 2,906,200,000 | Colombian TES, 7.750%, 09/18/2030 | 878,117 | 0.0 | |
EUR 1,875,000 | Croatia Government International Bond, 1.125%, 06/19/2029 | 2,239,861 | 0.1 | |
800,000 | Croatia Government International Bond, 5.500%, 04/04/2023 | 886,768 | 0.0 | |
2,825,000 | (1) | Dominican Republic International Bond, 4.500%, 01/30/2030 | 2,786,156 | 0.1 |
500,000 | (2) | Dominican Republic International Bond, 6.000%, 07/19/2028 | 539,280 | 0.0 |
1,725,000 | Dominican Republic International Bond, 6.875%, 01/29/2026 | 1,923,375 | 0.1 | |
56,700 | (1),(6) | Ecuador Government International Bond, 0.500% (Step Rate @ 5.000% on 07/31/2021), 07/31/2030 | 38,557 | 0.0 |
148,590 | (1),(6) | Ecuador Government International Bond, 0.500% (Step Rate @ 1.000% on 07/31/2021), 07/31/2035 | 82,840 | 0.0 |
See Accompanying Notes to Financial Statements
120
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
68,100 | (1),(6) | Ecuador Government International Bond, 0.500% (Step Rate @ 0.500% on 07/31/2021), 07/31/2040 | 34,305 | 0.0 |
12,174 | (1),(10) | Ecuador Government International Bond, 7.850%, 07/31/2030 | 5,707 | 0.0 |
1,700,000 | (2) | Egypt Government International Bond, 5.875%, 06/11/2025 | 1,748,083 | 0.1 |
1,900,000 | Egypt Government International Bond, 6.588%, 02/21/2028 | 1,883,736 | 0.1 | |
4,200,000 | Egypt Government International Bond, 7.500%, 01/31/2027 | 4,425,288 | 0.2 | |
3,200,000 | (1) | Egypt Government International Bond, 7.625%, 05/29/2032 | 3,137,424 | 0.1 |
1,400,000 | (1) | Export-Import Bank of India, 3.250%, 01/15/2030 | 1,415,712 | 0.1 |
440,000 | (1) | Gabon Government International Bond, 6.625%, 02/06/2031 | 394,675 | 0.0 |
4,525,000 | (1) | Ghana Government International Bond, 6.375%, 02/11/2027 | 4,089,405 | 0.2 |
2,100,000 | Indonesia Government International Bond, 2.850%, 02/14/2030 | 2,210,788 | 0.1 | |
IDR 32,649,000,000 | Indonesia Treasury Bond, 8.375%, 04/15/2039 | 2,345,989 | 0.1 | |
IDR 52,304,000,000 | Indonesia Treasury Bond, 8.750%, 05/15/2031 | 3,938,618 | 0.2 | |
1,265,750 | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 1,176,945 | 0.1 | |
1,275,000 | (1) | Jordan Government International Bond, 5.850%, 07/07/2030 | 1,241,079 | 0.1 |
650,000 | Jordan Government International Bond, 6.125%, 01/29/2026 | 667,863 | 0.0 | |
1,350,000 | (1) | Kenya Government International Bond, 7.000%, 05/22/2027 | 1,330,088 | 0.1 |
500,000 | (1) | KSA Sukuk Ltd., 3.628%, 04/20/2027 | 554,250 | 0.0 |
1,200,000 | Mexico Government International Bond, 3.250%, 04/16/2030 | 1,227,612 | 0.1 | |
1,600,000 | Mexico Government International Bond, 4.500%, 04/22/2029 | 1,794,200 | 0.1 | |
450,000 | Nigeria Government International Bond, 6.500%, 11/28/2027 | 429,966 | 0.0 | |
600,000 | Oman Government International Bond, 6.000%, 08/01/2029 | 554,708 | 0.0 | |
600,000 | Panama Government International Bond, 3.160%, 01/23/2030 | 653,625 | 0.0 | |
500,000 | Panama Government International Bond, 9.375%, 04/01/2029 | 769,905 | 0.0 | |
PEN 9,681,000 | Peru Government Bond, 6.850%, 02/12/2042 | 3,120,071 | 0.1 | |
PEN 6,498,000 | Peru Government Bond, 6.900%, 08/12/2037 | 2,153,530 | 0.1 | |
3,000,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 2.800%, 06/23/2030 | 3,093,150 | 0.1 |
750,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | 844,965 | 0.0 |
1,800,000 | (1) | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | 2,082,168 | 0.1 |
700,000 | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | 654,592 | 0.0 | |
5,750,000 | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 5,500,605 | 0.2 | |
RON 7,520,000 | Romania Government Bond, 3.250%, 04/29/2024 | 1,816,060 | 0.1 | |
RON 16,000,000 | Romania Government Bond, 5.800%, 07/26/2027 | 4,418,301 | 0.2 | |
1,360,000 | (1) | Romanian Government International Bond, 3.000%, 02/14/2031 | 1,399,100 | 0.1 |
800,000 | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | 919,398 | 0.0 | |
500,000 | Saudi Government International Bond, 3.625%, 03/04/2028 | 555,065 | 0.0 | |
2,000,000 | Saudi Government International Bond, 4.500%, 04/17/2030 | 2,395,864 | 0.1 | |
1,300,000 | South Africa Government International Bond, 5.875%, 09/16/2025 | 1,394,510 | 0.1 | |
950,000 | (2) | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | 703,000 | 0.0 |
3,075,000 | Turkey Government International Bond, 4.875%, 10/09/2026 | 2,820,882 | 0.1 | |
1,100,000 | Turkey Government International Bond, 5.600%, 11/14/2024 | 1,069,190 | 0.0 | |
375,000 | Turkey Government International Bond, 5.750%, 03/22/2024 | 369,384 | 0.0 | |
550,000 | Turkey Government International Bond, 7.375%, 02/05/2025 | 569,976 | 0.0 | |
450,000 | Ukraine Government International Bond, 7.375%, 09/25/2032 | 423,997 | 0.0 | |
975,000 | Ukraine Government International Bond, 7.750%, 09/01/2023 | 994,330 | 0.0 |
See Accompanying Notes to Financial Statements
121
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
4,550,000 | Ukraine Government International Bond, 7.750%, 09/01/2025 | 4,574,775 | 0.2 | |
Total Sovereign Bonds | ||||
(Cost $99,369,146) | 98,276,741 | 3.9 | ||
BANK LOANS: 10.5% | ||||
Aerospace & Defense: 0.2% | ||||
821,715 | AI Convoy (Luxembourg) S.A.R.L USD Term Loan B, 4.650%, (US0006M + 3.500%), 01/17/2027 | 815,552 | 0.0 | |
1,142,236 | Amentum Government Services Holdings LLC Term Loan B, 3.647%, (US0001M + 3.500%), 02/01/2027 | 1,132,242 | 0.1 | |
1,808,870 | American Airlines, Inc. 2018 Term Loan B, 1.895%, (US0001M + 1.750%), 06/27/2025 | 1,125,016 | 0.0 | |
194,513 | Delta Air Lines, Inc. 2020 Term Loan B, 5.750%, (US0003M + 4.750%), 04/29/2023 | 194,490 | 0.0 | |
1,005,763 | KBR, Inc. 2020 Term Loan B, 2.897%, (US0001M + 2.750%), 02/05/2027 | 996,962 | 0.0 | |
1,169,340 | Maxar Technologies Ltd. Term Loan B, 2.900%, (US0001M + 2.750%), 10/04/2024 | 1,129,582 | 0.1 | |
353,154 | Science Applications International Corporation 2020 Incremental Term Loan B, 2.397%, (US0001M + 2.250%), 03/12/2027 | 349,255 | 0.0 | |
247,503 | TransDigm, Inc. 2020 Term Loan E, 2.397%, (US0001M + 2.250%), 05/30/2025 | 234,578 | 0.0 | |
5,977,677 | 0.2 | |||
Auto Components: 0.1% | ||||
259,350 | Broadstreet Partners, Inc. 2020 Incremental Term Loan B, 4.750%, (US0001M + 3.750%), 01/27/2027 | 253,434 | 0.0 | |
1,012,444 | Broadstreet Partners, Inc. 2020 Term Loan B, 3.397%, (US0001M + 3.250%), 01/27/2027 | 989,348 | 0.1 | |
1,242,782 | 0.1 | |||
Automotive: 0.5% | ||||
2,587,774 | American Axle and Manufacturing, Inc. Term Loan B, 3.000%, (US0001M + 2.250%), 04/06/2024 | 2,491,656 | 0.1 | |
335,750 | Autokiniton US Holdings, Inc. Term Loan, 5.906%, (US0001M + 5.750%), 05/22/2025 | 323,579 | 0.0 | |
879,094 | Belron Finance US LLC 2019 USD Term Loan B, 2.768%, (US0003M + 2.500%), 10/30/2026 | 872,134 | 0.0 | |
1,103,438 | Belron Finance US LLC USD Term Loan B, 2.742%, (US0003M + 2.500%), 11/07/2024 | 1,093,783 | 0.1 | |
927,366 | Dealer Tire, LLC 2020 Term Loan B, 4.397%, (US0001M + 4.250%), 12/12/2025 | 908,818 | 0.0 | |
2,347,922 | Gates Global LLC 2017 USD Repriced Term Loan B, 3.750%, (US0001M + 2.750%), 04/01/2024 | 2,318,085 | 0.1 | |
1,007,848 | KAR Auction Services, Inc. 2019 Term Loan B6, 2.438%, (US0001M + 2.250%), 09/19/2026 | 976,353 | 0.1 | |
1,249,236 | Clarios Global LP USD Term Loan B, 3.647%, (US0001M + 3.500%), 04/30/2026 | 1,219,567 | 0.1 | |
497,429 | Truck Hero, Inc. 1st Lien Term Loan, 3.897%, (US0001M + 3.750%), 04/22/2024 | 487,947 | 0.0 | |
745,627 | Wand NewCo 3, Inc. 2020 Term Loan, 3.809%, (US0003M + 3.000%), 02/05/2026 | 721,705 | 0.0 | |
11,413,627 | 0.5 | |||
Beverage & Tobacco: 0.1% | ||||
1,445,598 | Sunshine Investments B.V. USD Term Loan B3, 3.515%, (US0003M + 3.250%), 03/28/2025 | 1,423,010 | 0.1 | |
Brokers, Dealers & Investment Houses: 0.1% | ||||
1,725,434 | Brookfield Property REIT Inc. 1st Lien Term Loan B, 2.647%, (US0001M + 2.500%), 08/27/2025 | 1,408,146 | 0.1 | |
689,475 | Forest City Enterprises, L.P. 2019 Term Loan B, 3.647%, (US0001M + 3.500%), 12/08/2025 | 675,254 | 0.0 | |
2,083,400 | 0.1 | |||
Building & Development: 0.3% | ||||
359,176 | Advanced Drainage Systems Inc Term Loan B, 2.438%, (US0001M + 2.250%), 07/31/2026 | 359,775 | 0.0 | |
1,621,205 | Core & Main LP 2017 Term Loan B, 3.750%, (US0006M + 2.750%), 08/01/2024 | 1,592,834 | 0.1 |
See Accompanying Notes to Financial Statements
122
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
1,065,223 | GYP Holdings III Corp. 2018 Term Loan B, 2.897%, (US0001M + 2.750%), 06/01/2025 | 1,053,572 | 0.0 | |
735,335 | Henry Company LLC Term Loan B, 5.000%, (US0001M + 4.000%), 10/05/2023 | 730,739 | 0.0 | |
150,000 | LEB Holdings (USA), Inc Term Loan B, 4.234%, (US0003M + 4.000%), 09/25/2027 | 149,016 | 0.0 | |
1,122,128 | MX Holdings US, Inc. Term Loan B1B, 3.500%, (US0001M + 2.750%), 07/31/2025 | 1,110,907 | 0.0 | |
1,141,753 | Quikrete Holdings Inc Term Loan, 2.646%, (US0001M + 2.500%), 02/01/2027 | 1,117,313 | 0.1 | |
390,421 | Werner FinCo LP 2017 Term Loan, 5.000%, (US0001M + 4.000%), 07/24/2024 | 377,732 | 0.0 | |
1,243,750 | Zekelman Industries, Inc. 2020 Term Loan, 2.145%, (US0003M + 2.000%), 01/24/2027 | 1,207,798 | 0.1 | |
7,699,686 | 0.3 | |||
Business Equipment & Services: 0.9% | ||||
191,285 | 24-7 Intouch Inc 2018 Term Loan, 4.897%, (US0001M + 4.750%), 08/25/2025 | 178,852 | 0.0 | |
2,298,788 | AlixPartners, LLP 2017 Term Loan B, 2.645%, (US0001M + 2.500%), 04/04/2024 | 2,247,065 | 0.1 | |
154,613 | AqGen Ascensus, Inc. 2020 Term Loan, 5.000%, (US0001M + 4.000%), 12/13/2026 | 153,968 | 0.0 | |
388,545 | Ascend Learning, LLC 2017 Term Loan B, 4.000%, (US0001M + 3.000%), 07/12/2024 | 384,780 | 0.0 | |
470,000 | Asplundh Tree Expert, LLC Term Loan B, 2.655%, (US0003M + 2.500%), 09/07/2027 | 470,098 | 0.0 | |
465,000 | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 3.234%, (US0003M + 3.000%), 10/30/2026 | 462,675 | 0.0 | |
465,000 | Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B, 3.251%, (US0003M + 3.000%), 10/30/2026 | 463,934 | 0.0 | |
264,338 | Cardtronics USA, Inc. Term Loan B, 5.000%, (US0001M + 4.000%), 06/29/2027 | 264,750 | 0.0 | |
502,896 | Castle US Holding Corporation USD Term Loan B, 3.970%, (US0003M + 3.750%), 01/29/2027 | 485,504 | 0.0 | |
885,574 | Convergint Technologies LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 02/03/2025 | 850,151 | 0.1 | |
1,145,597 | EIG Investors Corp. 2018 1st Lien Term Loan, 4.750%, (US0003M + 3.750%), 02/09/2023 | 1,143,091 | 0.1 | |
493,144 | EVO Payments International LLC 2018 1st Lien Term Loan, 3.400%, (US0001M + 3.250%), 12/22/2023 | 487,699 | 0.0 | |
1,745,519 | Financial & Risk US Holdings, Inc. 2018 USD Term Loan, 3.397%, (US0001M + 3.250%), 10/01/2025 | 1,730,790 | 0.1 | |
632,128 | GreenSky Holdings, LLC 2018 Term Loan B, 3.438%, (US0001M + 3.250%), 03/31/2025 | 598,941 | 0.0 | |
150,069 | ION Trading Technologies S.a.r.l. USD Incremental Term Loan B, 5.000%, (US0003M + 4.000%), 11/21/2024 | 147,818 | 0.0 | |
660,000 | Milano Acquisition Corp Term Loan B, 4.241%, (US0003M + 4.000%), 08/13/2027 | 654,638 | 0.0 | |
284,288 | Nielsen Finance LLC 2020 USD Term Loan B5, 4.750%, (US0001M + 3.750%), 06/04/2025 | 284,288 | 0.0 | |
630,542 | PI US MergerCo, Inc. USD 2017 1st Lien Term Loan, 4.500%, (US0003M + 3.500%), 01/03/2025 | 609,720 | 0.0 | |
866,758 | Pre-Paid Legal Services, Inc. 2018 1st Lien Term Loan, 3.397%, (US0001M + 3.250%), 05/01/2025 | 840,213 | 0.0 | |
1,992,673 | Red Ventures, LLC 2020 Term Loan B2, 2.647%, (US0001M + 2.500%), 11/08/2024 | 1,915,871 | 0.1 | |
389,722 | Renaissance Learning, Inc. 2018 Add On Term Loan, 3.397%, (US0001M + 3.250%), 05/30/2025 | 377,056 | 0.0 | |
891,787 | Research Now Group, Inc. 2017 1st Lien Term Loan, 6.500%, (US0006M + 5.500%), 12/20/2024 | 849,427 | 0.1 |
See Accompanying Notes to Financial Statements
123
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
873,332 | Solera Holdings, Inc. USD Term Loan B, 2.938%, (US0002M + 2.750%), 03/03/2023 | 856,645 | 0.1 | |
795,500 | Staples, Inc. 7 Year Term Loan, 5.251%, (US0003M + 5.000%), 04/16/2026 | 738,678 | 0.0 | |
362,582 | SurveyMonkey Inc. 2018 Term Loan B, 3.897%, (US0001M + 3.750%), 10/10/2025 | 361,223 | 0.0 | |
787,128 | Verifone Systems, Inc. 2018 1st Lien Term Loan, 4.253%, (US0003M + 4.000%), 08/20/2025 | 709,891 | 0.0 | |
857,336 | Verra Mobility Corporation 2020 Term Loan B, 3.397%, (US0001M + 3.250%), 02/28/2025 | 841,261 | 0.1 | |
1,249,960 | Verscend Holding Corp. 2018 Term Loan B, 4.647%, (US0001M + 4.500%), 08/27/2025 | 1,243,189 | 0.1 | |
358,200 | VS Buyer, LLC Term Loan B, 3.397%, (US0001M + 3.250%), 02/28/2027 | 353,275 | 0.0 | |
887,821 | West Corporation 2017 Term Loan, 5.000%, (US0001M + 4.000%), 10/10/2024 | 812,040 | 0.0 | |
434,328 | West Corporation 2018 Term Loan B1, 4.500%, (US0001M + 3.500%), 10/10/2024 | 393,881 | 0.0 | |
366,934 | Yak Access, LLC 2018 1st Lien Term Loan B, 5.223%, (US0003M + 5.000%), 07/11/2025 | 317,398 | 0.0 | |
22,228,810 | 0.9 | |||
Cable & Satellite Television: 0.4% | ||||
2,778,548 | CSC Holdings, LLC 2019 Term Loan B5, 2.652%, (US0001M + 2.500%), 04/15/2027 | 2,701,444 | 0.1 | |
1,224,191 | Radiate Holdco, LLC 1st Lien Term Loan, 3.750%, (US0001M + 3.500%), 02/01/2024 | 1,218,899 | 0.1 | |
307,199 | Radiate Holdco, LLC 2020 Term Loan, 3.734%, (US0003M + 3.500%), 09/11/2026 | 302,422 | 0.0 | |
1,094,869 | Telesat Canada Term Loan B5, 2.900%, (US0001M + 2.750%), 12/07/2026 | 1,062,022 | 0.0 | |
860,000 | UPC Broadband Holding B.V. 2020 USD Term Loan B, 2.402%, (US0001M + 2.250%), 04/30/2028 | 830,545 | 0.0 | |
252,500 | UPC Broadband Holding B.V. 2020 USD Term Loan B1, 3.741%, (US0003M + 3.500%), 01/31/2029 | 245,304 | 0.0 | |
252,500 | UPC Broadband Holding B.V. 2020 USD Term Loan B2, 3.734%, (US0003M + 3.500%), 01/31/2029 | 245,304 | 0.0 | |
1,899,808 | Virgin Media Bristol LLC USD Term Loan N, 2.652%, (US0001M + 2.500%), 01/31/2028 | 1,849,938 | 0.1 | |
1,237,862 | WideOpenWest Finance LLC 2017 Term Loan B, 4.250%, (US0001M + 3.250%), 08/18/2023 | 1,222,646 | 0.1 | |
9,678,524 | 0.4 | |||
Chemicals & Plastics: 0.3% | ||||
833,940 | Alpha 3 B.V. 2017 Term Loan B1, 4.000%, (US0003M + 3.000%), 01/31/2024 | 822,473 | 0.0 | |
416,022 | Composite Resins Holding B.V. 2018 Term Loan B, 5.475%, (US0006M + 4.250%), 08/01/2025 | 411,861 | 0.0 | |
250,000 | Diamond (BC) B.V. 2020 USD Incremental Term Loan, 6.000%, (US0003M + 5.000%), 09/06/2024 | 250,625 | 0.0 | |
382,691 | Diamond (BC) B.V. USD Term Loan, 3.261%, (US0003M + 3.000%), 09/06/2024 | 359,132 | 0.0 | |
255,000 | Emerald Performance Materials, LLC 2020 Term Loan B, 5.000%, (US0001M + 4.000%), 08/12/2025 | 254,442 | 0.0 | |
1,047,377 | Encapsys, LLC 2020 Term Loan B2, 4.250%, (US0001M + 3.250%), 11/07/2024 | 1,030,357 | 0.1 | |
389,608 | Polar US Borrower, LLC 2018 1st Lien Term Loan, 4.905%, (US0001M + 4.750%), 10/15/2025 | 375,972 | 0.0 | |
900,000 | PQ Corporation 2020 USD Incremental Term Loan B, 4.000%, (US0003M + 3.000%), 02/07/2027 | 898,650 | 0.0 | |
1,082,220 | Starfruit Finco B.V 2018 USD Term Loan B, 3.151%, (US0001M + 3.000%), 10/01/2025 | 1,049,753 | 0.1 | |
1,994,013 | Tronox Finance LLC Term Loan B, 3.177%, (US0001M + 3.000%), 09/23/2024 | 1,969,088 | 0.1 |
See Accompanying Notes to Financial Statements
124
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
250,000 | Univar Inc. 2017 USD Term Loan B, 2.397%, (US0001M + 2.250%), 07/01/2024 | 247,188 | 0.0 | |
192,916 | Univar Inc. 2019 USD Term Loan B5, 2.147%, (US0001M + 2.000%), 07/01/2026 | 188,816 | 0.0 | |
7,858,357 | 0.3 | |||
Consumer, Cyclical: 0.0% | ||||
721,455 | (3),(4) | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 3.734%, (US0003M + 3.500%), 05/30/2025 | 60,422 | 0.0 |
400,000 | Mileage Plus Holdings LLC 2020 Term Loan B, 6.250%, (US0003M + 5.250%), 06/25/2027 | 407,281 | 0.0 | |
467,703 | 0.0 | |||
Consumer, Non-cyclical: 0.0% | ||||
247,890 | Lifescan Global Corporation 2018 1st Lien Term Loan, 7.175%, (US0006M + 6.000%), 10/01/2024 | 234,876 | 0.0 | |
214,823 | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 7.156%, (US0001M + 7.000%), 02/28/2025 | 207,103 | 0.0 | |
441,979 | 0.0 | |||
Containers & Glass Products: 0.5% | ||||
2,879,203 | Berry Global, Inc. Term Loan Y, 2.156%, (US0001M + 2.000%), 07/01/2026 | 2,797,425 | 0.1 | |
1,023,479 | BWAY Holding Company 2017 Term Loan B, 3.523%, (US0003M + 3.250%), 04/03/2024 | 968,786 | 0.0 | |
873,016 | Charter NEX US, Inc. Incremental Term Loan, 3.397%, (US0001M + 3.250%), 05/16/2024 | 854,028 | 0.0 | |
993,939 | Consolidated Container Company LLC 2017 1st Lien Term Loan, 3.750%, (US0001M + 2.750%), 05/22/2024 | 985,656 | 0.1 | |
556,699 | Flex Acquisition Company, Inc. 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 12/29/2023 | 544,730 | 0.0 | |
1,268,888 | Flex Acquisition Company, Inc. 2018 Incremental Term Loan, 3.546%, (US0003M + 3.250%), 06/29/2025 | 1,234,787 | 0.1 | |
265,000 | Graham Packaging Company Inc. Term Loan, 4.500%, (US0001M + 3.750%), 08/04/2027 | 264,068 | 0.0 | |
434,715 | Plastipak Packaging, Inc. 2018 Term Loan B, 2.650%, (US0001M + 2.500%), 10/14/2024 | 429,643 | 0.0 | |
285,000 | Plaze, Inc. 2020 Incremental Term Loan, 5.250%, (US0001M + 4.250%), 08/03/2026 | 281,438 | 0.0 | |
902,093 | Reynolds Consumer Products LLC Term Loan, 1.896%, (US0001M + 1.750%), 02/04/2027 | 891,592 | 0.0 | |
545,000 | Reynolds Group Holdings Inc. 2020 Term Loan, 3.484%, (US0003M + 3.250%), 02/03/2026 | 537,506 | 0.0 | |
1,964,664 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 3.979%, (PRIME + 2.750%), 02/05/2023 | 1,948,701 | 0.1 | |
638,189 | Ring Container Technologies Group, LLC 1st Lien Term Loan, 2.896%, (US0001M + 2.750%), 10/31/2024 | 623,830 | 0.0 | |
160,000 | Tosca Services, LLC 2020 Term Loan B, 5.250%, (US0001M + 4.250%), 07/28/2027 | 160,250 | 0.0 | |
1,010,558 | TricorBraun Hldgs Inc First Lien Term Loan, 4.753%, (US0003M + 3.750%), 11/30/2023 | 1,002,557 | 0.1 | |
13,524,997 | 0.5 | |||
Cosmetics/Toiletries: 0.0% | ||||
373 | Anastasia Parent, LLC 2018 Term Loan B, 3.970%, (US0003M + 3.750%), 08/11/2025 | 164 | 0.0 | |
915,699 | Wellness Merger Sub, Inc. 1st Lien Term Loan, 4.256%, (US0003M + 4.000%), 06/30/2024 | 900,247 | 0.0 | |
900,411 | 0.0 | |||
Drugs: 0.1% | ||||
997,423 | Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B, 5.000%, (US0003M + 4.250%), 04/29/2024 | 955,923 | 0.0 | |
1,038,362 | Horizon Therapeutics USA Inc Term Loan B, 2.188%, (US0001M + 2.000%), 05/22/2026 | 1,031,223 | 0.1 | |
1,987,146 | 0.1 |
See Accompanying Notes to Financial Statements
125
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
as of September 30, 2020 (Unaudited) (Continued) |
Ecological Services & Equipment: 0.0% | ||||
840,466 | GFL Environmental Inc. 2018 USD Term Loan B, 4.000%, (US0001M + 3.000%), 05/30/2025 | 837,982 | 0.0 | |
Electronics/Electrical: 1.4% | ||||
150,000 | Allegro Microsystems, Inc. Term Loan, 4.984%, (US0003M + 4.750%), 09/24/2027 | 149,812 | 0.0 | |
1,275,602 | Barracuda Networks, Inc. 1st Lien Term Loan, 4.250%, (US0003M + 3.250%), 02/12/2025 | 1,264,121 | 0.1 | |
936,994 | BMC Software Finance, Inc. 2018 USD Term Loan B, 4.397%, (US0001M + 4.250%), 10/02/2025 | 912,047 | 0.1 | |
390,089 | Brave Parent Holdings, Inc. 1st Lien Term Loan, 4.147%, (US0001M + 4.000%), 04/18/2025 | 385,823 | 0.0 | |
688,991 | By Crown Parent, LLC Term Loan B1, 4.000%, (US0001M + 3.000%), 01/31/2026 | 682,963 | 0.0 | |
389,891 | CentralSquare Technologies, LLC 2018 1st Lien Term Loan, 3.897%, (US0001M + 3.750%), 08/29/2025 | 351,487 | 0.0 | |
426,217 | Cohu, Inc. 2018 Term Loan B, 3.147%, (US0001M + 3.000%), 10/01/2025 | 411,300 | 0.0 | |
580,000 | Cornerstone OnDemand, Inc. Term Loan B, 4.406%, (US0001M + 4.250%), 04/22/2027 | 579,819 | 0.0 | |
840,000 | Epicor Software Corporation 2020 Term Loan, 5.250%, (US0001M + 4.250%), 07/30/2027 | 838,005 | 0.0 | |
155,316 | Exact Merger Sub LLC 1st Lien Term Loan, 5.250%, (US0001M + 4.250%), 09/27/2024 | 154,442 | 0.0 | |
635,072 | GlobalFoundries Inc USD Term Loan B, 5.000%, (US0003M + 4.750%), 06/05/2026 | 635,072 | 0.0 | |
703,238 | Go Daddy Operating Company, LLC 2020 Term Loan B3, 2.646%, (US0001M + 2.500%), 08/10/2027 | 694,447 | 0.0 | |
1,045,393 | Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B, 3.397%, (US0001M + 3.250%), 12/01/2023 | 1,041,006 | 0.1 | |
341,764 | Helios Software Holdings, Inc. USD Term Loan, 4.519%, (US0003M + 4.250%), 10/24/2025 | 337,385 | 0.0 | |
1,411,604 | Hyland Software, Inc. 2018 1st Lien Term Loan, 4.000%, (US0001M + 3.250%), 07/01/2024 | 1,406,310 | 0.1 | |
708,430 | Imperva, Inc. 1st Lien Term Loan, 5.000%, (US0003M + 4.000%), 01/12/2026 | 698,836 | 0.0 | |
1,054,700 | Informatica LLC, 2020 USD Term Loan B, 3.397%, (US0001M + 3.250%), 02/25/2027 | 1,031,848 | 0.1 | |
710,000 | LogMeIn, Inc. Term Loan B, 4.906%, (US0003M + 4.750%), 08/14/2027 | 687,516 | 0.0 | |
153,198 | MA FinanceCo., LLC USD Term Loan B3, 2.647%, (US0001M + 2.500%), 06/21/2024 | 146,916 | 0.0 | |
2,621,267 | McAfee, LLC 2018 USD Term Loan B, 3.896%, (US0001M + 3.750%), 09/30/2024 | 2,605,293 | 0.1 | |
2,106,268 | MH Sub I, LLC 2017 1st Lien Term Loan, 3.647%, (US0001M + 3.500%), 09/13/2024 | 2,062,334 | 0.1 | |
1,250,846 | Project Boost Purchaser, LLC 2019 Term Loan B, 3.647%, (US0001M + 3.500%), 06/01/2026 | 1,219,575 | 0.1 | |
416,922 | Project Leopard Holdings, Inc. 2019 Term Loan, 5.250%, (US0003M + 4.250%), 07/07/2023 | 411,580 | 0.0 | |
2,041,190 | Quest Software US Holdings Inc. 2018 1st Lien Term Loan, 4.511%, (US0003M + 4.250%), 05/16/2025 | 2,003,769 | 0.1 | |
2,007,896 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 11/03/2023 | 1,975,894 | 0.1 | |
485,000 | Redstone Buyer LLC Term Loan, 6.000%, (US0003M + 5.000%), 09/01/2027 | 483,484 | 0.0 | |
486,860 | Riverbed Technology, Inc. 2016 Term Loan, 4.250%, (US0003M + 3.250%), 04/24/2022 | 438,904 | 0.0 | |
1,063,151 | Rocket Software, Inc. 2018 Term Loan, 4.397%, (US0001M + 4.250%), 11/28/2025 | 1,044,737 | 0.1 |
See Accompanying Notes to Financial Statements
126
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,034,581 | Seattle Spinco, Inc. USD Term Loan B3, 2.647%, (US0001M + 2.500%), 06/21/2024 | 992,227 | 0.1 | |
37,994 | SkillSoft Corporation 2020 First Out Rolled Up Exit TL, 8.500%, (US0003M + 7.500%), 12/27/2024 | 38,374 | 0.0 | |
117,664 | SkillSoft Corporation 2020 Take Back 2nd Out Term Loan, 8.500%, (US0003M + 7.500%), 04/27/2025 | 116,488 | 0.0 | |
2,473,905 | SolarWinds Holdings, Inc. 2018 Term Loan B, 2.897%, (US0001M + 2.750%), 02/05/2024 | 2,434,322 | 0.1 | |
382,534 | SonicWall US Holdings Inc. 1st Lien Term Loan, 3.753%, (US0003M + 3.500%), 05/16/2025 | 371,058 | 0.0 | |
208,017 | SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4, 1.897%, (US0001M + 1.750%), 04/16/2025 | 201,950 | 0.0 | |
302,174 | SS&C Technologies Inc. 2018 Term Loan B3, 1.897%, (US0001M + 1.750%), 04/16/2025 | 293,361 | 0.0 | |
832,012 | Surf Holdings, LLC USD Term Loan, 3.750%, (US0003M + 3.500%), 03/05/2027 | 815,075 | 0.0 | |
535,000 | Tech Data Corporation ABL Term Loan, 3.645%, (US0001M + 3.500%), 06/30/2025 | 536,783 | 0.0 | |
343,120 | Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan, 5.220%, (US0003M + 5.000%), 05/29/2026 | 217,023 | 0.0 | |
99,455 | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan, 8.000%, (US0003M + 7.000%), 02/28/2025 | 95,881 | 0.0 | |
591,430 | TTM Technologies, Inc. 2017 Term Loan, 2.655%, (US0001M + 2.500%), 09/28/2024 | 582,558 | 0.0 | |
105,000 | Ultimate Software Group Inc(The) 2020 Incremental Term Loan B, 4.750%, (US0003M + 4.000%), 05/04/2026 | 104,844 | 0.0 | |
850,755 | Ultimate Software Group Inc(The) Term Loan B, 3.897%, (US0001M + 3.750%), 05/04/2026 | 845,239 | 0.1 | |
665,000 | Veritas US Inc. 2020 USD Term Loan B, 6.500%, (US0003M + 5.500%), 09/01/2025 | 651,035 | 0.0 | |
140,845 | Web.com Group, Inc. 2018 Term Loan B, 3.901%, (US0001M + 3.750%), 10/10/2025 | 136,209 | 0.0 | |
794,938 | Xperi Corporation 2020 Term Loan B, 4.147%, (US0001M + 4.000%), 06/01/2025 | 776,555 | 0.0 | |
33,863,707 | 1.4 | |||
Financial: 0.0% | ||||
929,162 | Blucora, Inc. 2017 Term Loan B, 5.000%, (US0003M + 4.000%), 05/22/2024 | 915,224 | 0.0 | |
Financial Intermediaries: 0.3% | ||||
1,371,490 | Blackhawk Network Holdings, Inc 2018 1st Lien Term Loan, 3.147%, (US0001M + 3.000%), 06/15/2025 | 1,299,772 | 0.1 | |
745,368 | Blackstone Mortgage Trust, Inc. 2019 Term Loan B, 2.406%, (US0001M + 2.250%), 04/23/2026 | 715,553 | 0.0 | |
687,150 | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B, 2.897%, (US0001M + 2.750%), 08/21/2025 | 664,531 | 0.0 | |
518,700 | Deerfield Dakota Holding, LLC 2020 USD Term Loan B, 4.750%, (US0001M + 3.750%), 04/09/2027 | 516,809 | 0.0 | |
2,126,959 | Edelman Financial Center, LLC 2018 1st Lien Term Loan, 3.145%, (US0001M + 3.000%), 07/21/2025 | 2,057,301 | 0.1 | |
1,011,322 | First Eagle Holdings, Inc. 2020 Term Loan B, 2.720%, (US0003M + 2.500%), 02/01/2027 | 990,084 | 0.0 | |
1,020,087 | Focus Financial Partners, LLC 2020 Term Loan, 2.147%, (US0001M + 2.000%), 07/03/2024 | 995,542 | 0.1 | |
639,926 | Victory Capital Holdings, Inc. 2020 Term Loan B, 2.799%, (US0003M + 2.500%), 07/01/2026 | 631,926 | 0.0 | |
7,871,518 | 0.3 | |||
Food Products: 0.2% | ||||
497,468 | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 3.651%, (US0001M + 3.500%), 10/01/2025 | 494,981 | 0.0 |
See Accompanying Notes to Financial Statements
127
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
202,222 | Atkins Nutritionals Holdings II, Inc. 2017 Term Loan B, 4.750%, (US0001M + 3.750%), 07/07/2024 | 202,980 | 0.0 | |
949,922 | B&G Foods, Inc. 2019 Term Loan B4, 2.647%, (US0001M + 2.500%), 10/10/2026 | 949,477 | 0.0 | |
882,130 | CHG PPC Parent LLC 2018 Term Loan B, 2.896%, (US0001M + 2.750%), 03/31/2025 | 851,256 | 0.0 | |
635,000 | Froneri International PLC 2020 USD Term Loan, 2.397%, (US0001M + 2.250%), 01/31/2027 | 613,073 | 0.0 | |
1,036,300 | IRB Holding Corp 2020 Term Loan B, 3.750%, (US0006M + 2.750%), 02/05/2025 | 992,149 | 0.1 | |
1,034,535 | Sigma Bidco B.V. 2018 USD Term Loan B, 3.369%, (US0006M + 3.000%), 07/02/2025 | 1,012,551 | 0.1 | |
5,116,467 | 0.2 | |||
Food Service: 0.2% | ||||
993,737 | 1011778 B.C. Unlimited Liability Company Term Loan B4, 1.897%, (US0001M + 1.750%), 11/19/2026 | 957,093 | 0.0 | |
2,046,498 | Golden Nugget, Inc. 2017 Incremental Term Loan B, 3.250%, (US0001M + 2.500%), 10/04/2023 | 1,843,895 | 0.1 | |
1,150,258 | Hearthside Food Solutions, LLC 2018 Term Loan B, 3.834%, (US0001M + 3.688%), 05/23/2025 | 1,123,299 | 0.1 | |
1,029,597 | US Foods, Inc. 2019 Term Loan B, 2.750%, (US0001M + 2.000%), 09/13/2026 | 989,217 | 0.0 | |
1,000,000 | Welbilt, Inc. 2018 Term Loan B, 2.647%, (US0001M + 2.500%), 10/23/2025 | 911,875 | 0.0 | |
5,825,379 | 0.2 | |||
Food/Drug Retailers: 0.1% | ||||
1,131,112 | EG Finco Limited 2018 USD Term Loan, 4.220%, (US0003M + 4.000%), 02/07/2025 | 1,106,134 | 0.1 | |
37,458 | Moran Foods, LLC 2020 2nd Lien Term Loan, 11.750%, (US0003M + 10.750%), 10/01/2024 | 34,087 | 0.0 | |
29,382 | Moran Foods, LLC 2020 Term Loan, 8.000%, (US0003M + 7.000%), 04/01/2024 | 29,382 | 0.0 | |
221,506 | Portillos Holdings, LLC 2019 1st Lien Term Loan B3, 6.500%, (US0003M + 5.500%), 09/06/2024 | 211,816 | 0.0 | |
697,497 | United Natural Foods, Inc. Term Loan B, 4.397%, (US0001M + 4.250%), 10/22/2025 | 682,364 | 0.0 | |
2,063,783 | 0.1 | |||
Forest Products: 0.1% | ||||
1,065,487 | LABL, Inc. 2019 USD Term Loan, 4.647%, (US0001M + 4.500%), 07/01/2026 | 1,060,426 | 0.1 | |
Health Care: 0.9% | ||||
643,332 | Accelerated Health Systems, LLC Term Loan B, 3.651%, (US0001M + 3.500%), 10/31/2025 | 627,249 | 0.0 | |
300,601 | Agiliti Health, Inc Term Loan, 3.187%, (US0001M + 3.000%), 01/04/2026 | 293,086 | 0.0 | |
639,362 | Air Methods Corporation 2017 Term Loan B, 4.500%, (US0003M + 3.500%), 04/22/2024 | 563,118 | 0.0 | |
2,889,518 | Bausch Health Companies, Inc. 2018 Term Loan B, 3.151%, (US0001M + 3.000%), 06/02/2025 | 2,837,747 | 0.1 | |
815,723 | Change Healthcare Holdings LLC 2017 Term Loan B, 3.500%, (US0003M + 2.500%), 03/01/2024 | 800,874 | 0.0 | |
250,266 | CHG Healthcare Services Inc. 2017 1st Lien Term Loan B, 4.000%, (US0006M + 3.000%), 06/07/2023 | 246,486 | 0.0 | |
124,688 | Da Vinci Purchaser Corp. 2019 Term Loan, 5.238%, (US0003M + 4.000%), 01/08/2027 | 123,545 | 0.0 | |
1,768,053 | DaVita, Inc. 2020 Term Loan B, 1.897%, (US0001M + 1.750%), 08/12/2026 | 1,740,981 | 0.1 | |
391,691 | DentalCorp Perfect Smile ULC 1st Lien Term Loan, 4.750%, (US0001M + 3.750%), 06/06/2025 | 371,617 | 0.0 | |
1,223,068 | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.897%, (US0001M + 3.750%), 10/10/2025 | 882,137 | 0.0 | |
874,299 | ExamWorks Group, Inc. 2017 Term Loan, 4.250%, (US0003M + 3.250%), 07/27/2023 | 870,474 | 0.0 |
See Accompanying Notes to Financial Statements
128
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
289,975 | Global Medical Response, Inc. 2017 Term Loan B2, 5.250%, (US0003M + 4.250%), 03/14/2025 | 281,155 | 0.0 | |
532,369 | Global Medical Response, Inc. 2018 Term Loan B1, 4.250%, (US0003M + 3.250%), 04/28/2022 | 531,205 | 0.0 | |
245,000 | Global Medical Response, Inc. 2020 Term Loan B, 5.001%, (US0003M + 4.750%), 09/24/2025 | 239,998 | 0.0 | |
595,560 | GoodRx, Inc. 1st Lien Term Loan, 2.897%, (US0001M + 2.750%), 10/10/2025 | 585,975 | 0.0 | |
260,000 | Helix Acquisition Holdings, Inc. 2020 Term Loan, 4.751%, (US0003M + 4.500%), 09/03/2027 | 256,100 | 0.0 | |
828,381 | Inovalon Holdings, Inc. 2020 Term Loan B1, 3.188%, (US0001M + 3.000%), 04/02/2025 | 824,800 | 0.0 | |
1,071,151 | Jaguar Holding Company II 2018 Term Loan, 3.500%, (US0001M + 2.500%), 08/18/2022 | 1,068,838 | 0.1 | |
1,012,266 | Medical Solutions L.L.C. 2017 Term Loan, 5.500%, (US0006M + 4.500%), 06/14/2024 | 979,367 | 0.0 | |
1,599,168 | MPH Acquisition Holdings LLC 2016 Term Loan B, 3.750%, (US0003M + 2.750%), 06/07/2023 | 1,575,609 | 0.1 | |
1,321,589 | Ortho-Clinical Diagnostics SA 2018 Term Loan B, 3.406%, (US0001M + 3.250%), 06/30/2025 | 1,269,276 | 0.1 | |
25,931 | Pathway Vet Alliance LLC 2020 Delayed Draw Term Loan, 4.052%, (US0003M + 4.000%), 03/31/2027 | 25,587 | 0.0 | |
317,473 | Pathway Vet Alliance LLC 2020 Term Loan, 4.147%, (US0001M + 4.000%), 03/31/2027 | 313,257 | 0.0 | |
1,038,273 | Phoenix Guarantor Inc 2020 Term Loan B, 3.401%, (US0001M + 3.250%), 03/05/2026 | 1,015,777 | 0.1 | |
619,100 | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B, 3.897%, (US0001M + 3.750%), 11/17/2025 | 602,720 | 0.0 | |
1,344,169 | Select Medical Corporation 2017 Term Loan B, 2.780%, (US0006M + 2.500%), 03/06/2025 | 1,313,715 | 0.1 | |
1,013,650 | Sotera Health Holdings, LLC 2019 Term Loan, 5.500%, (US0003M + 4.500%), 12/11/2026 | 1,011,116 | 0.1 | |
992,443 | Vizient, Inc. 2020 Term Loan B6, 2.147%, (US0001M + 2.000%), 05/06/2026 | 975,076 | 0.0 | |
1,028,211 | Wink Holdco, Inc 1st Lien Term Loan B, 4.000%, (US0001M + 3.000%), 12/02/2024 | 1,027,086 | 0.1 | |
23,253,971 | 0.9 | |||
Home Furnishings: 0.0% | ||||
607,606 | Prime Security Services Borrower, LLC 2019 Term Loan B1, 4.250%, (US0001M + 3.250%), 09/23/2026 | 602,886 | 0.0 | |
Industrial: 0.0% | ||||
1,003,239 | NCI Building Systems, Inc. 2018 Term Loan, 3.901%, (US0001M + 3.750%), 04/12/2025 | 990,698 | 0.0 | |
Industrial Equipment: 0.2% | ||||
847,966 | APi Group DE, Inc. Term Loan B, 2.647%, (US0001M + 2.500%), 10/01/2026 | 832,066 | 0.0 | |
377,822 | EWT Holdings III Corp. 2020 Term Loan, 2.897%, (US0001M + 2.750%), 12/20/2024 | 373,454 | 0.0 | |
956,338 | Filtration Group Corporation 2018 1st Lien Term Loan, 3.147%, (US0001M + 3.000%), 03/29/2025 | 940,399 | 0.1 | |
271,647 | Gardner Denver, Inc. 2020 USD Term Loan B2, 1.897%, (US0001M + 1.750%), 03/01/2027 | 263,328 | 0.0 | |
997,500 | Gardner Denver, Inc. 2020 USD Term Loan B, 2.897%, (US0001M + 2.750%), 03/01/2027 | 985,447 | 0.1 | |
440,416 | Granite Holdings US Acquisition Co. Term Loan B, 5.470%, (US0003M + 5.250%), 09/30/2026 | 418,395 | 0.0 | |
473,812 | Ingersoll-Rand Services Company 2020 USD Spinco Term Loan, 3.201%, (US0003M + 1.750%), 02/05/2027 | 459,302 | 0.0 |
See Accompanying Notes to Financial Statements
129
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
686,393 | Kenan Advantage Group, Inc. 2015 Term Loan, 4.000%, (US0001M + 3.000%), 07/31/2022 | 661,940 | 0.0 | |
174,779 | Kenan Advantage Group, Inc. CAD Term Loan B, 4.000%, (US0001M + 3.000%), 07/31/2022 | 168,553 | 0.0 | |
179,550 | Star US Bidco LLC Term Loan B, 5.250%, (US0001M + 4.250%), 03/17/2027 | 171,470 | 0.0 | |
580,000 | Vertical Midco GmbH USD Term Loan B, 4.570%, (US0003M + 4.250%), 07/30/2027 | 576,427 | 0.0 | |
5,850,781 | 0.2 | |||
Insurance: 0.7% | ||||
887,194 | Achilles Acquisition LLC 2018 Term Loan, 4.188%, (US0001M + 4.000%), 10/13/2025 | 874,625 | 0.0 | |
2,449,531 | Acrisure, LLC 2020 Term Loan B, 3.647%, (US0001M + 3.500%), 02/15/2027 | 2,372,545 | 0.1 | |
824,869 | Alera Group Holdings, Inc. 2018 Term Loan B, 4.269%, (US0006M + 4.000%), 08/01/2025 | 812,840 | 0.0 | |
1,286,462 | Alliant Holdings Intermediate, LLC 2018 Term Loan B, 2.897%, (US0001M + 2.750%), 05/09/2025 | 1,251,808 | 0.1 | |
1,866,051 | AmWINS Group, Inc. 2017 Term Loan B, 3.750%, (US0001M + 2.750%), 01/25/2024 | 1,854,001 | 0.1 | |
497,500 | AssuredPartners Capital, Inc. 2020 Incremental Term Loan B, 4.802%, (US0003M + 4.500%), 02/12/2027 | 497,500 | 0.0 | |
1,077,814 | AssuredPartners, Inc. 2020 Term Loan B, 3.647%, (US0001M + 3.500%), 02/12/2027 | 1,048,443 | 0.0 | |
379,343 | CCC Information Services, Inc. 2017 1st Lien Term Loan, 4.000%, (US0001M + 3.000%), 04/29/2024 | 377,288 | 0.0 | |
1,937,703 | Hub International Limited 2018 Term Loan B, 3.264%, (US0003M + 3.000%), 04/25/2025 | 1,875,697 | 0.1 | |
1,827,087 | NFP Corp. 2020 Term Loan, 3.397%, (US0001M + 3.250%), 02/15/2027 | 1,754,574 | 0.1 | |
335,000 | Ryan Specialty Group, LLC Term Loan, 4.000%, (US0001M + 3.250%), 09/01/2027 | 333,325 | 0.0 | |
2,099,024 | Sedgwick Claims Management Services, Inc. 2018 Term Loan B, 3.397%, (US0001M + 3.250%), 12/31/2025 | 2,030,430 | 0.1 | |
1,611,975 | USI, Inc. 2017 Repriced Term Loan, 3.220%, (US0003M + 3.000%), 05/16/2024 | 1,562,608 | 0.1 | |
16,645,684 | 0.7 | |||
Leisure Good/Activities/Movies: 0.3% | ||||
287,293 | 24 Hour Fitness Worldwide, Inc. 2020 DIP New Money Term Loan, 11.000%, (US0003M + 10.000%), 06/17/2021 | 244,918 | 0.0 | |
252,433 | 24 Hour Fitness Worldwide, Inc. 2020 DIP Roll-up Term Loan, 11.000%, (US0003M + 10.000%), 06/17/2021 | 215,199 | 0.0 | |
936,188 | AMC Entertainment Holdings Inc. 2019 Term Loan B, 3.220%, (US0003M + 3.000%), 04/22/2026 | 606,181 | 0.0 | |
997,462 | Bombardier Recreational Products, Inc. 2020 Term Loan, 2.147%, (US0001M + 2.000%), 05/24/2027 | 969,141 | 0.1 | |
788,264 | ClubCorp Club Operations, Inc. 2017 Incremental Term Loan, 2.970%, (US0003M + 2.750%), 09/18/2024 | 679,467 | 0.0 | |
806 | Crown Finance US, Inc. 2018 USD Term Loan, 2.519%, (US0006M + 2.250%), 02/28/2025 | 550 | 0.0 | |
957 | Equinox Holdings, Inc. 2017 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 03/08/2024 | 744 | 0.0 | |
1,003,941 | Fitness International, LLC 2018 Term Loan B, 4.250%, (US0003M + 3.250%), 04/18/2025 | 623,447 | 0.0 | |
458,904 | Fluidra S.A. USD Term Loan B, 2.147%, (US0001M + 2.000%), 07/02/2025 | 448,005 | 0.0 | |
287,892 | GVC Holdings (Gibraltar) Limited 2020 USD Term Loan B3, 2.470%, (US0006M + 2.250%), 03/29/2024 | 283,934 | 0.0 | |
981,676 | Intrawest Resorts Holdings, Inc. Term Loan B1, 2.897%, (US0001M + 2.750%), 07/31/2024 | 952,226 | 0.1 |
See Accompanying Notes to Financial Statements
130
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
765,188 | Playtika Holding Corp Term Loan B, 7.000%, (US0006M + 6.000%), 12/10/2024 | 767,961 | 0.0 | |
697,892 | SRAM, LLC 2018 Term Loan B, 3.779%, (US0006M + 2.750%), 03/15/2024 | 697,892 | 0.0 | |
1,450,001 | Thor Industries, Inc. USD Term Loan B, 3.938%, (US0001M + 3.750%), 02/01/2026 | 1,444,111 | 0.1 | |
392,359 | WeddingWire, Inc. 1st Lien Term Loan, 4.647%, (US0001M + 4.500%), 12/19/2025 | 376,665 | 0.0 | |
8,310,441 | 0.3 | |||
Lodging & Casinos: 0.4% | ||||
682,876 | Aimbridge Acquisition Co., Inc. 2019 Term Loan B, 5.573%, (US0001M + 3.750%), 02/02/2026 | 614,588 | 0.0 | |
515,000 | Aristocrat Leisure Limited 2020 Incremental Term Loan B, 4.750%, (US0003M + 3.750%), 10/19/2024 | 515,242 | 0.0 | |
1,532,721 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B, 2.897%, (US0001M + 2.750%), 12/23/2024 | 1,440,544 | 0.1 | |
665,000 | Caesars Resort Collection, LLC 2020 Term Loan B1, 4.688%, (US0001M + 4.500%), 07/21/2025 | 645,525 | 0.0 | |
921,794 | Everi Payments Inc. Term Loan B, 3.750%, (US0001M + 2.750%), 05/09/2024 | 896,279 | 0.0 | |
880,899 | Golden Entertainment, Inc. 2017 1st Lien Term Loan, 3.750%, (US0001M + 3.000%), 10/21/2024 | 851,169 | 0.0 | |
1,634,194 | PCI Gaming Authority Term Loan, 2.647%, (US0001M + 2.500%), 05/29/2026 | 1,592,931 | 0.1 | |
1,561,104 | Scientific Games International, Inc. 2018 Term Loan B5, 3.471%, (US0006M + 2.750%), 08/14/2024 | 1,476,609 | 0.1 | |
1,521,671 | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan, 3.720%, (US0003M + 3.500%), 07/10/2025 | 1,523,890 | 0.1 | |
713,673 | Station Casinos LLC 2020 Term Loan B, 2.397%, (US0001M + 2.250%), 02/08/2027 | 683,788 | 0.0 | |
10,240,565 | 0.4 | |||
Nonferrous Metals/Minerals: 0.1% | ||||
1,061,346 | (3),(4) | Covia Holdings Corporation Term Loan, 6.234%, (US0003M + 6.000%), 06/01/2025 | 785,396 | 0.1 |
293,710 | U.S. Silica Company 2018 Term Loan B, 5.000%, (US0001M + 4.000%), 05/01/2025 | 249,213 | 0.0 | |
1,034,609 | 0.1 | |||
Oil & Gas: 0.0% | ||||
689,384 | Lower Cadence Holdings LLC Term Loan B, 4.147%, (US0001M + 4.000%), 05/22/2026 | 639,404 | 0.0 | |
Publishing: 0.1% | ||||
160,000 | Alchemy Copyrights, LLC Term Loan B, 4.000%, (US0001M + 3.250%), 08/16/2027 | 160,000 | 0.0 | |
914,873 | Meredith Corporation 2020 Term Loan B2, 2.647%, (US0001M + 2.500%), 01/31/2025 | 885,466 | 0.1 | |
1,045,466 | 0.1 | |||
Radio & Television: 0.5% | ||||
874,273 | Clear Channel Outdoor Holdings, Inc. Term Loan B, 3.761%, (US0003M + 3.500%), 08/21/2026 | 799,960 | 0.0 | |
997,481 | Cumulus Media New Holdings Inc. Term Loan B, 4.750%, (US0003M + 3.750%), 03/31/2026 | 947,607 | 0.0 | |
1,639,042 | Diamond Sports Group, LLC Term Loan, 3.400%, (US0001M + 3.250%), 08/24/2026 | 1,278,453 | 0.1 | |
855,577 | Entercom Media Corp. 2019 Term Loan, 2.649%, (US0001M + 2.500%), 11/18/2024 | 808,877 | 0.0 | |
841,128 | iHeartCommunications, Inc. 2020 Term Loan, 3.147%, (US0001M + 3.000%), 05/01/2026 | 799,913 | 0.0 | |
1,377,552 | NASCAR Holdings, Inc Term Loan B, 2.895%, (US0001M + 2.750%), 10/19/2026 | 1,352,068 | 0.1 | |
2,330,057 | Nexstar Broadcasting, Inc. 2019 Term Loan B4, 2.905%, (US0001M + 2.750%), 09/18/2026 | 2,286,368 | 0.1 | |
2,518,334 | Sinclair Television Group Inc. Term Loan B2B, 2.647%, (US0001M + 2.500%), 09/30/2026 | 2,466,078 | 0.1 | |
1,527,428 | Terrier Media Buyer, Inc. Term Loan B, 4.397%, (US0001M + 4.250%), 12/17/2026 | 1,493,442 | 0.1 |
See Accompanying Notes to Financial Statements
131
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
570,102 | Univision Communications Inc. 2020 Term Loan B, 4.750%, (US0001M + 3.750%), 03/13/2026 | 550,291 | 0.0 | |
545,856 | Univision Communications Inc. Term Loan C5, 3.750%, (US0001M + 2.750%), 03/15/2024 | 526,888 | 0.0 | |
13,309,945 | 0.5 | |||
Retailers (Except Food & Drug): 0.2% | ||||
780,972 | Bass Pro Group, LLC Term Loan B, 5.750%, (US0003M + 5.000%), 09/25/2024 | 776,432 | 0.0 | |
1,248,708 | BJs Wholesale Club, Inc. 2017 1st Lien Term Loan, 2.151%, (US0001M + 2.000%), 02/03/2024 | 1,229,197 | 0.1 | |
250,313 | Harbor Freight Tools USA, Inc. 2018 Term Loan B, 3.250%, (US0001M + 2.500%), 08/18/2023 | 247,262 | 0.0 | |
1,319,323 | Leslies Poolmart, Inc. 2016 Term Loan, 3.647%, (US0001M + 3.500%), 08/16/2023 | 1,298,472 | 0.1 | |
863,854 | (3) | Mens Wearhouse, Inc. (The) 2018 Term Loan, 4.250%, (US0001M + 3.250%), 04/09/2025 | 269,235 | 0.0 |
3,820,598 | 0.2 | |||
Surface Transport: 0.1% | ||||
1,129,692 | Navistar International Corporation 2017 1st Lien Term Loan B, 3.660%, (US0001M + 3.500%), 11/06/2024 | 1,123,514 | 0.1 | |
1,017,498 | PODS, LLC 2018 1st Lien Term Loan, 3.750%, (US0001M + 2.750%), 12/06/2024 | 998,844 | 0.0 | |
279,730 | Savage Enterprises LLC 2020 Term Loan B, 3.160%, (US0001M + 3.000%), 08/01/2025 | 278,332 | 0.0 | |
1,000,000 | XPO Logistics, Inc. 2019 Term Loan B1, 2.650%, (US0001M + 2.500%), 02/24/2025 | 991,806 | 0.0 | |
3,392,496 | 0.1 | |||
Technology: 0.1% | ||||
2,088,601 | Misys (Finastra) - TL B 1L, 4.500%, (US0006M + 3.500%), 06/13/2024 | 1,962,763 | 0.1 | |
Telecommunications: 1.0% | ||||
1,782,879 | Altice Financing SA USD 2017 1st Lien Term Loan, 2.895%, (US0001M + 2.750%), 01/31/2026 | 1,689,278 | 0.1 | |
2,726,404 | Altice France S.A. USD Term Loan B11, 2.897%, (US0001M + 2.750%), 07/31/2025 | 2,604,397 | 0.1 | |
1,707,237 | Asurion LLC 2018 Term Loan B6, 3.147%, (US0001M + 3.000%), 11/03/2023 | 1,684,220 | 0.1 | |
3,937,737 | Asurion LLC 2018 Term Loan B7, 3.147%, (US0001M + 3.000%), 11/03/2024 | 3,877,966 | 0.2 | |
1,206,004 | Avaya, Inc. 2018 Term Loan B, 4.401%, (US0001M + 4.250%), 12/15/2024 | 1,197,210 | 0.1 | |
160,000 | Cablevision Lightpath LLC Term Loan B, 3.484%, (US0003M + 3.250%), 09/16/2027 | 159,100 | 0.0 | |
3,113,353 | CenturyLink, Inc. 2020 Term Loan B, 2.397%, (US0001M + 2.250%), 03/15/2027 | 2,996,880 | 0.1 | |
1,294,413 | CommScope, Inc. 2019 Term Loan B, 3.397%, (US0001M + 3.250%), 04/06/2026 | 1,264,479 | 0.1 | |
468,825 | Connect Finco Sarl Term Loan B, 4.647%, (US0001M + 4.500%), 12/11/2026 | 455,639 | 0.0 | |
207,089 | Consolidated Communications, Inc. 2016 Term Loan B, 4.000%, (US0001M + 3.000%), 10/04/2023 | 205,821 | 0.0 | |
545,000 | Consolidated Communications, Inc. 2020 Term Loan B, 4.984%, (US0003M + 4.750%), 10/17/2027 | 536,825 | 0.0 | |
421,288 | Global Tel*Link Corporation 2018 1st Lien Term Loan, 4.397%, (US0001M + 4.250%), 11/29/2025 | 368,311 | 0.0 | |
120,000 | Global Tel*Link Corporation 2018 2nd Lien Term Loan, 8.397%, (US0001M + 8.250%), 11/29/2026 | 84,150 | 0.0 | |
979,906 | GTT Communications, Inc. 2018 USD Term Loan B, 2.970%, (US0003M + 2.750%), 05/31/2025 | 848,231 | 0.0 | |
467,650 | Iridium Satellite LLC Term Loan, 4.750%, (US0001M + 3.750%), 11/04/2026 | 467,650 | 0.0 | |
1,381,488 | Level 3 Financing Inc. 2019 Term Loan B, 1.897%, (US0001M + 1.750%), 03/01/2027 | 1,339,796 | 0.1 | |
360,000 | Northwest Fiber, LLC Term Loan B, 5.656%, (US0001M + 5.500%), 05/21/2027 | 360,450 | 0.0 |
See Accompanying Notes to Financial Statements
132
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,142,138 | T-Mobile USA, Inc. 2020 Term Loan, 3.147%, (US0001M + 3.000%), 04/01/2027 | 1,142,647 | 0.0 | |
1,307,542 | Zayo Group Holdings, Inc. USD Term Loan, 3.147%, (US0001M + 3.000%), 03/09/2027 | 1,271,961 | 0.1 | |
1,045,000 | Ziggo Financing Partnership USD Term Loan I, 2.652%, (US0001M + 2.500%), 04/30/2028 | 1,010,022 | 0.0 | |
23,565,033 | 1.0 | |||
Utilities: 0.1% | ||||
604,047 | Calpine Construction Finance Company, L.P. 2017 Term Loan B, 2.147%, (US0001M + 2.000%), 01/15/2025 | 586,429 | 0.0 | |
1,979,997 | Calpine Corporation 2019 Term Loan B10, 2.147%, (US0001M + 2.000%), 08/12/2026 | 1,928,729 | 0.1 | |
463,598 | Nautilus Power, LLC Term Loan B, 5.250%, (US0001M + 4.250%), 05/16/2024 | 456,209 | 0.0 | |
368,847 | Sabre Industries, Inc. 2019 Term Loan B, 3.401%, (US0001M + 3.250%), 04/15/2026 | 365,620 | 0.0 | |
3,336,987 | 0.1 | |||
Total Bank Loans | ||||
(Cost $271,256,955) | 262,484,922 | 10.5 | ||
U.S. TREASURY OBLIGATIONS: 0.1% | ||||
U.S. Treasury Bonds: 0.0% | ||||
6,000 | 0.625%,08/15/2030 | 5,966 | 0.0 | |
U.S. Treasury Notes: 0.1% | ||||
2,428,000 | 0.375%,09/30/2027 | 2,411,876 | 0.1 | |
Total U.S. Treasury Obligations | ||||
(Cost $2,421,451) | 2,417,842 | 0.1 | ||
CONVERTIBLE BONDS/NOTES: 0.0% | ||||
Communications: 0.0% | ||||
210,000 | DISH Network Corp., 3.375%, 08/15/2026 | 193,304 | 0.0 | |
Total Convertible Bonds/Notes | ||||
(Cost $205,803) | 193,304 | 0.0 | ||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | ||||
Uniform Mortgage-Backed Securities: 0.0% | ||||
5,842 | 5.500%,10/01/2039 | 6,743 | 0.0 | |
Total U.S. Government Agency Obligations | ||||
(Cost $6,298) | 6,743 | 0.0 | ||
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 0.0% | ||||
Consumer Staples: –% | ||||
2,038 | (11) | Save-A-Lot, Inc. / Moran Foods | – | – |
Information Technology: 0.0% | ||||
1,102 | (11),(12) | SkillSoft Corp. | 165,300 | 0.0 |
Total Common Stock | ||||
(Cost $159,790) | 165,300 | 0.0 | ||
Value | Percentage of Net Assets | |||
PURCHASED OPTIONS (13): 0.0% | ||||
Total Purchased Options | ||||
(Cost $2,839,133) | 1,648,796 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $2,484,108,209) | 2,448,060,091 | 97.7 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 1.7% | ||||
Repurchase Agreements: 0.3% | ||||
445,955 | (14) | Bank of Montreal, Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $445,956, collateralized by various U.S. Government Agency Obligations, 2.000%-4.000%, Market Value plus accrued interest $454,874, due 10/01/47-09/01/50) | 445,955 | 0.0 |
1,504,334 | (14) | Citigroup, Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $1,504,337, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.625%, Market Value plus accrued interest $1,534,421, due 11/27/20-11/01/59) | 1,504,334 | 0.1 |
See Accompanying Notes to Financial Statements
133
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
1,504,334 | (14) | Daiwa Capital Markets, Repurchase Agreement dated 09/30/20, 0.09%, due 10/01/20 (Repurchase Amount $1,504,338, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,534,421, due 11/15/20-03/01/52) | 1,504,334 | 0.1 |
1,504,334 | (14) | HSBC Securities USA, Repurchase Agreement dated 09/30/20, 0.07%, due 10/01/20 (Repurchase Amount $1,504,337, collateralized by various U.S. Government Agency Obligations, 0.000%-3.500%, Market Value plus accrued interest $1,534,421, due 11/15/25-10/20/49) | 1,504,334 | 0.0 |
1,504,334 | (14) | RBC Dominion Securities Inc., Repurchase Agreement dated 09/30/20, 0.08%, due 10/01/20 (Repurchase Amount $1,504,337, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $1,534,421, due 10/27/20-07/15/61) | 1,504,334 | 0.1 |
Total Repurchase Agreements | ||||
(Cost $6,463,291) | 6,463,291 | 0.3 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds: 1.4% | ||||
3,414,216 | (15) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | 3,414,216 | 0.1 |
31,625,000 | (15) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.000% | 31,625,000 | 1.3 |
Total Mutual Funds | ||||
(Cost $35,039,216) | 35,039,216 | 1.4 | ||
Total Short-Term Investments | ||||
(Cost $41,502,507) | 41,502,507 | 1.7 | ||
Total Investments in Securities (Cost $2,525,610,716) | $ 2,489,562,598 | 99.4 |
Assets in Excess of Other Liabilities | 15,463,449 | 0.6 | ||
Net Assets | $ 2,505,026,047 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Defaulted security. |
(4) | Variable rate security. Rate shown is the rate in effect as of September 30, 2020. |
(5) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(6) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of September 30, 2020. |
(7) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(8) | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. |
(9) | Represents or includes a TBA transaction. |
(10) | Represents a zero coupon bond. Rate shown reflects the effective yield as of September 30, 2020. |
(11) | Non-income producing security. |
(12) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(13) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(14) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(15) | Rate shown is the 7-day yield as of September 30, 2020. |
See Accompanying Notes to Financial Statements
134
Voya Strategic Income Opportunities Fund | PORTFOLIO OF INVESTMENTS |
AS OF September 30, 2020 (Unaudited) (Continued) |
Currency Abbreviations: | |
BRL | Brazilian Real |
COP | Colombian Peso |
EUR | EU Euro |
IDR | Indonesian Rupiah |
PEN | Peruvian Nuevo Sol |
RON | Romanian New Leu |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
PRIME | Federal Reserve Bank Prime Loan Rate |
US0001M | 1-month LIBOR |
US0002M | 2-month LIBOR |
US0003M | 3-month LIBOR |
US0006M | 6-month LIBOR |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
135
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Funds Trust | ||
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: December 9, 2020 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: December 9, 2020 | ||
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: December 9, 2020 |